Rmetrics - Financial Time Series Objects

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Documentation for package ‘timeSeries’ version 2100.84

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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

-- --

timeSeries-package Utilities and Tools Package

-- --

$,timeSeries,ANY-method Subsettig Time Series
$,timeSeries,character-method Subsettig Time Series
$<-,timeSeries,character,ANY-method Subsettig Time Series
$<-,timeSeries,character,factor-method Subsettig Time Series
$<-,timeSeries,character,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