timeSeries: Financial Time Series Objects (Rmetrics)
'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.
| Version: | 4052.112 |
| Depends: | R (≥ 2.10),timeDate (≥ 4041.110), methods |
| Imports: | graphics, grDevices, stats, utils |
| Suggests: | RUnit,robustbase,xts,zoo,PerformanceAnalytics,fTrading |
| Published: | 2025-12-12 |
| 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/tracker/?atid=633&group_id=156&func=browse |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | see fileCOPYRIGHTS |
| URL: | https://geobosh.github.io/timeSeriesDoc/ (doc),https://CRAN.R-project.org/package=timeSeries,https://www.rmetrics.org |
| NeedsCompilation: | no |
| Materials: | README,NEWS,ChangeLog |
| In views: | Finance,MissingData,TimeSeries |
| CRAN checks: | timeSeries results |
Documentation:
| Reference manual: | timeSeries.html ,timeSeries.pdf |
| Vignettes: | Plotting 'timeSeries' Objects (source,R code) |
Downloads:
| Package source: | timeSeries_4052.112.tar.gz |
| Windows binaries: | r-devel:timeSeries_4052.112.zip, r-release:timeSeries_4052.112.zip, r-oldrel:timeSeries_4052.112.zip |
| macOS binaries: | r-release (arm64):timeSeries_4052.112.tgz, r-oldrel (arm64):timeSeries_4052.112.tgz, r-release (x86_64):timeSeries_4052.112.tgz, r-oldrel (x86_64):timeSeries_4052.112.tgz |
| Old sources: | timeSeries archive |
Reverse dependencies:
| Reverse depends: | boodd,fAssets,fBonds,fCopulae,fImport,fNonlinear,fPortfolio,FRAPO,fTrading,QRM,RMOPI |
| Reverse imports: | ATAforecasting,BLCOP,COINT,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 formhttps://CRAN.R-project.org/package=timeSeriesto link to this page.