xts (0.9-3)

10 users

eXtensible Time Series.

http://r-forge.r-project.org/projects/xts/
http://cran.r-project.org/web/packages/xts

Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

Maintainer: Jeffrey A. Ryan
Author(s): Jeffrey A. Ryan, Joshua M. Ulrich

License: GPL-2

Uses: zoo, chron, its, tseries, fts, timeDate, timeSeries, tis
Reverse depends: aqr, cotrend, datamart, DMwR, eventstudies, FinancialInstrument, fractalrock, FRBData, gstat, highfrequency, hydroTSM, IBrokers, opentick, PairTrading, PerformanceAnalytics, plotKML, Quandl, RcmdrPlugin.epack, RcppXts, RFinanceYJ, RTAQ, RTDAmeritrade, rts, rugarch, spacetime, tawny, TTR, YieldCurve
Reverse suggests: data.table, FRAPO, futile, PIN, rugarch, sos4R, tframePlus, TSzip, zoo
Reverse enhances: lubridate

Released 4 months ago.


16 previous versions

Ratings

Overall:

  4.1/5 (9 votes)

Documentation:

  3.9/5 (7 votes)

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Related packages: bayesGARCH, CADFtest, dlm, dse, dyn, dynlm, fame, fEcofin, fGarch, fNonlinear, fUnitRoots, fracdiff, fractal, gogarch, its, MSBVAR, sde, timsac, tseries, TSdbi(20 best matches, based on common tags.)


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