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fts (version 0.9.9.2)

R Interface to 'tslib' (a Time Series Library in C++)

Description

Fast operations for time series objects.

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Version

Install

install.packages('fts')

Monthly Downloads

90

Version

0.9.9.2

License

GPL-3

Maintainer

Whit Armstrong

Last Published

September 14th, 2018

Functions in fts (0.9.9.2)

as.fts

Convert from/to fts
apply

Apply Function
indicators

Trading indicators
moving

Moving Functions
intersect.all

find date intersection among multiple fts objects
remove.rows

Remove Rows
since.na

Count distance since an NA has occurred
expanding

Expanding Window Functions
frequency.convert

Change Frequencies
fill

Fill Missing Values
fts

Fts: a fast timeseries library
pad

pad and trim dates
read.write.fts

Read / Write Files
fts.logical

Logical subsets of objects
event.dates

Extract Dates
lead.lag

Shift an Fts ojbect in time