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timeSeries (version 280.75)

Rmetrics - Financial Time Series Objects

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('timeSeries')

Monthly Downloads

45,100

Version

280.75

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

September 22nd, 2024

Functions in timeSeries (280.75)

rank

Sample Ranks of a Time Series
lag

Lag a Time Series
SpecialDailySeries

Special Daily Time Series
finCenter

Financial Center of to a timeSeries
orderColnames

Reorder Column Names of a Time Series
as

timeSeries Class, Coercion and Transformation
isUnivariate

Checks if a Time Series is Univariate
timeSeries-method-stats

Time Series Correlations
attach

Attach a timSeries to the search path
print-methods

Print a Time Series
monthly

Special Monthly Series
colStats

Column Statistics
TimeSeriesSubsettings

Subsettig Time Series
drawdowns

Calculations of Drawdowns
base-methods

Methods for 'timeSeries' object
series-methods

Data of a timeSeries object
bind

Bind two timeSeries objects
returns

Financial Returns
description

Date and User Information
time

timeSeries, Positions
math

Mathematical Time Series Operations
spreads

Spreads and Mid Quotes
orderStatistics

order Statistics
model.fram

Model Frames for Time Series Objects
is.timeSeries

timeSeries Class, Coercion and Transformation
comment

comment for timeSeries objects
aggregate-methods

timeSeries Class, Functions and Methods
fSeries-package

Utilities and Tools Package
durations

Durations from a Time Series
dimnames

Time Series Columns and Rows
str-methods

Object Str
TimeSeriesClass

timeSeries Class
TimeSeriesData

Time Series Data Sets
plot-methods

Plot a Time Series
colCum

Cumulated Column Statistics
apply

Apply Functions Over Time Series Periods
timeSeries-deprecated

Deprecated functions in timeSeries package
cumulated

Cumulated Time Series from Returns
na

Handling Missing Time Series Values
rowCum

Cumulated Column Statistics