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:	4021.104
Depends:	R (≥ 2.10), timeDate (≥ 2150.95)
Imports:	graphics, grDevices, stats, utils, methods
Suggests:	RUnit, robustbase, xts, PerformanceAnalytics, fTrading
Published:	2022-07-17
Author:	Diethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler [ctb], Georgi N. Boshnakov [cre]
Maintainer:	Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright:	see file COPYRIGHTS
URL:	https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics, https://www.rmetrics.org
NeedsCompilation:	no
Materials:	ChangeLog
In views:	Finance, MissingData, TimeSeries
CRAN checks:	timeSeries results

Documentation:

Reference manual:	timeSeries.pdf
Vignettes:	Plotting 'timeSeries' Objects

Downloads:

Package source:	timeSeries_4021.104.tar.gz
Windows binaries:	r-devel: timeSeries_4021.104.zip, r-release: timeSeries_4021.104.zip, r-oldrel: timeSeries_4021.104.zip
macOS binaries:	r-release (arm64): timeSeries_4021.104.tgz, r-oldrel (arm64): timeSeries_4021.104.tgz, r-release (x86_64): timeSeries_4021.104.tgz, r-oldrel (x86_64): timeSeries_4021.104.tgz
Old sources:	timeSeries archive

Reverse dependencies:

Reverse depends:	fAssets, fBonds, fCopulae, fImport, fNonlinear, fPortfolio, FRAPO, fTrading, QRM
Reverse imports:	ATAforecasting, 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, TSmisc, TSMySQL, weakARMA, xts, zoo

Linking:

Please use the canonical form https://CRAN.R-project.org/package=timeSeries to link to this page.