xts: eXtensible Time Series

Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

Install the latest version of this package by entering the following in R:
install.packages("xts")
AuthorJeffrey A. Ryan, Joshua M. Ulrich
Date of publication2014-01-02 19:18:28
MaintainerJeffrey A. Ryan <jeff.a.ryan@gmail.com>
LicenseGPL (>= 2)
Version0.9-7
http://r-forge.r-project.org/projects/xts/

View on CRAN

Man pages

align.time: Align seconds, minutes, and hours to beginning of next...

apply.monthly: Apply Function over Calendar Periods

as.environment: Coerce an 'xts' Object to an Environment by Column

as.xts: Convert Object To And From Class xts

as.xts.methods: Convert Object To And From Class xts

axTicksByTime: Compute x-Axis Tickmark Locations by Time

CLASS: Extract and Set .CLASS Attribute

coredata.xts: Extract/Replace Core Data of an xts Object

diff: Lags and Differences of xts Objects

dimnames.xts: Dimnames of an xts Object

endpoints: Locate Endpoints by Time

first: Return First or Last n Elements of A Data Object

firstof: Create a POSIXct Object

indexClass: Extracting/Replacing the Class of an xts Index

indexTZ: Query the TimeZone of an xts object

isOrdered: Check If A Vector Is Ordered

make.index.unique: Force Time Values To Be Unique

merge: Merge xts Objects

na.locf.xts: Last Observation Carried Forward

ndays: Number of Periods in Data

parseISO8601: Internal ISO 8601:2004(e) Time Parser

period.apply: Apply Function Over Specified Interval

periodicity: Approximate Series Periodicity

period.max: Calculate Max By Period

period.min: Calculate Min By Period

period.prod: Calculate Product By Period

period.sum: Calculate Sum By Period

plot.xts: Plotting xts Objects

rbind.xts: Concatenate Two or More xts Objects by Row

sample.data: Sample Data Matrix For xts Example and Unit Testing

split: Divide into Groups by Time

subset.xts: Extract Subsets of xts Objects

timeBased: Check if Class is Time-Based

timeBasedSeq: Create a Sequence or Range of Times

to.period: Convert time series data to an OHLC series

xts: Create Or Test For An xts Time-Series Object

xtsAPI: xts C API Documentation

xtsAttributes: Extract and Replace xts Attributes

xts-internals: Internal Documentation

xts-package: xts: extensible time-series

Functions

adj.time Man page
align.time Man page
align.time.xts Man page
apply.daily Man page
apply.monthly Man page
apply.quarterly Man page
apply.weekly Man page
apply.yearly Man page
as.environment.xts Man page
as.fts.xts Man page
as.timeSeries.xts Man page
as.xts Man page
as.xts.data.frame Man page
as.xts.fts Man page
as.xts.its Man page
as.xts.matrix Man page
as.xts.methods Man page
as.xts.timeSeries Man page
as.xts.ts Man page
as.xts.xts Man page
as.xts.zoo Man page
axTicksByTime Man page
cbind.xts Man page
CLASS Man page
CLASS<- Man page
convertIndex Man page
coredata.xts Man page
c.xts Man page
diff.xts Man page
.dimnames.xts Man page
dimnames<-.xts Man page
dimnames.xts Man page
dimnames.xts<- Man page
endpoints Man page
first Man page
first.default Man page
firstof Man page
first.xts Man page
.index Man page
.index<- Man page
indexClass Man page
indexClass<- Man page
.indexDate Man page
.indexday Man page
indexFormat Man page
indexFormat<- Man page
.indexhour Man page
.indexmday Man page
.indexmin Man page
.indexmon Man page
.indexsec Man page
indexTZ Man page
indexTZ<- Man page
.indexwday Man page
.indexweek Man page
index<-.xts Man page
index.xts Man page
.indexyday Man page
.indexyear Man page
.indexymon Man page
is.index.unique Man page
ISO8601 Man page
isOrdered Man page
is.timeBased Man page
is.time.unique Man page
is.xts Man page
lagts.xts Man page
lag.xts Man page
last Man page
last.default Man page
lastof Man page
last.xts Man page
make.index.unique Man page
makeISO8601 Man page
.makeISO8601 Man page
make.time.unique Man page
merge.xts Man page
na.locf.xts Man page
ndays Man page
nhours Man page
nminutes Man page
nmonths Man page
nquarters Man page
nseconds Man page
nweeks Man page
nyears Man page
OHLC Man page
parseISO8601 Man page
.parseISO8601 Man page
period.apply Man page
periodicity Man page
period.max Man page
period.min Man page
period.prod Man page
period.sum Man page
plot.xts Man page
rbind.xts Man page
reclass Man page
Reclass Man page
sample_matrix Man page
shift.time Man page
split.xts Man page
.subset.xts Man page
subset.xts Man page
tclass Man page
tclass<- Man page
timeBased Man page
timeBasedRange Man page
timeBasedSeq Man page
TimeZone Man page
to.daily Man page
to.hourly Man page
to.minutes Man page
to.minutes10 Man page
to.minutes15 Man page
to.minutes3 Man page
to.minutes30 Man page
to.minutes5 Man page
to.monthly Man page
to_period Man page
to.period Man page
to.quarterly Man page
to.weekly Man page
to.yearly Man page
try.xts Man page
tzone Man page
tzone<- Man page
use.reclass Man page
use.xts Man page
xcoredata Man page
xcoredata<- Man page
xts Man page
[.xts Man page
xtsAPI Man page
xtsAttributes Man page
xtsAttributes<- Man page
xtsible Man page
xts-package Man page

