timeSeries: Rmetrics - Financial Time Series Objects

Provides a class and various tools for financial time series. This includes basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("timeSeries", repos="http://R-Forge.R-project.org")

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timeSeries documentation built on Nov. 17, 2017, 2:23 p.m.