'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.
Version: 4041.111 Depends: R (≥ 2.10), timeDate (≥ 4041.110), methods Imports: graphics, grDevices, stats, utils Suggests: RUnit, robustbase, xts, zoo, PerformanceAnalytics, fTrading Published: 2024-09-22 DOI: 10.32614/CRAN.package.timeSeries Author: Diethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler [ctb], Georgi N. Boshnakov [cre, aut] Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> BugReports: https://r-forge.r-project.org/projects/rmetrics License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] Copyright: see file COPYRIGHTS URL: https://geobosh.github.io/timeSeriesDoc/ (doc), https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics (devel), https://www.rmetrics.org NeedsCompilation: no Materials: README, NEWS, ChangeLog In views: Finance, MissingData, TimeSeries CRAN checks: timeSeries results Documentation: Downloads: Reverse dependencies: Reverse depends: boodd, fAssets, fBonds, fCopulae, fImport, fNonlinear, fPortfolio, FRAPO, fTrading, QRM, RMOPI Reverse imports: ATAforecasting, BayesianFactorZoo, BLCOP, FatTailsR, fBasics, fExtremes, fGarch, fRegression, fUnitRoots, iClick, joinXL, NlinTS, pathlit Reverse suggests: ggfortify, gmm, iForecast, imputeTS, JFE, NasdaqDataLink, Quandl, quantmod, SharpeR, timetk, tsbox, weakARMA, xts, zoo Linking:Please use the canonical form https://CRAN.R-project.org/package=timeSeries to link to this page.
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