Files

inst
inst/api_example
inst/api_example/src
inst/api_example/src/checkOrder.c
inst/api_example/NAMESPACE
inst/api_example/R
inst/api_example/R/checkOrder.R
inst/api_example/README
inst/api_example/DESCRIPTION
inst/api_example/man
inst/api_example/man/linkXTS-package.Rd
inst/api_example/man/checkOrder.Rd
inst/doc
inst/doc/xts-faq.pdf
inst/doc/xts.R
inst/doc/xts.pdf
inst/doc/xts.Rnw
inst/doc/xts-faq.R
inst/include
inst/include/xts.h
inst/include/xtsAPI.h
inst/include/xts_stubs.c
src
src/binsearch.c
src/period.max.f
src/period.sum.f
src/merge.c
src/toperiod.c
src/add_class.c
src/period.min.f
src/extract_col.c
src/runSum.c
src/startofyear.c
src/xts.h
src/attr.c
src/any.c
src/diff.c
src/period.prod.f
src/unique.time.c
src/dimnames.c
src/endpoints.c
src/rollfun.c
src/coredata.c
src/isOrdered.c
src/isXts.c
src/subset.c
src/subset.old.c
src/leadingNA.c
src/totalcols.c
src/init.c
src/rbind.c
src/tryXts.c
NAMESPACE
NEWS
data
data/sample_matrix.rda
R
R/barplot.xts.R R/ts.R R/first.R R/sort.xts.R R/dimnames.R R/isOrdered.R R/utils.R R/period.R R/xts.methods.R R/rollapply.xts.R R/indexTZ.R R/irts.R R/last.R R/plot.R R/axTicksByTime.R R/data.frame.R R/as.environment.xts.R R/POSIX.R R/parse8601.R R/startOfYear.R R/zoo.R R/fillIndex.R R/align.time.R R/nperiods.R R/yearmon.R R/timeBasedSeq.R R/timeBasedRange.R R/OHLC.R R/xts.R R/Ops.xts.R R/endpoints.R R/origin.fix.R R/write.xts.R R/toperiod.R R/bind.R R/list.R R/index.R R/print.R R/timeSeries.R R/as.numeric.R R/periodicity.R R/split.R R/timeDate.R R/indexFormat.R R/adj.time.R R/its.R R/tis.R R/xtsible.R R/str.R R/coredata.xts.R R/merge.R R/na.R R/fts.R R/start.R R/zzz.R R/matrix.R R/indexClass.R R/Math.xts.R R/lag.xts.R R/Date.R
vignettes
vignettes/xts-faq.Rnw
vignettes/xts.Rnw
MD5
DESCRIPTION
man
man/period.min.Rd man/diff.Rd man/as.environment.Rd man/sample.data.Rd man/xtsAPI.Rd man/make.index.unique.Rd man/to.period.Rd man/timeBasedSeq.Rd man/indexClass.Rd man/isOrdered.Rd man/period.apply.Rd man/axTicksByTime.Rd man/coredata.xts.Rd man/dimnames.xts.Rd man/xts-internals.Rd man/as.xts.methods.Rd man/first.Rd man/firstof.Rd man/timeBased.Rd man/merge.Rd man/xts.Rd man/xtsAttributes.Rd man/subset.xts.Rd man/split.Rd man/as.xts.Rd man/CLASS.Rd man/period.max.Rd man/ndays.Rd man/rbind.xts.Rd man/period.prod.Rd man/period.sum.Rd man/align.time.Rd man/parseISO8601.Rd man/xts-package.Rd man/endpoints.Rd man/apply.monthly.Rd man/indexTZ.Rd man/plot.xts.Rd man/na.locf.xts.Rd man/periodicity.Rd

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