timeSeries: Rmetrics - Financial Time Series Objects

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Environment for teaching "Financial Engineering and Computational Finance". Managing financial time series objects.

Author
Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication
2016-08-10 15:26:35
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3022.101
URLs

View on R-Forge

Man pages

00timeSeries-package
Utilities and Tools Package
base-apply
Apply Functions Over Time Series Periods
base-attach
Attach a timSeries to the search path
base-cbind
Bind two timeSeries objects
base-diff
diff
base-dim
Time Series Columns and Rows
base-merge
Merges two 'timeSeries' objects
base-rank
Sample Ranks of a Time Series
base-rev
Reversion of a 'timeSeries'
base-sample
sample
base-scale
scale
base-sort
Sorting a 'timeSeries' by Time Stamps
base-start
Start and End of a 'timeSeries'
base-subsetting
Subsettig Time Series
base-t
timeSeries Transpose
data-examples
Time Series Data Sets
fin-align
timeSeries Class, Functions and Methods
fin-cumulated
Cumulated Time Series from Returns
fin-daily
Special Daily Time Series
fin-drawdowns
Calculations of Drawdowns
fin-durations
Durations from a Time Series
fin-monthly
Special Monthly Series
fin-periodical
End-of-Period Series, Stats, and Benchmarks
fin-returns
Financial Returns
fin-runlengths
Runlengths of a Time Series
fin-splits
splits
fin-spreads
Spreads and Mid Quotes
fin-turnpoints
Turning Points of a Time Series
fin-wealth
Conversion of an index to wealth
methods-as
timeSeries Class, Coercion and Transformation
methods-base
Methods for 'timeSeries' object
methods-comment
comment for timeSeries objects
methods-is
timeSeries Class, Coercion and Transformation
methods-mathOps
Mathematical Time Series Operations
methods-plot
Plot a Time Series
methods-show
Print a Time Series
methods-stats
Time Series Correlations
statistics-colCumsums
Cumulated Column Statistics
statistics-colSums
Column Statistics
statistics-orderColnames
Reorder Column Names of a Time Series
statistics-orderStatistics
order Statistics
statistics-rollMean
Rolling Statistics
statistics-rowCumsums
Cumulated Column Statistics
statistics-smoothLowess
Smoothes Time Series Objects
stats-aggregate
timeSeries Class, Functions and Methods
stats-filter
Linear Filtering on a Time Series
stats-lag
Lag a Time Series
stats-model.frame
Model Frames for Time Series Objects
stats-na.contiguous
Find Longest Contiguous Stretch of non-NAs
stats-na.omit
Handling Missing Time Series Values
stats-window
window
timeSeries
timeSeries Class
timeSeries-deprecated
Deprecated functions in timeSeries package
timeSeries-getDataPart
DataPart,timeSeries-method
timeSeries-isRegular
Checks if a time series is regular
timeSeries-isUnivariate
Checks if a Time Series is Univariate
timeSeries-readSeries
Reads a 'timeSeries' from a File
timeSeries-slotDocumentation
Get and Set Optional Attributes of a 'timeSeries'
timeSeries-slotFinCenter
Get and Set Financial Center of a 'timeSeries'
timeSeries-slotSeries
Get and Set Data of a 'timeSeries'
timeSeries-slotTime
Get and Set Time stamps of a 'timeSeries'
timeSeries-slotUnits
Get and Set Unit Names of a 'timeSeries'
utils-description
Creates Date and User Information
utils-structure
timeSeries Object Structure

