splusTimeSeries

A collection of classes and methods for working with indexed rectangular data. The index values can be calendar (timeSeries class) or numeric (signalSeries class). Methods are included for aggregation, alignment, merging, and summaries. The code was originally available in 'S-PLUS'.

Installation

You can install the latest released version from CRAN with:

install.packages("splusTimeSeries")

Install the latest development version from GitHub with:

# install.packages("devtools")
devtools::install_github("spkaluzny/splusTimeSeries")