Rmetrics - Financial Time Series Objects


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Documentation for package ‘fSeries’ version 260.73

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A C D E F G H I L M N O P Q R S T W misc

-- A --

abs.timeSeries Mathematical timeSeries Operations
aggregate timeSeries Class, Functions and Methods
alignDailySeries SpecialDailySeries
apply Applies Functions Over timeSeries Margins
applySeries timeSeries Class
as timeSeries Class, Coercion and Transformation
as.data.frame.timeSeries timeSeries Class, Coercion and Transformation
as.matrix.timeSeries timeSeries Class, Coercion and Transformation
as.timeSeries timeSeries Class, Coercion and Transformation
as.ts.timeSeries timeSeries Class, Coercion and Transformation
as.vector.timeSeries timeSeries Class, Coercion and Transformation
attach Attach a timSeries to the search path

-- C --

cbind Bind two timeSeries objects
colCum Cumulated Column Statistics
colCummaxs Cumulated Column Statistics
colCummins Cumulated Column Statistics
colCumprods Cumulated Column Statistics
colCumreturns Cumulated Column Statistics
colCumsums Cumulated Column Statistics
cor timeSeries Correlations
countMonthlyRecords Special Monthly Series
cov timeSeries Correlations
cumsum.timeSeries Cumulated Column Statistics
cut.timeSeries timeSeries Subsetting

-- D --

diff.timeSeries Mathematical timeSeries Operations
dim timeSeries Columns and Rows
dimnames.timeSeries timeSeries Columns and Rows
dummyDailySeries SpecialDailySeries
durations Computes durations from a timeSeries
durationSeries Computes durations from a timeSeries

-- E --

end.timeSeries timeSeries, Positions
exp.timeSeries Mathematical timeSeries Operations

-- F --

fapply Applies Functions Over timeSeries Margins

-- G --

getReturns Calculations of Financial Returns

-- H --

hclustColnames Reorders column names of a time series
head.timeSeries timeSeries Subsetting

-- I --

interpNA Handling Missing Values
is.array.timeSeries timeSeries Columns and Rows
is.timeSeries timeSeries Class, Coercion and Transformation
isMonthly Special Monthly Series
isMultivariate timeSeries Class
isUnivariate timeSeries Class

-- L --

lag Lag a timeSeries Object
lines.timeSeries Plot Reports
log.timeSeries Mathematical timeSeries Operations

-- M --

math Mathematical timeSeries Operations
merge Merge two timeSeries objects
midquotes Calculations of spreads and mid quotes
midquoteSeries Calculations of spreads and mid quotes
model.frame Model Frames for timeSeries Objects
monthly Special Monthly Series

-- N --

na Handling Missing Values
na.omit.timeSeries Handling Missing Values

-- O --

ohlcDailyPlot SpecialDailySeries
Ops.timeSeries Mathematical timeSeries Operations
orderColnames Reorders column names of a time series
orderStatistics timeSeries Class
outlier.timeSeries timeSeries Subsetting

-- P --

pcaColnames Reorders column names of a time series
plot Plot Reports
points.timeSeries Plot Reports

-- Q --

quantile.timeSeries Mathematical timeSeries Operations

-- R --

rbind Bind two timeSeries objects
readSeries timeSeries Class
removeNA Handling Missing Values
returns Calculations of Financial Returns
returnSeries Calculations of Financial Returns
rev.timeSeries timeSeries, Positions
rollDailySeries SpecialDailySeries
rollMonthlySeries Special Monthly Series
rollMonthlyWindows Special Monthly Series
rowCum Cumulated Column Statistics
rowCumsums Cumulated Column Statistics

-- S --

sample.timeSeries timeSeries, Positions
sampleColnames Reorders column names of a time series
scale.timeSeries Mathematical timeSeries Operations
seriesData timeSeries Class
seriesPositions timeSeries, Positions
show,timeSeries-method Prints timeSeries objects
show.timeSeries Prints timeSeries objects
sign.timeSeries Mathematical timeSeries Operations
sort.timeSeries timeSeries, Positions
sortColnames Reorders column names of a time series
spreads Calculations of spreads and mid quotes
spreadSeries Calculations of spreads and mid quotes
sqrt.timeSeries Mathematical timeSeries Operations
start.timeSeries timeSeries, Positions
statsColnames Reorders column names of a time series
substituteNA Handling Missing Values
summary Object Summary

-- T --

tail.timeSeries timeSeries Subsetting
time timeSeries, Positions
timeSeries timeSeries Class
timeSeries-class timeSeries Class
TimeSeriesClass timeSeries Class
TimeSeriesSubsettings timeSeries Subsetting

-- W --

window.timeSeries timeSeries Subsetting

-- misc --

[.timeSeries timeSeries Subsetting