The package provides:
calendar.period.mapper: (creates a vector of calendar or fiscal periods)
FP2CP: maps a fiscal period to calendar period and visversa
fptoDate: takes a fiscal period and returns the first day of that month
CPtoCalendar returns an aggrettge bizdays, holidays and mondays-sundays for each fiscal period
xtsTainTestSplitter takes a quantmod xts object returns a list with train and test sets
growthMetric takes a ts and returns year over year growth metrics
modelPreformance generic calucations of model preformance
plotForecastPreformance plot model preformance for time series data
meanAdjustForecast mean adjusts a forecast based overlapping validation set
longFormPreformance forecast preformance on long for data
ts2lagMatrix create a time series matrix from a ts
plotTsDenisities plot denisty of a times series before and after a date
1 2 3 4 5 6 | FPtoCP(c(201201,20126)) #fiscal year starting July 1 st of each year
calendar.period.mapper(201201, 24)
fptoDate(201201)
CPtoCalendar(c(201201,201212))
CPtoCalendar(c(201201,201212),fiscal = FALSE)
CPtoCalendar(c(201201,201212),fillgap = FALSE)
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