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.

Version: 3042.102
Depends: R (≥ 2.10), graphics, grDevices, stats, methods, utils, timeDate (≥ 2150.95)
Suggests: RUnit, robustbase, xts, PerformanceAnalytics, fTrading
Published: 2017-11-17
Author: Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
URL: http://www.rmetrics.org
NeedsCompilation: no
Materials: ChangeLog
In views: Finance, TimeSeries
CRAN checks: timeSeries results

Downloads:

Reference manual: timeSeries.pdf
Vignettes: Plotting 'timeSeries' Objects
Package source: timeSeries_3042.102.tar.gz
Windows binaries: r-devel: timeSeries_3042.102.zip, r-release: timeSeries_3042.102.zip, r-oldrel: timeSeries_3042.102.zip
OS X El Capitan binaries: r-release: timeSeries_3042.102.tgz
OS X Mavericks binaries: r-oldrel: timeSeries_3042.102.tgz
Old sources: timeSeries archive

Reverse dependencies:

Reverse depends: fArma, fAsianOptions, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes, fGarch, fImport, fMultivar, fNonlinear, fOptions, fPortfolio, FRAPO, fRegression, fTrading, fUnitRoots, QRM
Reverse imports: BLCOP, FatTailsR, GEVStableGarch, iClick, JFE, joinXL, tframePlus, tidyquant
Reverse suggests: caschrono, FinancialInstrument, ggfortify, gmm, Quandl, quantmod, SharpeR, TSmisc, TSMySQL, xts, zoo
Reverse enhances: lubridate

Linking:

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