| timeSeries-package {timeSeries} | R Documentation |
Package of time series tools and utilities.
| Package: | timeSeries |
| Type: | Package |
| Version: | see description file |
| Date: | 2011 |
| License: | GPL Version 2 or later |
| Copyright: | (c) 1999-2011 Rmetrics Association |
| URL: | http://www.rmetrics.org |
List of Functions:
timeSeries | Creates a 'timeSeries' from scratuch, |
description | ..., |
finCenter | ..., |
getDataPart | ..., |
isReguar | ..., |
isUnivariate | ..., |
series | ... . |
List of Functions:
as | ..., |
base | ..., |
comment | ..., |
is | ..., |
mathOps | ..., |
plot | ..., |
show | ..., |
stats | ... . |
mathOps - List of Functions:
Ops.timeSeries | S3: Arith method for a 'timeSeries' object, |
abs | Returns absolute values of a 'timeSeries' object, |
sqrt | Returns square root of a 'timeSeries' object, |
exp | Returns the exponential values of a 'timeSeries' object, |
log | Returns the logarithm of a 'timeSeries' object, |
sign | Returns the signs of a 'timeSeries' object, |
diff | Differences a 'timeSeries' object, |
scale | Centers and/or scales a 'timeSeries' object, |
quantile | Returns quantiles of an univariate 'timeSeries'. |
na.omit - List of Functions:
na.omit | Handles NAs in a timeSeries object, |
removeNA | removes NAs from a matrix object, |
substituteNA | substitutes NAs by zero, the column mean or median, |
interpNA | interpolates NAs using R's "approx" function. |
List of Functions:
apply | ..., |
attach | ..., |
cbind | ..., |
diff | ..., |
dim | ..., |
extract | ..., |
merge | ..., |
rank | ..., |
rev | ..., |
sample | ..., |
scale | ..., |
sort | ..., |
start | ..., |
subset | ..., |
t | ..., |
colCumsums | ..., |
colSums | ..., |
rowCumsums | ... . |
List of Functions:
align ..., |
|
cumulated | compute cumulated series from a returns, |
daily ..., |
|
drawdowns | compute series of drawdowns from financial returns, |
durations | compute durations from a financial time series, |
miquotes | compute mid quotes from a price/index stream, |
periodicals ..., |
|
returns | Compute returns from prices or indexes, |
runlengths ..., |
|
smooth ..., |
|
splits ..., |
|
spreads | compute spreads from a price/index stream, |
turns ... , |
|
orderColnames ..., |
|
orderStatistics ..., |
|
rollMean ..., |
|
Daily and Monthly - List of Functions:
dummyDailySeries | Creates a dummy daily 'timeSeries' object, |
alignDailySeries | Aligns a daily 'timeSeries' to new positions, |
rollDailySeries | Rolls daily a 'timeSeries' on a given period, |
ohlcDailyPlot | Plots open high low close bar chart, |
countMonthlyRecords | Returns a series with monthly counts of records, |
isMonthly | Decides if the series consists of monthly records, |
rollMonthlyWindows | Returns start and end dates for rolling time windows, |
rollMonthlySeries | Rolls monthly a 'timeSeries' on a given period. |
Column/Row Statistics - List of Functions:
colStats | ..., |
rowStats | ... . |
Coercion of timeSeries Objects - List of Functions:
as |
|
is.timeSeries | ..., |
as.timeSeries ..., |
|
as.timeSeries.default ..., |
|
as.timeSeries.numeric ..., |
|
as.timeSeries.data.frame ..., |
|
as.timeSeries.matrix ..., |
|
as.timeSeries.ts ..., |
|
as.timeSeries.character ..., |
|
as.timeSeries.zoo ..., |
|
as.vector.timeSeries ..., |
|
as.matrix.timeSeries ..., |
|
as.data.frame.timeSeries ..., |
|
as.ts.timeSeries ... .
|