timeSeries (3042.102)

Rmetrics - Financial Time Series Objects.

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

Provides a class and various tools for financial time series. This includes basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.

Maintainer: Tobias Setz
Author(s): 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, imputeTS, parma, Quandl, quantmod, rugarch, SharpeR, tframePlus, timetk, tsbox, TSmisc, TSMySQL, TSzip, xts, zoo
Reverse enhances: lubridate

Released about 2 years ago.