R Package Scholar
28,796

xts: eXtensible Time Series

Jeffrey A. Ryan  Joshua M. Ulrich  Ross Bennett  Corwin Joy   View description and downloadsView dependenciesGitHub project

2008 Published
0.14.1 Version
0 Citations
4 Authors
Referenced by ⇅ Year
ecd: Elliptic Lambda Distribution and Option Pricing Model (Version 0.9.2.4)

2016
EIAdata: R Wrapper for the Energy Information Administration (EIA) API (Version 0.1.3)

2014
HARModel: Heterogeneous Autoregressive Models (Version 1.0)

2018
loadflux: Explore Intra-Event Suspended Sediment Dynamics (Version 0.0.2)

2021
MODIStsp: Find, Download and Process MODIS Land Products Data (Version 2.1.0)

2017
PWFSLSmoke: Utilities for Working with Air Quality Monitoring Data (Version 1.2.117)

2017
swmmr: R Interface for US EPA"s SWMM (Version 0.9.1)

2017
TrajDataMining: Trajectories Data Mining (Version 0.1.6)

2017
treasuryTR: Generate Treasury Total Returns from Yield Data (Version 0.1.6)

2021
stUPscales: Spatio-Temporal Uncertainty Propagation Across Multiple Scales (Version 1.0.3.5)

2018
Euronext: Retrieve Historical Data of Companies Listed on the 'Euronext' Stock Exchange (Version 2.0.2)

2024
rsleep: Analysis of Sleep Data (Version 1.0.12)

2019
ConnectednessApproach: Connectedness Approach (Version 1.0.3)

2022
bsts: Bayesian Structural Time Series (Version 0.9.10)

2014
msdrought: Seasonal Mid-Summer Drought Characteristics (Version 0.1.0)

2024
neverhpfilter: An Alternative to the Hodrick-Prescott Filter (Version 0.4-0)

2018
AFR: Toolkit for Regression Analysis of Kazakhstan Banking Sector Data (Version 0.3.6)

2022
ATAforecasting: Automatic Time Series Analysis and Forecasting using the Ata Method (Version 0.0.60)

2021
AirMonitor: Air Quality Data Analysis (Version 0.4.2)

2022
AssetAllocation: Backtesting Simple Asset Allocation Strategies (Version 1.1.1)

2022
BEKKs: Multivariate Conditional Volatility Modelling and Forecasting (Version 1.4.5)

2022
BETS: Brazilian Economic Time Series (Version 0.4.9)

2016
BGVAR: Bayesian Global Vector Autoregressions (Version 2.5.8)

2020
BRVM: Retrieve Historical Data of Companies Listed on the 'BRVM' Stock Exchange (Version 5.3.0)

2023
DChaos: Chaotic Time Series Analysis (Version 0.1-7)

2019
DClusterm: Model-Based Detection of Disease Clusters (Version 1.0-1)

2017
DMwR2: Functions and Data for the Second Edition of "Data Mining with R" (Version 0.0.2)

2016
DatastreamDSWS2R: Provides a Link Between the 'LSEG Datastream' System and R (Version 1.9.10)

2020
DeRezende.Ferreira: Zero Coupon Yield Curve Modelling (Version 0.1.0)

2019
DepthProc: Statistical Depth Functions for Multivariate Analysis (Version 2.1.5)

2014
DriftBurstHypothesis: Calculates the Test-Statistic for the Drift Burst Hypothesis (Version 0.4.0.1)

2019
EHRtemporalVariability: Delineating Temporal Dataset Shifts in Electronic Health Records (Version 1.2.1)

2019
EmiStatR: Emissions and Statistics in R for Wastewater and Pollutants in Combined Sewer Systems (Version 1.2.3.0)

2016
EviewsR: A Seamless Integration of 'EViews' and R (Version 0.1.6)

2020
FFdownload: Download Data from Kenneth French's Website (Version 1.1.1)

2020
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
GAS: Generalized Autoregressive Score Models (Version 0.3.4.1)

