Financial Time Series Objects (Rmetrics)
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Documentation for package ‘timeSeries’ version 4032.109
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A C D E F G H I L M N O P Q R S T U V W misc
| timeSeries-package | Utilities and tools package |
-- A --
| aggregate | Aggregate time series |
| aggregate-method | Aggregate time series |
| aggregate-methods | Aggregate time series |
| aggregate.timeSeries | Aggregate time series |
| align | Align a 'timeSeries' object to equidistant time stamps |
| align-method | Align a 'timeSeries' object to equidistant time stamps |
| align-methods | Align a 'timeSeries' object to equidistant time stamps |
| alignDailySeries | Align a 'timeSeries' object to equidistant time stamps |
| apply | Apply functions over time windows |
| apply-method | Apply functions over time windows |
| applySeries | Apply functions over time windows |
| as | Convert objects to/from class 'timeSeries' |
| as.data.frame-method | Convert objects to/from class 'timeSeries' |
| as.data.frame.timeSeries | Convert objects to/from class 'timeSeries' |
| as.list-method | Convert objects to/from class 'timeSeries' |
| as.list.timeSeries | Convert objects to/from class 'timeSeries' |
| as.matrix-method | Convert objects to/from class 'timeSeries' |
| as.matrix.timeSeries | Convert objects to/from class 'timeSeries' |
| as.timeSeries | Convert objects to/from class 'timeSeries' |
| as.timeSeries.character | Convert objects to/from class 'timeSeries' |
| as.timeSeries.data.frame | Convert objects to/from class 'timeSeries' |
| as.timeSeries.default | Convert objects to/from class 'timeSeries' |
| as.timeSeries.ts | Convert objects to/from class 'timeSeries' |
| as.timeSeries.zoo | Convert objects to/from class 'timeSeries' |
| as.ts | Convert objects to/from class 'timeSeries' |
| as.ts.timeSeries | Convert objects to/from class 'timeSeries' |
| attach | Attach a 'timeSeries' to the search path |
| attach-method | Attach a 'timeSeries' to the search path |
| attributes | Get and set optional attributes of a 'timeSeries' |
-- C --
| cbind | Bind 'timeSeries' objects by column or row |
| cbind.timeSeries | Bind 'timeSeries' objects by column or row |
| cbind2 | Bind 'timeSeries' objects by column or row |
| cbind2-method | Bind 'timeSeries' objects by column or row |
| coerce-method | Convert objects to/from class 'timeSeries' |
| colCum | Cumulated column statistics |
| colCummaxs | Cumulated column statistics |
| colCummaxs-method | Cumulated column statistics |
| colCummins | Cumulated column statistics |
| colCummins-method | Cumulated column statistics |
| colCumprods | Cumulated column statistics |
| colCumprods-method | Cumulated column statistics |
| colCumreturns | Cumulated column statistics |
| colCumreturns-method | Cumulated column statistics |
| colCumsums | Cumulated column statistics |
| colCumsums-method | Cumulated column statistics |
| colKurtosis | Column statistics |
| colMaxs | Column statistics |
| colMeans-method | Column statistics |
| colMins | Column statistics |
| colnames-method | Dimension and their names for 'timeSeries' objects |
| colnames<--method | Dimension and their names for 'timeSeries' objects |
| colProds | Column statistics |
| colQuantiles | Column statistics |
| colSds | Column statistics |
| colSkewness | Column statistics |
| colStats | Column statistics |
| colStdevs | Column statistics |
| colSums-method | Column statistics |
| colVars | Column statistics |
| comment | Get and set comments for 'timeSeries' objects |
| comment-method | Get and set comments for 'timeSeries' objects |
| comment<- | Get and set comments for 'timeSeries' objects |
| comment<--method | Get and set comments for 'timeSeries' objects |
| cor-methods | Base R functions applied to 'timeSeries' objects |
