timeSeries

swMATH17242WikidataQ114077543CRANtimeSeriesMaRDI QIDQ29103

Financial Time Series Objects (Rmetrics)

Diethelm Wuertz, Tobias Setz, Yohan Chalabi, Georgi N. Boshnakov

Last update: 14 January 2024

Software version identifier: 4021.105, 4030.106, 280.75, 280.77, 280.78, 290.79, 290.80, 290.81, 2100.82, 2100.83, 2100.84, 2110.85, 2110.86, 2110.87, 2120.88, 2120.89, 2130.90, 2130.91, 2130.92, 2160.93, 2160.94, 2160.95, 3000.96, 3010.97, 3011.98, 3012.99, 3022.101.1, 3022.101.2, 3022.101, 3042.102, 3062.100, 4021.104, 4031.107, 4032.108, 4032.109

Source code repository: https://github.com/cran/timeSeries

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Description

'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.