timeSeries: Rmetrics - Financial Time Series Objects

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

AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2016-08-10 15:26:35
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3022.101
http://www.rmetrics.org

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

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