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 ORCID iD [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.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: fAssets, fBonds, fCopulae, fImport, fNonlinear, fPortfolio, FRAPO, fTrading, QRM, RMOPI
Reverse imports: ATAforecasting, BayesianFactorZoo, BLCOP, FatTailsR, fBasics, fExtremes, fGarch, fRegression, fUnitRoots, iClick, joinXL, NlinTS, pathlit, tframePlus
Reverse suggests: FinancialInstrument, ggfortify, gmm, iForecast, imputeTS, JFE, NasdaqDataLink, Quandl, quantmod, SharpeR, timetk, tsbox, weakARMA, xts, zoo

Linking:

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