xts (0.10-0)

eXtensible Time Series.


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.