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xts: 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.

Version:	0.14.1
Depends:	R (≥ 3.6.0),zoo (≥ 1.7-12)
Imports:	methods
LinkingTo:	zoo
Suggests:	timeSeries,timeDate,tseries,chron,tinytest
Published:	2024-10-15
DOI:	10.32614/CRAN.package.xts
Author:	Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ross Bennett [ctb], Corwin Joy [ctb]
Maintainer:	Joshua M. Ulrich <josh.m.ulrich at gmail.com>
BugReports:	https://github.com/joshuaulrich/xts/issues
License:	GPL-2 \|GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://joshuaulrich.github.io/xts/,https://github.com/joshuaulrich/xts
NeedsCompilation:	yes
Materials:	README,NEWS
In views:	Econometrics,Finance,MissingData,SpatioTemporal,TimeSeries
CRAN checks:	xts results

Documentation:

Reference manual:	xts.html ,xts.pdf
Vignettes:	xts FAQ (source,R code) xts: Extensible Time Series (source,R code)

Downloads:

Package source:	xts_0.14.1.tar.gz
Windows binaries:	r-devel:xts_0.14.1.zip, r-release:xts_0.14.1.zip, r-oldrel:xts_0.14.1.zip
macOS binaries:	r-release (arm64):xts_0.14.1.tgz, r-oldrel (arm64):xts_0.14.1.tgz, r-release (x86_64):xts_0.14.1.tgz, r-oldrel (x86_64):xts_0.14.1.tgz
Old sources:	xts archive

Reverse dependencies:

Reverse depends:	bimets,bsts,cotrend,DeRezende.Ferreira,eDMA,FFdownload,GVARX,IBrokers,JFE,lfstat,mvLSW,NasdaqDataLink,neverhpfilter,PerformanceAnalytics,portfolio.optimization,PortfolioAnalytics,Quandl,quantmod,RblDataLicense,rblt,RcppXts,Riex,RMOPI,rts,rtsdata,YieldCurve
Reverse imports:	actfts,AFR,airGRteaching,AirMonitor,anomaly,argo,ATAforecasting,backtestGraphics,BEKKs,BGVAR,climetrics,ConnectednessApproach,creditr,cryptoQuotes,DatastreamDSWS2R,dccmidas,DChaos,DClusterm,digiRhythm,DriftBurstHypothesis,dsa,dygraphs,dynatop,epo,EviewsR,facmodCS,facmodTS,fcl,fDMA,GAS,gdpc,ggpp,gstar,highcharter,highfrequency,hydroGOF,hydroTSM,iClick,ICtest,IndexConstruction,influxdbr,intradayModel,jubilee,kehra,kofdata,lcyanalysis,ldhmm,lessR,mantis,MIMSunit,mmaqshiny,msdrought,mvLSWimpute,mvMonitoring,NNS,PCRA,pcts,pdfetch,PortalHacienda,portfolioBacktest,PRISM.forecast,prophet,PWEV,qrmdata,qrmtools,quarks,RavenR,rbcb,RchivalTag,reddPrec,rmgarch,rmsfuns,robustGarch,rportfolio,RTL,RtsEva,rugarch,rumidas,RWDataPlyr,seasonalview,seastests,SEI,shinystan,sovereign,spacetime,ssaBSS,starvars,StockDistFit,Strategy,stressr,SVDNF,SystemicR,tbl2xts,testcorr,tidychangepoint,tidyquant,timeseriesdb,timetk,tsaux,tsBSS,tscopula,TSdist,tsensembler,TSEtools,tsgarch,tsgc,tsissm,tsmarch,tsmethods,tssim,TSstudio,tstests,tstools,TTR,UKgrid,UnalR,URooTab,wearables,welo
Reverse linking to:	RcppXts,TTR
Reverse suggests:	bayesmove,BETS,bidask,collapse,constructive,dang,data.table,dataseries,DepthProc,dfms,ExactVaRTest,FatTailsR,ffp,fredr,ggfortify,gstat,iForecast,imputeFin,imputeTS,jumps,manipulateWidget,midasr,monotonicity,mvgam,nanotime,nvmix,parma,Rblpapi,riem,RTransferEntropy,santoku,segclust2d,sentopics,SharpeR,SlidingWindows,SpaceTimeBSS,sparseIndexTracking,stars,td,tempdisagg,timeSeries,trajectories,trendseries,tsbox,ugatsdb,usedthese,ustyc,wooldridge,wxgenR,zoo
Reverse enhances:	surveillance

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=xtsto link to this page.