Files in this package

timeSeries/ChangeLog
timeSeries/DESCRIPTION
timeSeries/NAMESPACE
timeSeries/R
timeSeries/R/AllClass.R
timeSeries/R/AllGeneric.R
timeSeries/R/aaa-Deprecated.R
timeSeries/R/base-apply.R
timeSeries/R/base-applySeries.R
timeSeries/R/base-attach.R
timeSeries/R/base-cbind.R
timeSeries/R/base-diff.R
timeSeries/R/base-dim.R
timeSeries/R/base-merge.R
timeSeries/R/base-rank.R
timeSeries/R/base-rev.R
timeSeries/R/base-sample.R
timeSeries/R/base-scale.R
timeSeries/R/base-sort.R
timeSeries/R/base-start.R
timeSeries/R/base-subsetting.R
timeSeries/R/base-t.R
timeSeries/R/data-examples.R
timeSeries/R/fin-align.R
timeSeries/R/fin-cumulated.R
timeSeries/R/fin-daily.R
timeSeries/R/fin-drawdowns.R
timeSeries/R/fin-durations.R
timeSeries/R/fin-monthly.R
timeSeries/R/fin-periodical.R
timeSeries/R/fin-returns.R
timeSeries/R/fin-runlengths.R
timeSeries/R/fin-splits.R
timeSeries/R/fin-spreads.R
timeSeries/R/fin-turnpoints.R
timeSeries/R/fin-wealth.R
timeSeries/R/methods-as.R
timeSeries/R/methods-comment.R
timeSeries/R/methods-is.R
timeSeries/R/methods-mathOps.R
timeSeries/R/methods-plot.R
timeSeries/R/methods-plot2.R
timeSeries/R/methods-show.R
timeSeries/R/statistics-colCumsums.R
timeSeries/R/statistics-colSums.R
timeSeries/R/statistics-orderColnames.R
timeSeries/R/statistics-orderStatistics.R
timeSeries/R/statistics-rollMean.R
timeSeries/R/statistics-rowCumsums.R
timeSeries/R/statistics-smoothLowess.R
timeSeries/R/stats-aggregate.R
timeSeries/R/stats-filter.R
timeSeries/R/stats-lag.R
timeSeries/R/stats-model.frame.R
timeSeries/R/stats-na.contiguous.R
timeSeries/R/stats-na.omit.R
timeSeries/R/stats-window.R
timeSeries/R/timeSeries-dummy.R
timeSeries/R/timeSeries-getDataPart.R
timeSeries/R/timeSeries-isOHLC.R
timeSeries/R/timeSeries-isRegular.R
timeSeries/R/timeSeries-isUnivariate.R
timeSeries/R/timeSeries-readSeries.R
timeSeries/R/timeSeries-signalCounts.R
timeSeries/R/timeSeries-slotDocumentation.R
timeSeries/R/timeSeries-slotFinCenter.R
timeSeries/R/timeSeries-slotSeries.R
timeSeries/R/timeSeries-slotTime.R
timeSeries/R/timeSeries-slotUnits.R
timeSeries/R/timeSeries.R
timeSeries/R/utils-description.R
timeSeries/R/utils-head.R
timeSeries/R/utils-old2new.R
timeSeries/R/utils-structure.R
timeSeries/R/zzz.R
timeSeries/build
timeSeries/build/vignette.rds
timeSeries/data
timeSeries/data/LPP2005REC.rda
timeSeries/data/MSFT.rda
timeSeries/data/USDCHF.rda
timeSeries/inst
timeSeries/inst/COPYING
timeSeries/inst/COPYRIGHTS
timeSeries/inst/README
timeSeries/inst/THANKS
timeSeries/inst/doc
timeSeries/inst/doc/timeSeriesPlot.R
timeSeries/inst/doc/timeSeriesPlot.Rnw
timeSeries/inst/doc/timeSeriesPlot.pdf
timeSeries/inst/doc/timeSeriesRefCard.pdf
timeSeries/inst/extensionsTests
timeSeries/inst/extensionsTests/aggregateWrappers.R
timeSeries/inst/extensionsTests/alignWrappers.R
timeSeries/inst/extensionsTests/attributesExtension.R
timeSeries/inst/extensionsTests/chicPlots.R
timeSeries/inst/extensionsTests/endpointsWrappers.R
timeSeries/inst/extensionsTests/xtsWrappers.R
timeSeries/inst/unitTests
timeSeries/inst/unitTests/Makefile
timeSeries/inst/unitTests/runTests.R
timeSeries/inst/unitTests/runit.NA.R
timeSeries/inst/unitTests/runit.Omit.R
timeSeries/inst/unitTests/runit.TimeSeriesClass.R
timeSeries/inst/unitTests/runit.TimeSeriesCoercion.R
timeSeries/inst/unitTests/runit.TimeSeriesData.R
timeSeries/inst/unitTests/runit.TimeSeriesPositions.R
timeSeries/inst/unitTests/runit.aggregate.R
timeSeries/inst/unitTests/runit.align.R
timeSeries/inst/unitTests/runit.apply.R
timeSeries/inst/unitTests/runit.as.R
timeSeries/inst/unitTests/runit.attach.R
timeSeries/inst/unitTests/runit.bind.R
timeSeries/inst/unitTests/runit.colCum.R
