Last data update: 2014.03.03

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Results 1 - 10 of 39 found.
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period.min (Package: xts) : Calculate Min By Period

Calculate a minimum for each period of INDEX. Essentially a rolling application of minimum over a series of non-overlapping sections.
● Data Source: CranContrib
● Keywords: utilities
● Alias: period.min
● 0 images

diff.xts (Package: xts) : Lags and Differences of xts Objects

Methods for computing lags and differences on xts objects. This matches most of the functionality of zoo methods, with some default argument changes.
● Data Source: CranContrib
● Keywords: chron, manip
● Alias: diff.xts, lag.xts, lagts.xts
● 0 images

as.environment.xts (Package: xts) : Coerce an sQuote{xts

Method to automatically convert an ‘xts’ object to an environment containing vectors representing each column of the original xts object. Each objects will be named according to the column name it is exracted by.
● Data Source: CranContrib
● Keywords: manip
● Alias: as.environment.xts
● 0 images

xtsAPI (Package: xts) : xts C API Documentation

This help file is to help in development of xts, as well as provide some clarity and insight into its purpose and implementation.
● Data Source: CranContrib
● Keywords: utilities
● Alias: xtsAPI
● 0 images

make.index.unique (Package: xts) :

A generic function to force sorted time vectors to be unique. Useful for high-frequency time-series where original time-stamps may have identical values. For the case of xts objects, the default eps is set to ten microseconds. In practice this advances each subsequent identical time by eps over the previous (possibly also advanced) value.
● Data Source: CranContrib
● Keywords: ts
● Alias: is.index.unique, is.time.unique, make.index.unique, make.time.unique
● 0 images

to.period (Package: xts) : Convert time series data to an OHLC series

Convert an OHLC or univariate object to a specified periodicity lower than the given data object. For example, convert a daily series to a monthly series, or a monthly series to a yearly one, or a one minute series to an hourly series.
● Data Source: CranContrib
● Keywords: utilities
● Alias: OHLC, to.daily, to.hourly, to.minutes, to.minutes10, to.minutes15, to.minutes3, to.minutes30, to.minutes5, to.monthly, to.period, to.quarterly, to.weekly, to.yearly, to_period
● 0 images

timeBasedSeq (Package: xts) : Create a Sequence or Range of Times

A function to create a vector of time-based objects suitable for indexing an xts object, given a string conforming to the ISO 8601 time and date standard for range-based specification. The resultant series can be of any class supported by xts, including POSIXct, Date, chron, timeDate, yearmon, and yearqtr.
● Data Source: CranContrib
● Keywords: utilities
● Alias: timeBasedRange, timeBasedSeq
● 0 images

indexClass (Package: xts) : Extracting/Replacing the Class of an xts Index

Generic functions to extract, replace, and format the class of the index of an xts object.
● Data Source: CranContrib
● Keywords: utilities
● Alias: .index, .index<-, .indexDate, .indexday, .indexhour, .indexmday, .indexmin, .indexmon, .indexsec, .indexwday, .indexweek, .indexyday, .indexyear, .indexymon, convertIndex, index.xts, index<-.xts, indexClass, indexClass<-, indexFormat, indexFormat<-, tclass, tclass<-
● 0 images

isOrdered (Package: xts) : Check If A Vector Is Ordered

Performs check to determine if a vector is strictly increasing, strictly decreasing, not decreasing, or not increasing.
● Data Source: CranContrib
● Keywords: misc
● Alias: isOrdered
● 0 images

period.apply (Package: xts) : Apply Function Over Specified Interval

Apply a specified function to data over a given interval, where the interval is taken to be the data from INDEX[k] to INDEX[k+1], for k=1:(length(INDEX)-1).
● Data Source: CranContrib
● Keywords: utilities
● Alias: period.apply
● 0 images