timeSeries: Financial Time Series Objects (Rmetrics)

Canonical link: https://rscholar.com/pkg/timeSeries

Diethelm Wuertz • Tobias Setz • Yohan Chalabi • Martin Maechler • Georgi N. Boshnakov • View description and downloads View dependencies GitHub project

2008 Published

4041.111 Version

0 Citations

5 Authors

Referenced by ⇅	Year
caschrono: Sries Temporelles Avec R (Version 2.4)	2011
ATAforecasting: Automatic Time Series Analysis and Forecasting using the Ata Method (Version 0.0.60)	2021
BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks (Version 0.3.3)	2008
BayesianFactorZoo: Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models (Version 0.0.0.3)	2023
FRAPO: Financial Risk Modelling and Portfolio Optimisation with R (Version 0.4-1)	2012
FatTailsR: Kiener Distributions and Fat Tails in Finance (Version 1.8-5)	2014
FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data (Version 1.3.1)	2012
JFE: Tools for Analyzing Time Series Data of Just Finance and Econometrics (Version 2.5.7)	2017
NasdaqDataLink: API Wrapper for Nasdaq Data Link (Version 1.0.0)	2022
NlinTS: Models for Non Linear Causality Detection in Time Series (Version 1.4.5)	2018
QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts (Version 0.4-31)	2012
Quandl: API Wrapper for Quandl.com (Version 2.11.0)	2013
RMOPI: Risk Management and Optimization for Portfolio Investment (Version 1.1)	2022
SharpeR: Statistical Significance of the Sharpe Ratio (Version 1.3.0)	2013
fAssets: Rmetrics - Analysing and Modelling Financial Assets (Version 4023.85)	2007
fBasics: Rmetrics - Markets and Basic Statistics (Version 4041.97)	2004
fBonds: Rmetrics - Pricing and Evaluating Bonds (Version 3042.78)	2007
fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae (Version 4022.85)	2007
fExtremes: Rmetrics - Modelling Extreme Events in Finance (Version 4032.84)	2004
fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling (Version 4033.92)	2007
fImport: Rmetrics - Importing Economic and Financial Data (Version 4041.88)	2007
fNonlinear: Rmetrics - Nonlinear and Chaotic Time Series Modelling (Version 4041.82)	2007
fPortfolio: Rmetrics - Portfolio Selection and Optimization (Version 4023.84)	2005
fRegression: Rmetrics - Regression Based Decision and Prediction (Version 4021.83)	2007
fTrading: Rmetrics - Trading and Rebalancing Financial Instruments (Version 3042.79)	2007
fUnitRoots: Rmetrics - Modelling Trends and Unit Roots (Version 4040.81)	2007
ggfortify: Data Visualization Tools for Statistical Analysis Results (Version 0.4.17)	2015
gmm: Generalized Method of Moments and Generalized Empirical Likelihood (Version 1.8)	2008
iClick: A Button-Based GUI for Financial and Economic Data Analysis (Version 1.5)	2015
iForecast: Machine Learning Time Series Forecasting (Version 1.0.8)	2020
imputeTS: Time Series Missing Value Imputation (Version 3.3)	2015
joinXL: Perform Joins or Minus Queries on 'Excel' Files (Version 1.0.1)	2016
pathlit: An SDK for the PathLit Engine (Version 0.1.0)	2021
quantmod: Quantitative Financial Modelling Framework (Version 0.4.26)	2007
tframePlus: Time Frame Coding Kernel Extensions (Version 2024.2-1)	2008
timetk: A Tool Kit for Working with Time Series (Version 2.9.0)	2017
tsbox: Class-Agnostic Time Series (Version 0.4.2)	2018
weakARMA: Tools for the Analysis of Weak ARMA Models (Version 1.0.3)	2022
xts: eXtensible Time Series (Version 0.14.1)	2008
zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations) (Version 1.8-12)	2004

RPKG Scholar presents a tabulation of an author's contribution in the development of R packages stored in the Comprehensive R Archive Network (CRAN). Within this site, we consider package dependencies (suggests,imports,depends,enhances) as citations because we believe that using one's package to develop another is tantamount to citing the author of the package being imported, suggested or enhanced.