timeSeries/inst/unitTests/runit.colStats.R
timeSeries/inst/unitTests/runit.cor.R
timeSeries/inst/unitTests/runit.cumulated.R
timeSeries/inst/unitTests/runit.daily.R
timeSeries/inst/unitTests/runit.dim.R
timeSeries/inst/unitTests/runit.drawdowns.R
timeSeries/inst/unitTests/runit.durations.R
timeSeries/inst/unitTests/runit.lag.R
timeSeries/inst/unitTests/runit.mathOps.R
timeSeries/inst/unitTests/runit.merge.R
timeSeries/inst/unitTests/runit.methods-plot.R
timeSeries/inst/unitTests/runit.methods-print.R
timeSeries/inst/unitTests/runit.methods-summary.R
timeSeries/inst/unitTests/runit.model.frame.R
timeSeries/inst/unitTests/runit.monthly.R
timeSeries/inst/unitTests/runit.na.contiguous.R
timeSeries/inst/unitTests/runit.order.R
timeSeries/inst/unitTests/runit.periodical.R
timeSeries/inst/unitTests/runit.rank.R
timeSeries/inst/unitTests/runit.returns.R
timeSeries/inst/unitTests/runit.rowCum.R
timeSeries/inst/unitTests/runit.signalCounts.R
timeSeries/inst/unitTests/runit.spreads.R
timeSeries/inst/unitTests/runit.subset.R
timeSeries/inst/unitTests/runit.time.R
timeSeries/inst/unitTests/runit.timeSeries.R
timeSeries/man
timeSeries/man/00timeSeries-package.Rd
timeSeries/man/base-apply.Rd
timeSeries/man/base-attach.Rd
timeSeries/man/base-cbind.Rd
timeSeries/man/base-diff.Rd
timeSeries/man/base-dim.Rd
timeSeries/man/base-merge.Rd
timeSeries/man/base-rank.Rd
timeSeries/man/base-rev.Rd
timeSeries/man/base-sample.Rd
timeSeries/man/base-scale.Rd
timeSeries/man/base-sort.Rd
timeSeries/man/base-start.Rd
timeSeries/man/base-subsetting.Rd
timeSeries/man/base-t.Rd
timeSeries/man/data-examples.Rd
timeSeries/man/fin-align.Rd
timeSeries/man/fin-cumulated.Rd
timeSeries/man/fin-daily.Rd
timeSeries/man/fin-drawdowns.Rd
timeSeries/man/fin-durations.Rd
timeSeries/man/fin-monthly.Rd
timeSeries/man/fin-periodical.Rd
timeSeries/man/fin-returns.Rd
timeSeries/man/fin-runlengths.Rd
timeSeries/man/fin-splits.Rd
timeSeries/man/fin-spreads.Rd
timeSeries/man/fin-turnpoints.Rd
timeSeries/man/fin-wealth.Rd
timeSeries/man/methods-as.Rd
timeSeries/man/methods-base.Rd
timeSeries/man/methods-comment.Rd
timeSeries/man/methods-is.Rd
timeSeries/man/methods-mathOps.Rd
timeSeries/man/methods-plot.Rd
timeSeries/man/methods-show.Rd
timeSeries/man/methods-stats.Rd
timeSeries/man/statistics-colCumsums.Rd
timeSeries/man/statistics-colSums.Rd
timeSeries/man/statistics-orderColnames.Rd
timeSeries/man/statistics-orderStatistics.Rd
timeSeries/man/statistics-rollMean.Rd
timeSeries/man/statistics-rowCumsums.Rd
timeSeries/man/statistics-smoothLowess.Rd
timeSeries/man/stats-aggregate.Rd
timeSeries/man/stats-filter.Rd
timeSeries/man/stats-lag.Rd
timeSeries/man/stats-model.frame.Rd
timeSeries/man/stats-na.contiguous.Rd
timeSeries/man/stats-na.omit.Rd
timeSeries/man/stats-window.Rd
timeSeries/man/timeSeries-deprecated.Rd
timeSeries/man/timeSeries-getDataPart.Rd
timeSeries/man/timeSeries-isRegular.Rd
timeSeries/man/timeSeries-isUnivariate.Rd
timeSeries/man/timeSeries-readSeries.Rd
timeSeries/man/timeSeries-slotDocumentation.Rd
timeSeries/man/timeSeries-slotFinCenter.Rd
timeSeries/man/timeSeries-slotSeries.Rd
timeSeries/man/timeSeries-slotTime.Rd
timeSeries/man/timeSeries-slotUnits.Rd
timeSeries/man/timeSeries.Rd
timeSeries/man/utils-description.Rd
timeSeries/man/utils-structure.Rd
timeSeries/tests
timeSeries/tests/doRUnit.R
timeSeries/tests/msft.dat.csv
timeSeries/vignettes
timeSeries/vignettes/characterTableFig.pdf
timeSeries/vignettes/colorPalettes1Fig.pdf
timeSeries/vignettes/colorPalettes2Fig.pdf
timeSeries/vignettes/colorTableFig.pdf
timeSeries/vignettes/colorwheel.pdf
timeSeries/vignettes/symbolTableFig.pdf
timeSeries/vignettes/timeSeriesPlot.Rnw