2016
GVARX: Perform Global Vector Autoregression Estimation and Inference (Version 1.4)

2019
IBrokers: R API to Interactive Brokers Trader Workstation (Version 0.10-2)

2008
ICtest: Estimating and Testing the Number of Interesting Components in Linear Dimension Reduction (Version 0.3-5)

2016
IndexConstruction: Index Construction for Time Series Data (Version 0.1-3)

2019
JFE: Tools for Analyzing Time Series Data of Just Finance and Econometrics (Version 2.5.7)

2017
MIMSunit: Algorithm to Compute Monitor Independent Movement Summary Unit (MIMS-Unit) (Version 0.11.2)

2020
NNS: Nonlinear Nonparametric Statistics (Version 10.9.4)

2016
NasdaqDataLink: API Wrapper for Nasdaq Data Link (Version 1.0.0)

2022
OOS: Out-of-Sample Time Series Forecasting (Version 1.0.0)

2021
PCRA: Companion to Portfolio Construction and Risk Analysis (Version 1.2)

2023
PRISM.forecast: Penalized Regression with Inferred Seasonality Module - Forecasting Unemployment Initial Claims using 'Google Trends' Data (Version 0.2.1)

2018
PWEV: PSO Based Weighted Ensemble Algorithm for Volatility Modelling (Version 0.1.0)

2024
PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis (Version 2.0.8)

2007
PortalHacienda: Acceder Con R a Los Datos Del Portal De Hacienda (Version 0.1.7)

2020
PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios (Version 2.1.0)

2015
Quandl: API Wrapper for Quandl.com (Version 2.11.0)

2013
RMOPI: Risk Management and Optimization for Portfolio Investment (Version 1.1)

2022
RPEIF: Computation and Plots of Influence Functions for Risk and Performance Measures (Version 1.2.4)

2019
RPESE: Estimates of Standard Errors for Risk and Performance Measures (Version 1.2.5)

2019
RTL: Risk Tool Library - Trading, Risk, 'Analytics' for Commodities (Version 1.3.5)

2020
RTransferEntropy: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy (Version 0.2.21)

2018
RWDataPlyr: Read and Manipulate Data from 'RiverWare' (Version 0.6.4)

2018
RavenR: Raven Hydrological Modelling Framework R Support and Analysis (Version 2.2.2)

2020
RblDataLicense: R Interface to 'Bloomberg Data License' (Version 0.2.6)

2019
Rblpapi: R Interface to 'Bloomberg' (Version 0.3.15)

2015
RchivalTag: Analyzing and Interactive Visualization of Archival Tagging Data (Version 0.1.9)

2017
RcppXts: Interface the 'xts' API via 'Rcpp' (Version 0.0.6)

2013
Riex: IEX Stocks and Market Data (Version 1.0.2)

2019
RtsEva: Performs the Transformed-Stationary Extreme Values Analysis (Version 1.0.0)

2024
SEI: Calculating Standardised Indices (Version 0.2.0)

2023
SVDNF: Discrete Nonlinear Filtering for Stochastic Volatility Models (Version 0.1.11)

2022
SharpeR: Statistical Significance of the Sharpe Ratio (Version 1.3.0)

2013
SlidingWindows: Methods for Time Series Analysis (Version 0.2.0)

2020
SpaceTimeBSS: Blind Source Separation for Multivariate Spatio-Temporal Data (Version 0.4-0)

2022
StockDistFit: Fit Stock Price Distributions (Version 1.0.0)

2023
Strategy: Generic Framework to Analyze Trading Strategies (Version 1.0.1)

2016
SystemicR: Monitoring Systemic Risk (Version 0.1.0)

2020
TSEtools: Manage Data from Stock Exchange Markets (Version 0.2.2)

2018
TSdist: Distance Measures for Time Series Data (Version 3.7.1)

2014
TSstudio: Functions for Time Series Analysis and Forecasting (Version 0.1.7)

2018
TTR: Technical Trading Rules (Version 0.24.4)

2007
UKgrid: The UK National Electricity Transmission System Dataset (Version 0.1.3)

2018
URooTab: Tabular Reporting of 'EViews' Unit Root Tests (Version 0.1.0)

2023
UnalR: Una implementación de funciones de uso interno (Version 1.0.0)

2024
YieldCurve: Modelling and Estimation of the Yield Curve (Version 5.1)

2009
airGRteaching: Teaching Hydrological Modelling with the GR Rainfall-Runoff Models ('Shiny' Interface Included) (Version 0.3.3)

