Package: splusTimeSeries 1.5.7

splusTimeSeries: Time Series from 'S-PLUS'

A collection of classes and methods for working with indexed rectangular data. The index values can be calendar (timeSeries class) or numeric (signalSeries class). Methods are included for aggregation, alignment, merging, and summaries. The code was originally available in 'S-PLUS'.

Authors:Stephen Kaluzny [aut, cre], TIBCO Software Inc. [aut, cph]

splusTimeSeries_1.5.7.tar.gz
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splusTimeSeries.pdf |splusTimeSeries.html✨
splusTimeSeries/json (API)

# Install 'splusTimeSeries' in R:
install.packages('splusTimeSeries', repos = c('https://spkaluzny.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/spkaluzny/splustimeseries/issues

Datasets:

On CRAN:

data-structurestime-series

3.95 score 1 packages 20 scripts 382 downloads 65 exports 1 dependencies

Last updated 2 months agofrom:c01ecf4051. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 04 2024
R-4.5-win-x86_64OKNov 04 2024
R-4.5-linux-x86_64OKNov 04 2024
R-4.4-win-x86_64OKNov 04 2024
R-4.4-mac-x86_64OKNov 04 2024
R-4.4-mac-aarch64OKNov 04 2024
R-4.3-win-x86_64OKNov 04 2024
R-4.3-mac-x86_64OKNov 04 2024
R-4.3-mac-aarch64OKNov 04 2024

Exports:aggregateaggregateSeriesalignas.char.rectas.rectangularasSeriesDatacoercecolIdscolIds<-Comparecorcutdeltatdiffduplicatedendformatfrequencyhlocis.rectangularlogbMathMath2meanmedianncolncol<-nrownrow<-numColsnumCols<-numRowsnumRows<-Opspositionspositions<-quantilerow.namesrow.names<-rowIdsrowIds<-seriesDataseriesData<-seriesDataNewseriesDataValidseriesLagseriesLengthseriesMergeshiftshiftPositionsshowsignalSeriessortsort.liststartsubscript2dsubscript2d<-summarySummarytimeSeriests.updateunionPositionsunitsvarwindow

Dependencies:splusTimeDate

Readme and manuals

Help Manual

Help pageTopics
Time Series and Signal AggregationaggregateSeries
Time Series and Signal Interpolation and Alignmentalign
Uniform Rectangular Data Functionsas.char.rect as.rectangular colIds colIds,ANY-method colIds<- colIds<-,ANY-method is.rectangular ncol<- ncol<-,ANY-method ncol<-,data.frame-method nrow<- nrow<-,ANY-method nrow<-,data.frame-method numCols numCols,ANY-method numCols<- numCols<-,ANY-method numCols<-,data.frame-method numRows numRows,ANY-method numRows<- numRows<-,ANY-method numRows<-,data.frame-method rowIds rowIds,ANY-method rowIds<- rowIds<-,ANY-method subscript2d subscript2d,ANY-method subscript2d,data.frame-method subscript2d,matrix-method subscript2d<- subscript2d<-,ANY-method subscript2d<-,data.frame-method subscript2d<-,matrix-method
Dow Jones Industrial Averagedjia
Foreign Exchange Ratesexch.rate
Federal Reserve Interest Ratesfed.rate
High, Low, Open, and Close Calculationhloc
Network Packet Trafficnet.packet
Positions of 'series' Objectspositions positions<- positions<-,timeSeries-method
Speech Signalsay.wavelet
Base Class for Time Series and Signalsaggregate,seriesVirtual-method boxplot,seriesVirtual-method c,seriesVirtual-method coerce,seriesVirtual,character-method coerce,seriesVirtual,complex-method coerce,seriesVirtual,integer-method coerce,seriesVirtual,logical-method coerce,seriesVirtual,matrix-method coerce,seriesVirtual,numeric-method coerce,seriesVirtual,vector-method colIds,seriesVirtual-method colIds<-,seriesVirtual-method cor,ANY,seriesVirtual-method cor,seriesVirtual,ANY-method cor,seriesVirtual,seriesVirtual-method deltat,seriesVirtual-method diff,seriesVirtual-method dim,seriesVirtual-method dimnames,seriesVirtual-method dimnames<-,seriesVirtual-method duplicated,seriesVirtual-method end,seriesVirtual-method format,seriesVirtual-method frequency,seriesVirtual-method hist,seriesVirtual-method is.na,seriesVirtual-method length,seriesVirtual-method logb,seriesVirtual-method Math,seriesVirtual-method Math2,seriesVirtual-method mean,seriesVirtual-method median,seriesVirtual-method names,seriesVirtual-method names<-,seriesVirtual-method ncol,seriesVirtual-method nrow,seriesVirtual-method numCols,seriesVirtual-method numCols<-,seriesVirtual-method numRows,seriesVirtual-method numRows<-,seriesVirtual-method Ops,ANY,seriesVirtual-method Ops,seriesVirtual,ANY-method Ops,seriesVirtual,missing-method Ops,seriesVirtual,seriesVirtual-method pairs,seriesVirtual-method quantile,seriesVirtual-method rep,seriesVirtual-method row.names,seriesVirtual-method row.names<-,seriesVirtual-method rowIds,seriesVirtual-method rowIds<-,seriesVirtual-method series-class seriesLength,seriesVirtual-method seriesVirtual-class shift,seriesVirtual-method show,seriesVirtual-method sort,seriesVirtual-method sort.list,seriesVirtual-method start,seriesVirtual-method subscript2d,seriesVirtual-method subscript2d<-,seriesVirtual-method Summary,seriesVirtual-method summary,seriesVirtual-method units,seriesVirtual-method var,seriesVirtual,ANY-method window,seriesVirtual-method [,seriesVirtual-method [<-,seriesVirtual,ANY,ANY,seriesVirtual-method [<-,seriesVirtual,ANY,ANY,vector-method
SeriesData of 'series' ObjectsasSeriesData seriesData seriesData<- seriesDataNew seriesDataValid
Time Series Lag/Lead FunctionseriesLag seriesLag,series-method
Length of a 'timeSeries'seriesLength
Merging for Time Series and SignalsseriesMerge
Create a Shifted Time Seriesshift shift,ANY-method
Create a 'signalSeries' objectsignalSeries
signalSeries Classas.data.frame,signalSeries-method coerce,signalSeries,data.frame-method end,signalSeries-method signalSeries-class start,signalSeries-method
Treasury Bill Auction Ratestbauc.1y tbauc.3m tbauc.6m
Treasury Bond Futures Trading Datatbond
Treasury Constant Maturity Curvetcm.curve
Create a 'timeSeries' ObjecttimeSeries
Calendar Time Series Classas.data.frame,timeSeries-method coerce,timeSeries,data.frame-method deltat,timeSeries-method start,timeSeries-method timeSeries-class
Update Old 'ts' Objectsts.update
Positions Object Union With ToleranceunionPositions