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.

Author
Jeffrey A. Ryan, Joshua M. Ulrich
Date of publication
2014-01-02 19:18:28
Maintainer
Jeffrey A. Ryan <jeff.a.ryan@gmail.com>
License
GPL (>= 2)
Version
0.9-7
URLs

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

Files in this package

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