2018
anomaly: Detecting Anomalies in Data (Version 4.3.3)

2018
argo: Accurate Estimation of Influenza Epidemics using Google Search Data (Version 3.0.2)

2019
bayesmove: Non-Parametric Bayesian Analyses of Animal Movement (Version 0.2.1)

2020
bidask: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices (Version 2.0.6)

2021
bimets: Time Series and Econometric Modeling (Version 4.0.3)

2019
citmre: Colombian Index Tool Market Rate Exchange (Version 0.1.0)

2024
climetrics: Climate Change Metrics (Version 1.0-15)

2022
collapse: Advanced and Fast Data Transformation (Version 2.0.18)

2020
cotrend: Consistent Co-Trending Rank Selection (Version 1.0.2)

2012
cryptoQuotes: Open Access to Cryptocurrency Market Data, Sentiment Indicators and Interactive Charts (Version 1.3.2)

2023
dang: 'Dang' Associated New Goodies (Version 0.0.16)

2019
data.table: Extension of 'data.frame' (Version 1.16.4)

2006
dataseries: Switzerland's Data Series in One Place (Version 0.2.0)

2017
dccmidas: DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models (Version 0.1.2)

2021
dfms: Dynamic Factor Models (Version 0.2.2)

2022
digiRhythm: Analyzing Animal's Rhythmicity (Version 2.3)

2022
dsa: Seasonal Adjustment of Daily Time Series (Version 1.0.12)

2018
dygraphs: Interface to 'Dygraphs' Interactive Time Series Charting Library (Version 1.1.1.6)

2014
dynatop: An Implementation of Dynamic TOPMODEL Hydrological Model in R (Version 0.2.3)

2022
eDMA: Dynamic Model Averaging with Grid Search (Version 1.5-3)

2016
egcm: Engle-Granger Cointegration Models (Version 1.0.13)

2014
epiCleanr: A Tidy Solution for Epidemiological Data (Version 0.2.0)

2023
epo: Enhanced Portfolio Optimization (EPO) (Version 0.1.0)

2023
fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes (Version 2.2.7)

2017
facmodCS: Cross-Section Factor Models (Version 1.0)

2023
facmodTS: Time Series Factor Models for Asset Returns (Version 1.0)

2023
fcl: A Financial Calculator (Version 0.1.3)

2023
ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction (Version 0.2.2)

2021
fredr: An R Client for the 'FRED' API (Version 2.1.0)

2018
gdpc: Generalized Dynamic Principal Components (Version 1.1.4)

2016
ggfortify: Data Visualization Tools for Statistical Analysis Results (Version 0.4.17)

2015
ggpp: Grammar Extensions to 'ggplot2' (Version 0.5.8-1)

2021
gstar: Generalized Space-Time Autoregressive Model (Version 0.1.0)

2019
gstat: Spatial and Spatio-Temporal Geostatistical Modelling, Prediction and Simulation (Version 2.1-2)

2003
healthyR.ts: The Time Series Modeling Companion to 'healthyR' (Version 0.3.1)

2021
highcharter: A Wrapper for the 'Highcharts' Library (Version 0.9.4)

2016
highfrequency: Tools for Highfrequency Data Analysis (Version 1.0.1)

2012
hydroGOF: Goodness-of-Fit Functions for Comparison of Simulated and Observed Hydrological Time Series (Version 0.6-0.1)

2010
hydroTSM: Time Series Management and Analysis for Hydrological Modelling (Version 0.7-0.1)

