Rmetrics - Financial Time Series Objects

Documentation for package ‘timeSeries’ version 2110.87

User Guides and Package Vignettes

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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

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timeSeries-package

Utilities and Tools Package

-- --

$,timeSeries-method	Subsettig Time Series
$<-,timeSeries,ANY,ANY-method	Subsettig Time Series
$<-,timeSeries,ANY,factor-method	Subsettig Time Series
$<-,timeSeries,ANY,numeric-method	Subsettig Time Series
$<-,timeSeries,ANY-method	Subsettig Time Series
$<-,timeSeries,factor-method	Subsettig Time Series
$<-,timeSeries,numeric-method	Subsettig Time Series
%*%,ANY,timeSeries-method	Mathematical Time Series Operations
%*%,timeSeries,ANY-method	Mathematical Time Series Operations
%*%,timeSeries,vector-method	Mathematical Time Series Operations
+,timeSeries,missing-method	Mathematical Time Series Operations
-,timeSeries,missing-method	Mathematical Time Series Operations

-- A --

aggregate	timeSeries Class, Functions and Methods
aggregate,timeSeries-method	timeSeries Class, Functions and Methods
aggregate-methods	timeSeries Class, Functions and Methods
aggregate.timeSeries	timeSeries Class, Functions and Methods
align,timeSeries-method	timeSeries Class, Functions and Methods
align-methods	timeSeries Class, Functions and Methods
alignDailySeries	Special Daily Time Series
apply,timeSeries-method	Apply Functions Over Time Series Periods
applySeries	Apply Functions Over Time Series Periods
as	timeSeries Class, Coercion and Transformation
as.data.frame,timeSeries-method	timeSeries Class, Coercion and Transformation
as.data.frame.timeSeries	timeSeries Class, Coercion and Transformation
as.list,timeSeries-method	timeSeries Class, Coercion and Transformation
as.list.timeSeries	timeSeries Class, Coercion and Transformation
as.matrix,timeSeries-method	timeSeries Class, Coercion and Transformation
as.matrix.timeSeries	timeSeries Class, Coercion and Transformation
as.timeSeries	timeSeries Class, Coercion and Transformation
as.timeSeries.character	timeSeries Class, Coercion and Transformation
as.timeSeries.data.frame	timeSeries Class, Coercion and Transformation
as.timeSeries.default	timeSeries Class, Coercion and Transformation
as.timeSeries.ts	timeSeries Class, Coercion and Transformation
as.timeSeries.zoo	timeSeries Class, Coercion and Transformation
as.ts,timeSeries-method	timeSeries Class, Coercion and Transformation
as.ts.timeSeries	timeSeries Class, Coercion and Transformation
attach	Attach a timSeries to the search path
attach,timeSeries-method	Attach a timSeries to the search path

-- C --

cbind	Bind two timeSeries objects
cbind.timeSeries	Bind two timeSeries objects
cbind2	Bind two timeSeries objects
cbind2,ANY,timeSeries-method	Bind two timeSeries objects
cbind2,timeSeries,ANY-method	Bind two timeSeries objects
cbind2,timeSeries,missing-method	Bind two timeSeries objects
cbind2,timeSeries,timeSeries-method	Bind two timeSeries objects
coerce,ANY,timeSeries-method	timeSeries Class, Coercion and Transformation
coerce,ANY,timeSeries-method	timeSeries Class, Coercion and Transformation
coerce,character,timeSeries-method	timeSeries Class, Coercion and Transformation
coerce,data.frame,timeSeries-method	timeSeries Class, Coercion and Transformation
coerce,timeSeries,data.frame-method	timeSeries Class, Coercion and Transformation
coerce,timeSeries,list-method	timeSeries Class, Coercion and Transformation
coerce,timeSeries,matrix-method	timeSeries Class, Coercion and Transformation
coerce,timeSeries,ts-method	timeSeries Class, Coercion and Transformation
coerce,timeSeries,tse-method	timeSeries Class, Coercion and Transformation
coerce,ts,timeSeries-method	timeSeries Class, Coercion and Transformation
colAvgs	Column Statistics
colCum	Cumulated Column Statistics
colCummaxs	Cumulated Column Statistics
colCummaxs,matrix-method	Cumulated Column Statistics
colCummaxs,timeSeries-method	Cumulated Column Statistics
colCummins	Cumulated Column Statistics
colCummins,matrix-method	Cumulated Column Statistics
colCummins,timeSeries-method	Cumulated Column Statistics
colCumprods	Cumulated Column Statistics
colCumprods,matrix-method	Cumulated Column Statistics
colCumprods,timeSeries-method	Cumulated Column Statistics
colCumreturns	Cumulated Column Statistics
colCumreturns,matrix-method	Cumulated Column Statistics
colCumreturns,timeSeries-method	Cumulated Column Statistics
colCumsums	Cumulated Column Statistics
colCumsums,matrix-method	Cumulated Column Statistics
colCumsums,timeSeries-method	Cumulated Column Statistics
colKurtosis	Column Statistics
colMaxs	Column Statistics
colMeans,timeSeries-method	Column Statistics
colMins	Column Statistics
colnames,timeSeries-method	Time Series Columns and Rows
colnames<-,timeSeries-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,timeSeries-method	Column Statistics
colVars	Column Statistics
comment,timeSeries-method	comment for timeSeries objects
comment<-,timeSeries-method	comment for timeSeries objects
cor,timeSeries-method	Time Series Correlations
cor-methods	Time Series Correlations
countMonthlyRecords	Special Monthly Series
cov,timeSeries-method	Time Series Correlations
cov-methods	Time Series Correlations
cummax,timeSeries-method	Mathematical Time Series Operations
cummin,timeSeries-method	Mathematical Time Series Operations
cumprod,timeSeries-method	Mathematical Time Series Operations
cumsum,timeSeries-method	Mathematical Time Series Operations
cumulated	Cumulated Time Series from Returns
cumulated.default	Cumulated Time Series from Returns
cut,timeSeries-method	Subsettig Time Series
cut.timeSeries	Subsettig Time Series

