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:
| Reference manual: | timeSeries.html , timeSeries.pdf |
| Vignettes: |
Plotting 'timeSeries' Objects (source, R code) |
Downloads:
| Package source: | timeSeries_4041.111.tar.gz |
| Windows binaries: | r-devel: timeSeries_4041.111.zip, r-release: timeSeries_4041.111.zip, r-oldrel: timeSeries_4041.111.zip |
| macOS binaries: | r-release (arm64): timeSeries_4041.111.tgz, r-oldrel (arm64): timeSeries_4041.111.tgz, r-release (x86_64): timeSeries_4041.111.tgz, r-oldrel (x86_64): timeSeries_4041.111.tgz |
| Old sources: | timeSeries archive |
Reverse dependencies:
| Reverse depends: | boodd, fAssets, fBonds, fCopulae, fImport, fNonlinear, fPortfolio, FRAPO, fTrading, QRM, RMOPI |
| Reverse imports: | ATAforecasting, BayesianFactorZoo, BLCOP, COINT, FatTailsR, fBasics, fExtremes, fGarch, fRegression, fUnitRoots, iClick, joinXL, NlinTS, pathlit |
| Reverse suggests: | ggfortify, gmm, iForecast, imputeTS, JFE, NasdaqDataLink, Quandl, quantmod, SharpeR, timetk, tsbox, weakARMA, xts, zoo |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=timeSeries to link to this page.