timeSeries: Financial Time Series Objects (Rmetrics)

Canonical link: https://scholar.rpkg.net/pkg/timeSeries

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

2008 Published

4032.109 Version

0 Citations

5 Authors

Referenced by ⇅	Year
caschrono: Sries Temporelles Avec R (Version 2.4)	2011
ggfortify: Data Visualization Tools for Statistical Analysis Results (Version 0.4.16)	2015
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 0.0.0.2)	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 2.5.6)	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
fBasics: Rmetrics - Markets and Basic Statistics (Version 4032.96)	2004
fAssets: Rmetrics - Analysing and Modelling Financial Assets (Version 4023.85)	2007
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 4032.87)	2007
fNonlinear: Rmetrics - Nonlinear and Chaotic Time Series Modelling (Version 4021.81)	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 4021.80)	2007
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 1.0.7)	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 0.4.1)	2018
weakARMA: Tools for the Analysis of Weak ARMA Models (Version 1.0.3)	2022
xts: eXtensible Time Series (Version 0.13.2)	2008
zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations) (Version 1.8-12)	2004

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