timeSeries4041.111 package

Utilities and tools package

Apply functions over time windows

Attach a 'timeSeries' to the search path

Bind 'timeSeries' objects by column or row

Difference a 'timeSeries' object

Dimension and their names for 'timeSeries' objects

Merge 'timeSeries' objects

Sample ranks of a time series

Reverse a 'timeSeries'

Resample 'timeSeries' objects

Center and scale 'timeSeries' objects

Sort a 'timeSeries' by time stamps

Start and end of a 'timeSeries'

Subsetting time series

Transpose 'timeSeries' objects

Time series data sets

Align a 'timeSeries' object to equidistant time stamps

Cumulated time series from returns

Calculations of drawdowns

Create dummy time series

Durations from a 'timeSeries'

Special monthly series

End-of-Period series, stats, and benchmarks

Financial returns

Runlengths of a time series

splits

Spreads and mid quotes

Turning points of a time series

Conversion of an index to wealth

Exported internal functions

Convert objects to/from class 'timeSeries'

Get and set comments for 'timeSeries' objects

Check if an object is from class 'timeSeries'

Mathematical operations on 'timeSeries'

Plot 'timeSeries' objects

Print 'timeSeries' objects

Base R functions applied to 'timeSeries' objects

Cumulated column statistics

Column statistics

Reorder column names of a time series

Order statistics

Rolling statistics

Cumulative row statistics

Smooths time series objects

Aggregate time series

Linear filtering on a time series

Lag a 'timeSeries' object

Find longest contiguous stretch of non-NAs or check for NAs

Handle missing values in 'timeSeries' objects

Methods for 'window' in package 'timeSeries'

Class 'timeSeries' in package timeSeries

Deprecated functions in 'timeSeries' package

DataPart,timeSeries-method

Checks if a time series is regular

Checks if a time series is univariate

Read a 'timeSeries' from a text file

Get and set optional attributes of a 'timeSeries'

Get and set Financial center of a 'timeSeries'

Get and set the data component of a 'timeSeries'

Get and set time stamps of a 'timeSeries'

Get and set unit names of a 'timeSeries'

Create objects from class 'timeSeries'

Creates date and user information

Display the structure of 'timeSeries' objects