timeSeries (3022.101.2)

3 users

Rmetrics - Financial Time Series Objects.

http://www.rmetrics.org
http://cran.r-project.org/web/packages/timeSeries

Environment for teaching "Financial Engineering and Computational Finance". Managing financial time series objects.

Maintainer: Tobias Setz
Author(s): Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]

License: GPL (>= 2)

Uses: timeDate, PerformanceAnalytics, RUnit, fTrading, robustbase, xts
Reverse depends: caschrono, fArma, fAsianOptions, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes, fGarch, fImport, fMultivar, fNonlinear, fOptions, fPortfolio, FRAPO, fRegression, fTrading, fUnitRoots, QRM, sltl, TTAinterfaceTrendAnalysis
Reverse suggests: caschrono, FinancialInstrument, ggfortify, gmm, parma, Quandl, quantmod, rugarch, SharpeR, tframePlus, TSmisc, TSMySQL, TSzip, xts, zoo
Reverse enhances: lubridate

Released almost 2 years ago.


18 previous versions

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