-- D --

dcauchy,timeSeries-method	Time Series Correlations
dcauchy-methods	Time Series Correlations
description	Date and User Information
diff,timeSeries-method	Mathematical Time Series Operations
diff.timeSeries	Mathematical Time Series Operations
dim,timeSeries-method	Time Series Columns and Rows
dim<-,timeSeries-method	Time Series Columns and Rows
dimnames,timeSeries-method	Time Series Columns and Rows
dimnames<-,timeSeries,list-method	Time Series Columns and Rows
dnorm,timeSeries-method	Time Series Correlations
dnorm-methods	Time Series Correlations
drawdowns	Calculations of Drawdowns
drawdownsStats	Calculations of Drawdowns
dt,timeSeries-method	Time Series Correlations
dt-methods	Time Series Correlations
dummyDailySeries	Special Daily Time Series
dummySeries	Special Daily Time Series
durations	Durations from a Time Series
durationSeries	Durations from a Time Series

-- E --

end,timeSeries-method	timeSeries, Positions
end.timeSeries	timeSeries, Positions

-- F --

fapply	Apply Functions Over Time Series Periods
filter,timeSeries-method	Linear Filtering on a Time Series
finCenter,timeSeries-method	Financial Center of to a timeSeries
finCenter<-,timeSeries-method	Financial Center of to a timeSeries
frequency,timeSeries-method	Checks if a time series is regular

-- G --

getDataPart,timeSeries-method	DataPart,timeSeries-method
getReturns	Financial Returns

-- H --

hclustColnames	Reorder Column Names of a Time Series
head,timeSeries-method	Subsettig Time Series
head.timeSeries	Subsettig Time Series

-- I --

index_timeSeries	timeSeries Class
index_timeSeries-class	timeSeries Class
initialize,timeSeries-method	timeSeries Class
interpNA	Handling Missing Time Series Values
is.na,timeSeries-method	timeSeries Class, Coercion and Transformation
is.signalSeries	timeSeries Class, Coercion and Transformation
is.timeSeries	timeSeries Class, Coercion and Transformation
is.unsorted,timeSeries-method	timeSeries Class, Coercion and Transformation
isDaily,timeSeries-method	Checks if a time series is regular
isMonthly,timeSeries-method	Checks if a time series is regular
isMultivariate	Checks if a Time Series is Univariate
isQuarterly,timeSeries-method	Checks if a time series is regular
isRegular,timeSeries-method	Checks if a time series is regular
isUnivariate	Checks if a Time Series is Univariate

-- L --

lag	Lag a Time Series
lag,timeSeries-method	Lag a Time Series
lag.timeSeries	Lag a Time Series
lines,timeSeries-method	Plot a Time Series
log,timeSeries-method	Mathematical Time Series Operations
LPP2005REC	Time Series Data Sets

