R: Financial Time Series Objects (Rmetrics)

# Financial Time Series Objects (Rmetrics)

## Documentation for package ‘timeSeries’ version 4041.111

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

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