2010
iClick: A Button-Based GUI for Financial and Economic Data Analysis (Version 1.5)

2015
ichimoku: Visualization and Tools for Ichimoku Kinko Hyo Strategies (Version 1.5.5)

2021
imputeFin: Imputation of Financial Time Series with Missing Values and/or Outliers (Version 0.1.2)

2019
imputeTS: Time Series Missing Value Imputation (Version 3.3)

2015
influxdbr: R Interface to InfluxDB (Version 0.14.2)

2017
intradayModel: Modeling and Forecasting Financial Intraday Signals (Version 0.0.1)

2023
jubilee: Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles (Version 0.3.3)

2018
kehra: Collect, Assemble and Model Air Pollution, Weather and Health Data (Version 0.1)

2016
kofdata: Get Data from the 'KOF Datenservice' API (Version 0.2.1)

2017
lcyanalysis: Stock Data Analysis Functions (Version 1.0.4)

2017
ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution (Version 0.6.1)

2017
lessR: Less Code, More Results (Version 4.3.9)

2010
lfstat: Calculation of Low Flow Statistics for Daily Stream Flow Data (Version 0.9.12)

2013
manipulateWidget: Add Even More Interactivity to Interactive Charts (Version 0.11.1)

2017
memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence (Version 1.1.1)

2019
midasr: Mixed Data Sampling Regression (Version 0.8)

2013
mmaqshiny: Explore Air-Quality Mobile-Monitoring Data (Version 1.0.0)

2020
monotonicity: Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios (Version 1.3.1)

2018
mvLSW: Multivariate, Locally Stationary Wavelet Process Estimation (Version 1.2.5)

2016
mvLSWimpute: Imputation Methods for Multivariate Locally Stationary Time Series (Version 0.1.1)

2022
mvMonitoring: Multi-State Adaptive Dynamic Principal Component Analysis for Multivariate Process Monitoring (Version 0.2.4)

2017
mvgam: Multivariate (Dynamic) Generalized Additive Models (Version 1.1.3)

2024
nanotime: Nanosecond-Resolution Time Support for R (Version 0.3.10)

2016
nvmix: Multivariate Normal Variance Mixtures (Version 0.1-1)

2018
parma: Portfolio Allocation and Risk Management Applications (Version 1.7)

2013
pcts: Periodically Correlated and Periodically Integrated Time Series (Version 0.15.7)

2020
pdfetch: Fetch Economic and Financial Time Series Data from Public Sources (Version 0.3.2)

2014
portfolio.optimization: Contemporary Portfolio Optimization (Version 1.0-0)

2018
portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets (Version 0.4.1)

2019
portsort: Factor-Based Portfolio Sorts (Version 0.1.0)

2018
prophet: Automatic Forecasting Procedure (Version 1.0)

2017
qrmdata: Data Sets for Quantitative Risk Management Practice (Version 2024-03-04-2)

2016
qrmtools: Tools for Quantitative Risk Management (Version 0.0-17)

2015
quantmod: Quantitative Financial Modelling Framework (Version 0.4.26)

2007
quarks: Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall (Version 1.1.4)

2021
rbcb: R Interface to Brazilian Central Bank Web Services (Version 0.1.14)

2017
rblt: Bio-Logging Toolbox (Version 0.2.4.7)

2019
riem: Accesses Weather Data from the Iowa Environment Mesonet (Version 0.3.2)

2016
rmgarch: Multivariate GARCH Models (Version 1.3-9)

2013
rmsfuns: Quickly View Data Frames in 'Excel', Build Folder Paths and Create Date Vectors (Version 1.0.0.1)

2017
rportfolio: Portfolio Theory (Version 0.0.3)

2020
rpredictit: Interface to the 'PredictIt' API (Version 0.1.0)

2020
rts: Raster Time Series Analysis (Version 1.1-14)

2012
rtsdata: R Time Series Intelligent Data Storage (Version 0.1.4)

2018
rtsplot: Time Series Plot (Version 0.1.5)