-- M --

math	Mathematical Time Series Operations
Math,timeSeries-method	Mathematical Time Series Operations
Math2,timeSeries-method	Mathematical Time Series Operations
mean,timeSeries-method	Methods for 'timeSeries' object
merge	Bind two timeSeries objects
merge,ANY,timeSeries-method	Bind two timeSeries objects
merge,matrix,timeSeries-method	Bind two timeSeries objects
merge,numeric,timeSeries-method	Bind two timeSeries objects
merge,timeSeries,ANY-method	Bind two timeSeries objects
merge,timeSeries,matrix-method	Bind two timeSeries objects
merge,timeSeries,missing-method	Bind two timeSeries objects
merge,timeSeries,numeric-method	Bind two timeSeries objects
merge,timeSeries,timeSeries-method	Bind two timeSeries objects
merge.timeSeries	Bind two timeSeries objects
midquotes	Spreads and Mid Quotes
midquoteSeries	Spreads and Mid Quotes
model.frame	Model Frames for Time Series Objects
model.frame.default,ANY,timeSeries-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,timeSeries-method	Find Longest Contiguous Stretch of non-NAs
na.omit	Handling Missing Time Series Values
na.omit,timeSeries-method	Handling Missing Time Series Values
na.omit.timeSeries	Handling Missing Time Series Values
names,timeSeries-method	Time Series Columns and Rows
names<-,timeSeries-method	Time Series Columns and Rows
newPositions<-	Deprecated functions in timeSeries package

-- O --

ohlcDailyPlot	Special Daily Time Series
Ops,array,timeSeries-method	Mathematical Time Series Operations
Ops,timeSeries,array-method	Mathematical Time Series Operations
Ops,timeSeries,timeSeries-method	Mathematical Time Series Operations
Ops,timeSeries,ts-method	Mathematical Time Series Operations
Ops,timeSeries,vector-method	Mathematical Time Series Operations
Ops,ts,timeSeries-method	Mathematical Time Series Operations
Ops,vector,timeSeries-method	Mathematical Time Series Operations
orderColnames	Reorder Column Names of a Time Series
orderStatistics	order Statistics
outlier	Subsettig Time Series
outlier,ANY-method	Subsettig Time Series
outlier,timeSeries-method	Subsettig Time Series

-- P --

pcaColnames	Reorder Column Names of a Time Series
plot	Plot a Time Series
plot,timeSeries-method	Plot a Time Series
points,timeSeries-method	Plot a Time Series
print,timeSeries-method	Print a Time Series

-- Q --

quantile,timeSeries-method	Mathematical Time Series Operations
quantile.timeSeries	Mathematical Time Series Operations

-- R --

rank,timeSeries-method	Sample Ranks of a Time Series
rbind	Bind two timeSeries objects
rbind.timeSeries	Bind two timeSeries objects
rbind2	Bind two timeSeries objects
rbind2,ANY,timeSeries-method	Bind two timeSeries objects
rbind2,timeSeries,ANY-method	Bind two timeSeries objects
rbind2,timeSeries,missing-method	Bind two timeSeries objects
rbind2,timeSeries,timeSeries-method	Bind two timeSeries objects
readSeries	timeSeries Class
removeNA	Handling Missing Time Series Values
returns	Financial Returns
returns,ANY-method	Financial Returns
returns,timeSeries-method	Financial Returns
returnSeries	Financial Returns
rev,timeSeries-method	timeSeries, Positions
rev.timeSeries	timeSeries, Positions
rollDailySeries	Special Daily Time Series
rollMonthlySeries	Special Monthly Series
rollMonthlyWindows	Special Monthly Series
rowCum	Cumulated Column Statistics
rowCumsums	Cumulated Column Statistics
rowCumsums,ANY-method	Cumulated Column Statistics
rowCumsums,timeSeries-method	Cumulated Column Statistics
rownames,timeSeries-method	Time Series Columns and Rows
rownames<-,timeSeries,ANY-method	Time Series Columns and Rows
rownames<-,timeSeries,timeDate-method	Time Series Columns and Rows

-- S --

sample,timeSeries-method	timeSeries, Positions
sampleColnames	Reorder Column Names of a Time Series
scale,timeSeries-method	Mathematical Time Series Operations
scale.timeSeries	Mathematical Time Series Operations
sd,timeSeries-method	Time Series Correlations
sd-methods	Time Series Correlations
series	Data of a timeSeries object
series,timeSeries-method	Data of a timeSeries object
series<-	Data of a timeSeries object
series<-,timeSeries,ANY-method	Data of a timeSeries object
series<-,timeSeries,data.frame-method	Data of a timeSeries object
series<-,timeSeries,matrix-method	Data of a timeSeries object
series<-,timeSeries,vector-method	Data of a timeSeries object
seriesData	timeSeries Class
seriesPositions	Deprecated functions in timeSeries package
setDataPart,timeSeries-method	DataPart,timeSeries-method
show,timeSeries-method	Print a Time Series
sort,timeSeries-method	timeSeries, Positions
sort.timeSeries	timeSeries, Positions
sortColnames	Reorder Column Names of a Time Series
spreads	Spreads and Mid Quotes
spreadSeries	Spreads and Mid Quotes
start,timeSeries-method	timeSeries, Positions
start.timeSeries	timeSeries, Positions
statsColnames	Reorder Column Names of a Time Series
str	Object Str
str,timeSeries-method	Object Str
substituteNA	Handling Missing Time Series Values
Summary,timeSeries-method	Mathematical Time Series Operations
summary,timeSeries-method	Methods for 'timeSeries' object

