Financial Time Series Objects (Rmetrics)
Overview
'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.
- removed deprecated functions
interpNAandsubstituteNA. Usena.omitinstead, see?na.omit.timeSeriesfor details. (The deprecatedremoveNAis kept for now, since it is used in a package.) - removed a number of unexported deprecated functions starting with a '.', which had exported variants without the starting '.'.
- removed the unnecessary tabular environment in 'timeSeries-deprecated.Rd'.
- corrected minor typo's (e.g., changed a
getRmetricsOptiontogetRmetricsOptionsin an error message).
From NEWS.md in the release
Install
Health
NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64
Found calls to structure() using deprecated special names: timeSeries/R/methods-plot2.R (.Names: 1) timeSeries/inst/doc/timeSeriesPlot.R (.Names: 1) '.Names' should be changed to 'names'.
- NOTE8 OK, 5 NOTENow
- NOTE11 OK, 2 NOTE2026-07-16
- OK13 OK2026-06-08
- WARNING12 OK, 1 WARNING2026-06-07
- OK14 OK2026-03-10
Documentation
- Help pages
- 64 (2 internal)includes a package overview page
- Examples that run
- 100%61 run in a plain check
- Exported functions with examples
- 95%
- Documented parameters
- 95%
- Return-value docs
- 80%
- Help pages citing references
- 3%
Downloads
Repository
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/geobosh/timeseriesdoc on 2026-10-11.
Dependencies
Installing timeSeries adds 1 package (0 with compiled code, 359 KB of source tarballs). Heaviest: timeDate 359 KB.
Show all 38 packagesHide all 38 packages
Code & Tests
Datasets
People & History
Previously maintained by Tobias Setz (3011.98 to 3062.100) and Yohan Chalabi (3000.96 to 3010.97).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 4052.112Latest
- RR 4.5.0 released · 2025-04-11
- 4041.1112024-09-22 · diff ↗
- 4041.1102024-09-16 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 4032.1092024-01-14 · diff ↗ ·
added 16 exports
time, head, tail, str, start, end, median, quantile, na.contiguous, aggregate, as.ts, lines, points, na.omit, lag, window - 4032.1082023-12-19 · diff ↗
- 4031.1072023-08-26 · diff ↗ ·
removed 13 exports
.plotOHLC, .xtplot.timeSeries, .xtsPlot, .axTicksByTime2, .endpoints2, .periodicity2, .appendList, .DollarNames.timeSeries, .align.timeSeries, colStdevs, dummySeries, durationSeries, .ohlcDailyPlotadded 2 exports
coredata.timeSeries, coredata<-.timeSeries - 4030.1062023-05-25 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 4021.1052022-10-16 · diff ↗ ·
removed 58 exports
.aggregate.timeSeries, .applySeries, .as.data.frame.timeSeries, .as.list.timeSeries, .as.matrix.timeSeries, .as.ts.timeSeries, .cut.timeSeries, .description, .dollar_assign, .end.timeSeries, .extract.turnpointsPastecs, .fapply, .findIndex, .head.timeSeries, .isOHLC, .isOHLCV, .lines.timeSeries, .lowessSmoother, .merge.timeSeries, .na.omit.timeSeries, .naOmitMatrix, .old2newRda, .old2newTimeSeries, .plot.timeSeries, .plot.turnpointsPastecs, .points.timeSeries, .print.timeSeries, .rev.timeSeries, .rollmax.timeSeries, .rollmean.timeSeries and 28 moreadded 1 export
dummyMonthlySeries - 4021.1042022-07-17 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
Show 71 earlier eventsHide 71 earlier events
- 3062.1002020-01-24 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 3042.1022017-11-17 · diff ↗
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 3022.101.22015-12-14 · diff ↗
- 3022.101.12015-12-11 · diff ↗
- 3022.1012015-11-09 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 3012.992015-01-23 · diff ↗
- 3011.982014-10-28 · diff ↗ ·
removed 6 exports
.diff.timeSeries, .endOfPeriodBenchmarks, .endOfPeriodSeries, .endOfPeriodStats, .plotTimeSeries, ohlcDailyPlotadded 19 exports
