fpTools: FPTools a package for manipulationg fiscal periods

In mdavis29/fpTools: Fiscal Period Tools

Description

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

Examples

 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)

mdavis29/fpTools documentation built on May 22, 2019, 3:22 p.m.