| coredata | Get and set the data component of a 'timeSeries' |
| coredata.timeSeries | Get and set the data component of a 'timeSeries' |
| coredata<- | Get and set the data component of a 'timeSeries' |
| coredata<-.timeSeries | Get and set the data component of a 'timeSeries' |
| countMonthlyRecords | Special monthly series |
| cov-methods | Base R functions applied to 'timeSeries' objects |
| cummax-method | Mathematical operations on 'timeSeries' |
| cummin-method | Mathematical operations on 'timeSeries' |
| cumprod-method | Mathematical operations on 'timeSeries' |
| cumsum-method | Mathematical operations on 'timeSeries' |
| cumulated | Cumulated time series from returns |
| cumulated.default | Cumulated time series from returns |
-- D --
| daily2monthly | Align a 'timeSeries' object to equidistant time stamps |
| daily2weekly | Align a 'timeSeries' object to equidistant time stamps |
| description | Creates date and user information |
| diff | Difference a 'timeSeries' object |
| diff.timeSeries | Difference a 'timeSeries' object |
| dim-method | Dimension and their names for 'timeSeries' objects |
| dim<--method | Dimension and their names for 'timeSeries' objects |
| dimnames-method | Dimension and their names for 'timeSeries' objects |
| dimnames<--method | Dimension and their names for 'timeSeries' objects |
| documentation | Get and set optional attributes of a 'timeSeries' |
| drawdowns | Calculations of drawdowns |
| drawdownsStats | Calculations of drawdowns |
| dummyDailySeries | Create dummy time series |
| dummyMonthlySeries | Create dummy time series |
| dummySeries | Create dummy time series |
| dummyTimeSeries | Create dummy time series |
| durations | Durations from a 'timeSeries' |
| durationSeries | Durations from a 'timeSeries' |
-- E --
| end | Start and end of a 'timeSeries' |
| end.timeSeries | Start and end of a 'timeSeries' |
| endOfPeriod | End-of-Period series, stats, and benchmarks |
| endOfPeriodBenchmarks | End-of-Period series, stats, and benchmarks |
| endOfPeriodSeries | End-of-Period series, stats, and benchmarks |
| endOfPeriodStats | End-of-Period series, stats, and benchmarks |
-- F --
| fapply | Apply functions over time windows |
| filter | Linear filtering on a time series |
| filter-method | Linear filtering on a time series |
| finCenter | Get and set Financial center of a 'timeSeries' |
| finCenter-method | Get and set Financial center of a 'timeSeries' |
| finCenter<- | Get and set Financial center of a 'timeSeries' |
| finCenter<--method | Get and set Financial center of a 'timeSeries' |
| frequency | Checks if a time series is regular |
| frequency-method | Checks if a time series is regular |
| frequency.timeSeries | Checks if a time series is regular |
-- G --
| getAttributes | Get and set optional attributes of a 'timeSeries' |
| getDataPart-method | DataPart,timeSeries-method |
| getFinCenter | Get and set Financial center of a 'timeSeries' |
| getReturns | Financial returns |
| getTime | Get and set time stamps of a 'timeSeries' |
| getUnits | Get and set unit names of a 'timeSeries' |
| getUnits.default | Get and set unit names of a 'timeSeries' |
-- H --
| hclustColnames | Reorder column names of a time series |
| head | Subsetting time series |
| head.timeSeries | Subsetting time series |
-- I --
| index2wealth | Conversion of an index to wealth |
| index_timeSeries | Create objects from class 'timeSeries' |
| index_timeSeries-class | Create objects from class 'timeSeries' |
| initialize-method | Class 'timeSeries' in package timeSeries |
| is.na | Find longest contiguous stretch of non-NAs or check for NAs |
| is.na-method | Find longest contiguous stretch of non-NAs or check for NAs |
| is.signalSeries | Check if an object is from class 'timeSeries' |
| is.timeSeries | Check if an object is from class 'timeSeries' |
