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: 3062.100
Depends: R (≥ 2.10), graphics, grDevices, stats, methods, utils, timeDate (≥ 2150.95)
Suggests: RUnit, robustbase, xts, PerformanceAnalytics, fTrading
Published: 2020-01-24
Author: Diethelm Wuertz [aut] (original code), Tobias Setz [cre], Yohan Chalabi [ctb], Martin Maechler ORCID iD [ctb]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
URL: https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics, http://www.rmetrics.org
NeedsCompilation: no
Materials: ChangeLog
In views: Finance, MissingData, TimeSeries
CRAN checks: timeSeries results

Documentation:

Reference manual: timeSeries.pdf
Vignettes: Plotting 'timeSeries' Objects

Downloads:

Package source: timeSeries_3062.100.tar.gz
Windows binaries: r-devel: timeSeries_3062.100.zip, r-release: timeSeries_3062.100.zip, r-oldrel: timeSeries_3062.100.zip
macOS binaries: r-release (arm64): timeSeries_3062.100.tgz, r-oldrel (arm64): timeSeries_3062.100.tgz, r-release (x86_64): timeSeries_3062.100.tgz, r-oldrel (x86_64): timeSeries_3062.100.tgz
Old sources: timeSeries archive

Reverse dependencies:

Reverse depends: fAsianOptions, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes, fGarch, fImport, fMultivar, fNonlinear, fOptions, fPortfolio, FRAPO, fRegression, fTrading, fUnitRoots, QRM
Reverse imports: ATAforecasting, BLCOP, FatTailsR, iClick, joinXL, NlinTS, pathlit, SuperPCA, tframePlus
Reverse suggests: FinancialInstrument, ggfortify, gmm, iForecast, imputeTS, JFE, Quandl, quantmod, SharpeR, timetk, tsbox, TSmisc, TSMySQL, weakARMA, xts, zoo

Linking:

Please use the canonical form https://CRAN.R-project.org/package=timeSeries to link to this page.