timeSeries (3062.100)

3 users

Financial Time Series Objects (Rmetrics).

https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics
http://www.rmetrics.org
http://cran.r-project.org/web/packages/timeSeries

'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.

Maintainer: Tobias Setz
Author(s): Diethelm Wuertz [aut] (original code), Tobias Setz [cre], Yohan Chalabi [ctb], Martin Maechler [ctb] (<https://orcid.org/0000-0002-8685-9910>)

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, imputeTS, parma, Quandl, quantmod, rugarch, SharpeR, tframePlus, timetk, tsbox, TSmisc, TSMySQL, TSzip, xts, zoo
Reverse enhances: lubridate

Released about 1 month ago.


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