endOfPeriodBenchmarks, endOfPeriodSeries, endOfPeriodStats, returns0, index2wealth, daily2monthly, daily2weekly, splits, .xtplot.timeSeries, .xtsPlot, .axTicksByTime2, .endpoints2, .periodicity2, .colorwheelPalette, getAttributes, setAttributes<-, .appendList, getUnits.default, .ohlcDailyPlot - RR 3.1.0 released · 2014-04-10
- 3010.972013-05-01 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 3000.962013-03-15 · diff ↗
- 2160.952012-08-07 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 2160.94
- 2160.932012-03-20 · diff ↗
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- 2130.922011-03-09 · diff ↗
- 2130.912011-02-10 · diff ↗
- 2130.902010-10-27 · diff ↗
- RR 2.12.0 released · 2010-10-15
- 2120.892010-07-26 · diff ↗
- 2120.88
- RR 2.11.0 released · 2010-04-22
- 2110.87
- 2110.862009-12-13 · diff ↗
- 2110.852009-12-10 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 2100.842009-09-28 · diff ↗ ·
removed 19 exports
aggregate.timeSeries, as.list.timeSeries, as.ts.timeSeries, cut.timeSeries, diff.timeSeries, end.timeSeries, head.timeSeries, isMonthly, lag.timeSeries, merge.timeSeries, na.omit.timeSeries, rev.timeSeries, scale.timeSeries, sort.timeSeries, start.timeSeries, tail.timeSeries, time.timeSeries, .turnpoints, window.timeSeriesadded 34 exports
.aggregate.timeSeries, .as.data.frame.timeSeries, .as.list.timeSeries, .as.matrix.timeSeries, .as.ts.timeSeries, .cut.timeSeries, .diff.timeSeries, .dollar_assign, .end.timeSeries, .head.timeSeries, .isOHLC, .isOHLCV, .lines.timeSeries, .lowessSmoother, .merge.timeSeries, .na.omit.timeSeries, .plot.timeSeries, .points.timeSeries, .rev.timeSeries, .rollmax.timeSeries, .rollmean.timeSeries, .rollmedian.timeSeries, .rollmin.timeSeries, .scale.timeSeries, .sort.timeSeries, .splineSmoother, .start.timeSeries, .str.timeSeries, .supsmuSmoother, .tail.timeSeries and 4 more - 2100.832009-04-20 · diff ↗
- 2100.822009-04-17 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 290.812009-04-16 · diff ↗ ·
removed 3 exports
.align.timeSeries.old, .assign_timeSeries, rank.timeSeriesadded 21 exports
aggregate.timeSeries, as.list.timeSeries, as.ts.timeSeries, cut.timeSeries, diff.timeSeries, end.timeSeries, .findIndex, head.timeSeries, is.signalSeries, lag.timeSeries, merge.timeSeries, na.omit.timeSeries, .old2newRda, .old2newTimeSeries, rev.timeSeries, scale.timeSeries, sort.timeSeries, start.timeSeries, tail.timeSeries, time.timeSeries, window.timeSeries - 290.802009-02-04 · diff ↗
- 290.792008-12-04 · diff ↗
- 280.782008-10-27 · diff ↗
- 280.772008-10-25 · diff ↗
- 280.752008-10-23 · diff ↗
- 3.0.02013-03-25 · diff ↗
- 2.15.22012-08-07 · diff ↗
- 2.15.02012-03-22 · diff ↗
- 2.13.22011-08-02 · diff ↗ ·
added 19 exports
getSeries, setSeries<-, getUnits, setUnits<-, getTime, setTime<-, getFinCenter, setFinCenter<-, smoothLowess, rollMax, rollMean, rollMedian, rollMin, rollStats, smoothSpline, smoothSupsmu, turns, turnsStats, pretty.timeSeries - 2.13.02011-03-09 · diff ↗
- 2.12.22011-02-10 · diff ↗
- 2.12.12010-10-27 · diff ↗
- 2.12.02010-07-26 · diff ↗
- 2.11.02010-01-06 · diff ↗
- 2.10.12009-12-13 · diff ↗
- 2.10.02009-09-28 · diff ↗
- 2.9.12009-04-19 · diff ↗
- 2.9.02009-04-17 · diff ↗
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- RR 2.4.0 released · 2006-10-03
- RR 2.3.0 released · 2006-04-24
- RR 2.2.0 released · 2005-10-06
- RR 2.1.0 released · 2005-04-18
- RR 2.0.0 released · 2004-10-04
- RR 1.9.0 released · 2004-04-12
- RR 1.8.0 released · 2003-10-08
- RR 1.7.0 released · 2003-04-16
- RR 1.6.0 released · 2002-10-01
- RR 1.5.0 released · 2002-04-29
- 2.0.01977-08-08
Package metadata
- First published
- 1977-08-08
- Total releases
- 52
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 204 KB / 3 files
- Download size
- 1.4 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("timeSeries")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
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