Financial Time Series Objects (Rmetrics)

Documentation for package ‘timeSeries’ version 4030.106

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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

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	Special daily time series
apply-method	Apply functions over time series periods
applySeries	Apply functions over time series periods
as	Coercion and transformation to/from class 'timeSeries'
as.data.frame-method	Coercion and transformation to/from class 'timeSeries'
as.data.frame.timeSeries	Coercion and transformation to/from class 'timeSeries'
as.list-method	Coercion and transformation to/from class 'timeSeries'
as.list.timeSeries	Coercion and transformation to/from class 'timeSeries'
as.matrix-method	Coercion and transformation to/from class 'timeSeries'
as.matrix.timeSeries	Coercion and transformation to/from class 'timeSeries'
as.timeSeries	Coercion and transformation to/from class 'timeSeries'
as.timeSeries.character	Coercion and transformation to/from class 'timeSeries'
as.timeSeries.data.frame	Coercion and transformation to/from class 'timeSeries'
as.timeSeries.default	Coercion and transformation to/from class 'timeSeries'
as.timeSeries.ts	Coercion and transformation to/from class 'timeSeries'
as.timeSeries.zoo	Coercion and transformation to/from class 'timeSeries'
as.ts-method	Coercion and transformation to/from class 'timeSeries'
as.ts.timeSeries	Coercion and transformation 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	Coercion and transformation 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	Time series columns and rows
colnames<--method	Time series columns and rows
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-method	Time Series Correlations
cor-methods	Time Series Correlations
coredata	Get and set the data component of a 'timeSeries'
coredata-method	Get and set the data component of a 'timeSeries'
coredata<-	Get and set the data component of a 'timeSeries'
coredata<--method	Get and set the data component of a 'timeSeries'
countMonthlyRecords	Special monthly series
cov-method	Time Series Correlations
cov-methods	Time Series Correlations
cummax-method	Mathematical time series operations
cummin-method	Mathematical time series operations
cumprod-method	Mathematical time series operations
cumsum-method	Mathematical time series operations
cumulated	Cumulated time series from returns
cumulated.default	Cumulated time series from returns
cut-method	Methods for 'window' in package 'timeSeries'
cut.timeSeries	Methods for 'window' in package 'timeSeries'

-- D --

daily	Special daily time series
daily2monthly	Aggregate time series
daily2weekly	Aggregate time series
dcauchy-method	Time Series Correlations
dcauchy-methods	Time Series Correlations
description	Creates date and user information
diff	Difference a 'timeSeries' object
diff-method	Difference a 'timeSeries' object
dim-method	Time series columns and rows
dim<--method	Time series columns and rows
dimnames-method	Time series columns and rows
dimnames<--method	Time series columns and rows
dnorm-method	Time Series Correlations
dnorm-methods	Time Series Correlations
documentation	Get and set optional attributes of a 'timeSeries'
drawdowns	Calculations of drawdowns
drawdownsStats	Calculations of drawdowns
dt-method	Time Series Correlations
dt-methods	Time Series Correlations
dummyDailySeries	Dummy time series
dummyMonthlySeries	Dummy time series
dummySeries	Dummy time series
dummyTimeSeries	Dummy time series
durations	Durations from a 'timeSeries'
durationSeries	Durations from a 'timeSeries'

-- E --

end	Start and end of a 'timeSeries'
end-method	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 series periods
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-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-method	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
interpNA	Handling missing time series values
is.na-method	Check if an object is from class 'timeSeries'
is.signalSeries	Check if an object is from class 'timeSeries'
is.timeSeries	Check if an object is from class 'timeSeries'
is.unsorted-method	Check if an object is from class 'timeSeries'
isDaily-method	Checks if a time series is regular
isDaily.timeSeries	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-method	Checks if a time series is regular
isQuarterly.timeSeries	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-method	Lag a 'timeSeries' object
lag.timeSeries	Lag a 'timeSeries' object
lines	Plot a time series
lines-method	Plot a time series
log-method	Mathematical time series operations
LPP2005REC	Time series data sets

-- M --

math	Mathematical time series operations
Math-method	Mathematical time series operations
Math2-method	Mathematical time series operations
median-method	Mathematical time series operations
merge	Merge 'timeSeries' objects
merge-method	Merge 'timeSeries' objects
merge-methods	Merge 'timeSeries' objects
midquotes	Spreads and mid quotes
midquoteSeries	Spreads and mid quotes
model.frame	Model frames for time series objects
model.frame.default-method	Model frames for time series objects
monthly	Special monthly series
MSFT	Time series data sets

-- N --

na	Handling missing time series values
na.contiguous-method	Find longest contiguous stretch of non-NAs
na.omit	Handling missing time series values
na.omit-method	Handling missing time series values
na.omit.timeSeries	Handling missing time series values
names-method	Time series columns and rows
names<--method	Time series columns and rows

-- O --

Ops-method	Mathematical time series operations
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 a time series
plot-method	Plot a time series
points	Plot a time series
points-method	Plot a time series
pretty.timeSeries	Plot a time series
print-method	Print 'timeSeries' objects

-- Q --

quantile-method

Mathematical time series operations

-- R --

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
removeNA	Handling missing time series values
returns	Financial returns
returns-method	Financial returns
returns0	Financial returns
returnSeries	Financial returns
rev-method	Reversion of a 'timeSeries'
rev.timeSeries	Reversion of a 'timeSeries'
rollDailySeries	Special daily time series
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 column and row statistics
rowCumsums	Cumulative column and row statistics
rowCumsums-method	Cumulative column and row statistics
rownames-method	Time series columns and rows
rownames<--method	Time series columns and rows
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-method	Time Series Correlations
sd-methods	Time Series Correlations
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	Smoothes time series objects
smoothSpline	Smoothes time series objects
smoothSupsmu	Smoothes time series objects
sort-method	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-method	Start and end of a 'timeSeries'
start.timeSeries	Start and end of a 'timeSeries'
statsColnames	Reorder column names of a time series
str	timeSeries object structure
str-method	timeSeries object structure
substituteNA	Handling missing time series values
Summary-method	Mathematical time series operations
summary.timeseries	Create objects from class 'timeSeries'

-- T --

t-method	Transpose 'timeSeries' objects
tail-method	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<-.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 time series operations
turns	Turning points of a time series
turnsStats	Turning points of a time series

-- U --

USDCHF

Time series data sets

-- V --

var-method	Time Series Correlations
var-methods	Time Series Correlations

-- 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	Mathematical time series operations
+-method	Mathematical time series operations
--method	Mathematical time series operations
[-method	Subsetting time series
[<--method	Subsetting time series