2018
rugarch: Univariate GARCH Models (Version 1.5-3)

2011
rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS (Version 0.1.2)

2020
rusquant: Quantitative Trading Framework (Version 1.1.4)

2023
santoku: A Versatile Cutting Tool (Version 1.0.0)

2020
seastests: Seasonality Tests (Version 0.15.4)

2019
seasonalview: Graphical User Interface for Seasonal Adjustment (Version 1.0.0)

2016
segclust2d: Bivariate Segmentation/Clustering Methods and Tools (Version 0.3.3)

2018
sentopics: Tools for Joint Sentiment and Topic Analysis of Textual Data (Version 0.7.4)

2022
shinystan: Interactive Visual and Numerical Diagnostics and Posterior Analysis for Bayesian Models (Version 2.6.0)

2015
sovereign: State-Dependent Empirical Analysis (Version 1.2.1)

2021
spacetime: Classes and Methods for Spatio-Temporal Data (Version 1.3-2)

2010
sparseIndexTracking: Design of Portfolio of Stocks to Track an Index (Version 0.1.1)

2018
ssaBSS: Stationary Subspace Analysis (Version 0.1.1)

2021
stars: Spatiotemporal Arrays, Raster and Vector Data Cubes (Version 0.6-7)

2018
starvars: Vector Logistic Smooth Transition Models Estimation and Prediction (Version 1.1.10)

2020
stressr: Fetch and plot financial stress index and component data (Version 1.0.0)

2014
surveillance: Temporal and Spatio-Temporal Modeling and Monitoring of Epidemic Phenomena (Version 1.24.1)

2005
tbl2xts: Convert Tibbles or Data Frames to Xts Easily (Version 1.0.4)

2017
td: Access to the 'twelvedata' Financial Data API (Version 0.0.6)

2021
tframePlus: Time Frame Coding Kernel Extensions (Version 2024.2-1)

2008
tidychangepoint: A Tidy Framework for Changepoint Detection Analysis (Version 0.0.1)

2024
tidyquant: Tidy Quantitative Financial Analysis (Version 1.0.9)

2016
timeSeries: Financial Time Series Objects (Rmetrics) (Version 4041.111)

2008
timeseriesdb: A Time Series Database for Official Statistics with R and PostgreSQL (Version 1.0.0-1.1.2)

2014
timetk: A Tool Kit for Working with Time Series (Version 2.9.0)

2017
trajectories: Classes and Methods for Trajectory Data (Version 0.2-9)

2014
tsBSS: Blind Source Separation and Supervised Dimension Reduction for Time Series (Version 1.0.0)

2015
tsbox: Class-Agnostic Time Series (Version 0.4.2)

2018
tscopula: Time Series Copula Models (Version 0.3.9)

2021
tsensembler: Dynamic Ensembles for Time Series Forecasting (Version 0.1.0)

2017
tsgc: Time Series Methods Based on Growth Curves (Version 0.0)

2024
tsgarch: Univariate GARCH Models (Version 1.0.3)

2024
tsmethods: Time Series Methods (Version 1.0.2)

2024
tsmarch: Multivariate ARCH Models (Version 1.0.0)

2024
tssim: Simulation of Daily and Monthly Time Series (Version 0.2.7)

2021
tstests: Time Series Goodness of Fit and Forecast Evaluation Tests (Version 1.0.1)

2024
tstools: A Time Series Toolbox for Official Statistics (Version 0.4.3)

2018
ugatsdb: Uganda Time Series Database API (Version 0.2.3)

2021
usedthese: Summarises Package & Function Usage (Version 0.5.0)

2023
ustyc: Fetch US Treasury yield curve data (Version 1.0.0)

2014
wearables: Tools to Read and Convert Wearables Data (Version 0.8.1)

2021
welo: Weighted and Standard Elo Rates (Version 0.1.4)

2021
wooldridge: 115 Data Sets from "Introductory Econometrics: A Modern Approach, 7e" by Jeffrey M. Wooldridge (Version 1.4-4)

2017
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.

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