| is.unsorted | Sort a 'timeSeries' by time stamps |
| is.unsorted-method | Sort a 'timeSeries' by time stamps |
| is.unsorted.timeSeries | Sort a 'timeSeries' by time stamps |
| isDaily | Checks if a time series is regular |
| isDaily-method | Checks if a time series is regular |
| isDaily.timeSeries | Checks if a time series is regular |
| isMonthly | Checks if a time series is regular |
| isMonthly-method | Checks if a time series is regular |
| isMonthly.timeSeries | Checks if a time series is regular |
| isMultivariate | Checks if a time series is univariate |
| isQuarterly | Checks if a time series is regular |
| isQuarterly-method | Checks if a time series is regular |
| isQuarterly.timeSeries | Checks if a time series is regular |
| isRegular | Checks if a time series is regular |
| isRegular-method | Checks if a time series is regular |
| isRegular.timeSeries | Checks if a time series is regular |
| isUnivariate | Checks if a time series is univariate |
-- L --
| lag | Lag a 'timeSeries' object |
| lag.timeSeries | Lag a 'timeSeries' object |
| lines | Plot 'timeSeries' objects |
| lines-method | Plot 'timeSeries' objects |
| log-method | Mathematical operations on 'timeSeries' |
| LPP2005REC | Time series data sets |
-- M --
| math | Mathematical operations on 'timeSeries' |
| Math-method | Mathematical operations on 'timeSeries' |
| Math2-method | Mathematical operations on 'timeSeries' |
| median | Mathematical operations on 'timeSeries' |
| median.timeSeries | Mathematical operations on 'timeSeries' |
| merge | Merge 'timeSeries' objects |
| merge-method | Merge 'timeSeries' objects |
| merge-methods | Merge 'timeSeries' objects |
| midquotes | Spreads and mid quotes |
| midquoteSeries | Spreads and mid quotes |
| monthly | Special monthly series |
| MSFT | Time series data sets |
-- N --
| na | Handle missing values in 'timeSeries' objects |
| na.contiguous | Find longest contiguous stretch of non-NAs or check for NAs |
| na.contiguous.timeSeries | Find longest contiguous stretch of non-NAs or check for NAs |
| na.omit | Handle missing values in 'timeSeries' objects |
| na.omit.timeSeries | Handle missing values in 'timeSeries' objects |
| names-method | Dimension and their names for 'timeSeries' objects |
| names<--method | Dimension and their names for 'timeSeries' objects |
-- O --
| Ops-method | Mathematical operations on 'timeSeries' |
| orderColnames | Reorder column names of a time series |
| orderStatistics | Order statistics |
| outlier | Subsetting time series |
| outlier-method | Subsetting time series |
-- P --
| pcaColnames | Reorder column names of a time series |
| plot | Plot 'timeSeries' objects |
| plot-method | Plot 'timeSeries' objects |
| points | Plot 'timeSeries' objects |
| points-method | Plot 'timeSeries' objects |
| pretty.timeSeries | Plot 'timeSeries' objects |
| print.timeSeries | Print 'timeSeries' objects |
-- Q --
| quantile | Mathematical operations on 'timeSeries' |
| quantile.timeSeries | Mathematical operations on 'timeSeries' |
-- R --
| rank | Sample ranks of a time series |
| rank-method | Sample ranks of a time series |
| rbind | Bind 'timeSeries' objects by column or row |
| rbind.timeSeries | Bind 'timeSeries' objects by column or row |
| rbind2 | Bind 'timeSeries' objects by column or row |
| rbind2-method | Bind 'timeSeries' objects by column or row |
| readSeries | Read a 'timeSeries' from a text file |
| returns | Financial returns |
| returns-method | Financial returns |
| returns0 | Financial returns |
| returnSeries | Financial returns |
| rev.timeSeries | Reverse a 'timeSeries' |
| rollDailySeries | Apply functions over time windows |
| rollMax | Rolling statistics |
| rollMean | Rolling statistics |
| rollMedian | Rolling statistics |
| rollMin | Rolling statistics |
| rollMonthlySeries | Special monthly series |
