timeSeries: Financial Time Series Objects (Rmetrics)
'S4' classes and various tools for financial time series:
Basic functions such as scaling and sorting, subsetting,
mathematical operations and statistical functions.
| Version: |
4041.111 |
| Depends: |
R (≥ 2.10), timeDate (≥ 4041.110), methods |
| Imports: |
graphics, grDevices, stats, utils |
| Suggests: |
RUnit, robustbase, xts, zoo, PerformanceAnalytics, fTrading |
| Published: |
2024-09-22 |
| DOI: |
10.32614/CRAN.package.timeSeries |
| Author: |
Diethelm Wuertz [aut] (original code),
Tobias Setz [aut],
Yohan Chalabi [aut],
Martin Maechler 
[ctb],
Georgi N. Boshnakov [cre, aut] |
| Maintainer: |
Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: |
https://r-forge.r-project.org/projects/rmetrics |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: |
see file COPYRIGHTS |
| URL: |
https://geobosh.github.io/timeSeriesDoc/ (doc),
https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics
(devel), https://www.rmetrics.org |
| NeedsCompilation: |
no |
| Materials: |
README NEWS ChangeLog |
| In views: |
Finance, MissingData, TimeSeries |
| CRAN checks: |
timeSeries results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: |
fAssets, fBonds, fCopulae, fImport, fNonlinear, fPortfolio, FRAPO, fTrading, QRM, RMOPI |
| Reverse imports: |
ATAforecasting, BayesianFactorZoo, BLCOP, FatTailsR, fBasics, fExtremes, fGarch, fRegression, fUnitRoots, iClick, joinXL, NlinTS, pathlit, tframePlus |
| Reverse suggests: |
FinancialInstrument, ggfortify, gmm, iForecast, imputeTS, JFE, NasdaqDataLink, Quandl, quantmod, SharpeR, timetk, tsbox, weakARMA, xts, zoo |
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