xts (0.10-0)

11 users

eXtensible Time Series.

https://github.com/joshuaulrich/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: Josh Ulrich
Author(s): Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ross Bennett [ctb]

License: GPL (>= 2)

Uses: zoo, RUnit, chron, tseries, fts, timeDate, timeSeries, tis
Reverse depends: aqr, bdrift, bsts, cotrend, datamart, DMwR, eDMA, egcm, eventstudies, FinancialInstrument, fractalrock, FRBData, GAS, gstat, highfrequency, hydroTSM, IBrokers, lfstat, ltsk, mvLSW, opentick, PairTrading, PerformanceAnalytics, plotKML, PortfolioAnalytics, Quandl, quantmod, RcmdrPlugin.epack, RcppXts, RFinanceYJ, RTAQ, RTDAmeritrade, rts, rugarch, spacetime, Strategy, tawny, tidyquant, TTR, YieldCurve
Reverse suggests: BETS, crawl, data.table, dataseries, DepthProc, FatTailsR, FRAPO, futile, ggfortify, gstat, manipulateWidget, nanotime, parma, PIN, Rblpapi, rugarch, SharpeR, sos4R, surveillance, tframePlus, timeSeries, tolBasis, trajectories, TSdata, TSmisc, TSzip, xtractomatic, zoo
Reverse enhances: lubridate

Released 3 months ago.


20 previous versions

Ratings

Overall:

  4.1/5 (9 votes)

Documentation:

  3.9/5 (7 votes)

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Related packages: dynlm, MSBVAR, nlme, strucchange, tsDyn, tseries, tsfa, urca, vars, zoo, CADFtest, forecast, gets, AER, boot, car, Ecdat, gmm, lme4, lmtest(20 best matches, based on common tags.)


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