xts

MaRDI QIDQ21978swMATHCRANFDO

Authors Joshua M. Ulrich, Jeffrey A. Ryan

Last update 8 September 2026

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

Software version identifier 0.13.0, 0.13.1, 0.0-3, 0.0-6, 0.0-10, 0.0-11, 0.0-13, 0.0-15, 0.0-16, 0.6-2, 0.6-3, 0.6-4, 0.6-5, 0.6-6, 0.6-7, 0.6-8, 0.6-9, 0.7-0, 0.7-1, 0.7-4, 0.7-5, 0.8-0, 0.8-2, 0.8-5, 0.8-6, 0.8-8, 0.9-1, 0.9-2, 0.9-3, 0.9-4, 0.9-5, 0.9-7, 0.10-0, 0.10-1, 0.10-2, 0.11-0, 0.11-1, 0.11-2, 0.12-0, 0.12.1, 0.12.2, 0.13.0, 0.13.2, PACKAGES.rds, 0.14.0, 0.14.1, 0.14.2, 0.14.3

Official website http://cran.r-project.org/web/packages/xts/index.html

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

Description

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.

Cited in

(only showing first 100 items - show all)

• mvLSWimpute
• rpredictit
• NasdaqDataLink
• MIMSunit
• bidask
• tscopula
• JFE
• mvMonitoring
• kofdata
• AssetAllocation
• ATAforecasting
• portfolioBacktest
• rbcb
• tstools
• timeseriesdb
• starvars
• sovereign
• wearables
• PWFSLSmoke
• loadflux
• rtsdata
• rtsplot
• anomaly
• DatastreamDSWS2R
• seastests
• tssim
• neverhpfilter
• EHRtemporalVariability
• Riex
• TSEtools
• testcorr
• OOS
• rumidas
• dccmidas
• tbl2xts
• tsensembler
• PRISM.forecast
• hydroGOF
• dsa
• Quandl
• DriftBurstHypothesis
• UKgrid
• Surveillance
• RchivalTag
• rportfolio
• IndexConstruction
• SystemicR
• rmsfuns
• RWDataPlyr
• lcyanalysis
• jubilee
• ldhmm
• rblt
• cotrend
• HARModel
• gstar
• DeRezende.Ferreira
• iClick
• portsort
• portfolio.optimization
• FinancialInstrument
• influxdbr
• reddPrec
• seasonalview
• DMwR2
• kehra
• stressr
• hydroMOPSO
• rusquant
• StockDistFit
• BRVM
• PortalHacienda
• argo
• intradayModel
• fBasics
• tseries
• Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
• spacetime
• RMetrics
• fExoticOptions
• fGarch
• Metrics
• PerformanceAnalytics
• quantmod
• TTR
• zoo
• grid
• polyCub
• timeDate
• SpatioTemporal
• SaTScan
• Lasso regression in sparse linear model with \(\varphi\)-mixing errors
• qrmtools
• MTS
• DySco
• seasonal
• lessR
• shinystan
• Computational finance. An introductory course with R
• An introduction to analysis of financial data with R.

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