-- T --

t,timeSeries-method	timeSeries Transpose
tail,timeSeries-method	Subsettig Time Series
tail.timeSeries	Subsettig Time Series
time	timeSeries, Positions
time,timeSeries-method	timeSeries, Positions
time.timeSeries	timeSeries, Positions
time<-	timeSeries, Positions
time<-.timeSeries	timeSeries, Positions
timeSeries	timeSeries Class
timeSeries,ANY,ANY-method	timeSeries Class
timeSeries,ANY,missing-method	timeSeries Class
timeSeries,ANY,timeDate-method	timeSeries Class
timeSeries,matrix,ANY-method	timeSeries Class
timeSeries,matrix,missing-method	timeSeries Class
timeSeries,matrix,numeric-method	timeSeries Class
timeSeries,matrix,timeDate-method	timeSeries Class
timeSeries,missing,ANY-method	timeSeries Class
timeSeries,missing,missing-method	timeSeries Class
timeSeries,missing,timeDate-method	timeSeries Class
timeSeries-class	timeSeries Class
TimeSeriesClass	timeSeries Class
TimeSeriesData	Time Series Data Sets
TimeSeriesSubsettings	Subsettig Time Series
time_timeSeries	timeSeries Class
time_timeSeries-class	timeSeries Class
trunc,timeSeries-method	Mathematical Time Series Operations

-- U --

USDCHF

Time Series Data Sets

-- V --

var,timeSeries-method	Time Series Correlations
var-methods	Time Series Correlations

-- W --

window,timeSeries-method	Subsettig Time Series
window.timeSeries	Subsettig Time Series

-- misc --

[,timeSeries,ANY,index_timeSeries-method	Subsettig Time Series
[,timeSeries,character,character-method	Subsettig Time Series
[,timeSeries,character,index_timeSeries-method	Subsettig Time Series
[,timeSeries,character,missing-method	Subsettig Time Series
[,timeSeries,index_timeSeries,character-method	Subsettig Time Series
[,timeSeries,index_timeSeries,index_timeSeries-method	Subsettig Time Series
[,timeSeries,index_timeSeries,missing-method	Subsettig Time Series
[,timeSeries,matrix,index_timeSeries-method	Subsettig Time Series
[,timeSeries,matrix,missing-method	Subsettig Time Series
[,timeSeries,missing,character-method	Subsettig Time Series
[,timeSeries,missing,index_timeSeries-method	Subsettig Time Series
[,timeSeries,missing,missing-method	Subsettig Time Series
[,timeSeries,timeDate,character-method	Subsettig Time Series
[,timeSeries,timeDate,index_timeSeries-method	Subsettig Time Series
[,timeSeries,timeDate,missing-method	Subsettig Time Series
[,timeSeries,timeSeries,index_timeSeries-method	Subsettig Time Series
[,timeSeries,timeSeries,missing-method	Subsettig Time Series
[,timeSeries,time_timeSeries,ANY-method	Subsettig Time Series
[,timeSeries,time_timeSeries,character-method	Subsettig Time Series
[,timeSeries,time_timeSeries,index_timeSeries-method	Subsettig Time Series
[,timeSeries,time_timeSeries,missing-method	Subsettig Time Series
[<-,timeSeries,character,ANY-method	Subsettig Time Series
[<-,timeSeries,character,character-method	Subsettig Time Series
[<-,timeSeries,character,index_timeSeries-method	Subsettig Time Series
[<-,timeSeries,character,missing-method	Subsettig Time Series
[<-,timeSeries,index_timeSeries,character-method	Subsettig Time Series
[<-,timeSeries,matrix,character-method	Subsettig Time Series
[<-,timeSeries,timeDate,ANY-method	Subsettig Time Series
[<-,timeSeries,timeDate,character-method	Subsettig Time Series
[<-,timeSeries,timeDate,index_timeSeries-method	Subsettig Time Series
[<-,timeSeries,timeDate,missing-method	Subsettig Time Series
[<-,timeSeries,timeSeries,character-method	Subsettig Time Series
[<-,timeSeries,timeSeries,index_timeSeries-method	Subsettig Time Series
[<-,timeSeries,timeSeries,missing-method	Subsettig Time Series