| rollMonthlyWindows | Special monthly series |
| rollStats | Rolling statistics |
| rowCum | Cumulative row statistics |
| rowCumsums | Cumulative row statistics |
| rowCumsums-method | Cumulative row statistics |
| rownames-method | Dimension and their names for 'timeSeries' objects |
| rownames<--method | Dimension and their names for 'timeSeries' objects |
| runlengths | Runlengths of a time series |
-- S --
| sample | Resample 'timeSeries' objects |
| sample-method | Resample 'timeSeries' objects |
| sampleColnames | Reorder column names of a time series |
| scale | Center and scale 'timeSeries' objects |
| scale-method | Center and scale 'timeSeries' objects |
| sd-methods | Base R functions applied to 'timeSeries' objects |
| series | Get and set the data component of a 'timeSeries' |
| series-method | Get and set the data component of a 'timeSeries' |
| series<- | Get and set the data component of a 'timeSeries' |
| series<--method | Get and set the data component of a 'timeSeries' |
| setAttributes<- | Get and set optional attributes of a 'timeSeries' |
| setDataPart-method | DataPart,timeSeries-method |
| setFinCenter<- | Get and set Financial center of a 'timeSeries' |
| setTime<- | Get and set time stamps of a 'timeSeries' |
| setUnits<- | Get and set unit names of a 'timeSeries' |
| show-method | Print 'timeSeries' objects |
| smoothLowess | Smooths time series objects |
| smoothSpline | Smooths time series objects |
| smoothSupsmu | Smooths time series objects |
| sort | Sort a 'timeSeries' by time stamps |
| sort.timeSeries | Sort a 'timeSeries' by time stamps |
| sortColnames | Reorder column names of a time series |
| splits | splits |
| spreads | Spreads and mid quotes |
| spreadSeries | Spreads and mid quotes |
| start | Start and end of a 'timeSeries' |
| start.timeSeries | Start and end of a 'timeSeries' |
| statsColnames | Reorder column names of a time series |
| str | Display the structure of 'timeSeries' objects |
| str-methods | Display the structure of 'timeSeries' objects |
| str.timeSeries | Display the structure of 'timeSeries' objects |
| Summary-method | Mathematical operations on 'timeSeries' |
| summary.timeseries | Create objects from class 'timeSeries' |
-- T --
| t-method | Transpose 'timeSeries' objects |
| tail | Subsetting time series |
| tail.timeSeries | Subsetting time series |
| time | Get and set time stamps of a 'timeSeries' |
| time-method | Get and set time stamps of a 'timeSeries' |
| time.timeSeries | Get and set time stamps of a 'timeSeries' |
| time<- | Get and set time stamps of a 'timeSeries' |
| time<-.default | Get and set time stamps of a 'timeSeries' |
| time<-.timeSeries | Get and set time stamps of a 'timeSeries' |
| timeSeries | Create objects from class 'timeSeries' |
| timeSeries-class | Class 'timeSeries' in package timeSeries |
| timeSeries-method | Create objects from class 'timeSeries' |
| TimeSeriesClass | Create objects from class 'timeSeries' |
| TimeSeriesData | Time series data sets |
| TimeSeriesSubsettings | Subsetting time series |
| time_timeSeries | Create objects from class 'timeSeries' |
| time_timeSeries-class | Create objects from class 'timeSeries' |
| trunc-method | Mathematical operations on 'timeSeries' |
| turns | Turning points of a time series |
| turnsStats | Turning points of a time series |
-- U --
| USDCHF | Time series data sets |
-- V --
| var-methods | Base R functions applied to 'timeSeries' objects |
-- W --
| window | Methods for 'window' in package 'timeSeries' |
| window-method | Methods for 'window' in package 'timeSeries' |
| window.timeSeries | Methods for 'window' in package 'timeSeries' |
-- misc --
| $-method | Subsetting time series |
| $<--method | Subsetting time series |
| [-method | Subsetting time series |
| [<--method | Subsetting time series |