xts: eXtensible Time Series

Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

Version: 0.12.1
Depends: zoo (≥ 1.7-12)
Imports: methods
LinkingTo: zoo
Suggests: timeSeries, timeDate, tseries, chron, fts, tis, RUnit
Published: 2020-09-09
Author: Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ross Bennett [ctb], Corwin Joy [ctb]
Maintainer: Joshua M. Ulrich <josh.m.ulrich at gmail.com>
BugReports: https://github.com/joshuaulrich/xts/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/joshuaulrich/xts
NeedsCompilation: yes
Materials: NEWS
In views: Econometrics, Finance, MissingData, SpatioTemporal, TimeSeries
CRAN checks: xts results

Downloads:

Reference manual: xts.pdf
Vignettes: xts FAQ
xts: Extensible Time Series
Package source: xts_0.12.1.tar.gz
Windows binaries: r-devel: xts_0.12.1.zip, r-release: xts_0.12.1.zip, r-oldrel: xts_0.12.1.zip
macOS binaries: r-release: xts_0.12.1.tgz, r-oldrel: xts_0.12.1.tgz
Old sources: xts archive

Reverse dependencies:

Reverse depends: bimets, bsts, cotrend, DeRezende.Ferreira, eDMA, egcm, EIAdata, eventstudies, FinancialInstrument, GVARX, hydroTSM, IBrokers, iClick, JFE, lfstat, mvLSW, neverhpfilter, PerformanceAnalytics, portfolio.optimization, PortfolioAnalytics, portsort, Quandl, quantmod, RblDataLicense, rblt, RcppXts, RFinanceYJ, Riex, rts, rtsdata, YieldCurve
Reverse imports: airGRteaching, AirSensor, AlphaVantageClient, argo, BGVAR, BIRDS, carx, CityWaterBalance, DChaos, DClusterm, DMwR, DMwR2, DriftBurstHypothesis, dsa, dygraphs, dynatopmodel, ecd, efts, EHRtemporalVariability, EmiStatR, fDMA, GAS, gdpc, geoSpectral, ggpmisc, gstar, HARModel, highcharter, highfrequency, hydroGOF, ICtest, IndexConstruction, influxdbr, jubilee, kehra, Knoema, lcyanalysis, ldhmm, machina, MIMSunit, mindicador, mmaqshiny, modchart, MODIStsp, mvMonitoring, nowcasting, pdfetch, PortalHacienda, PortfolioAnalysis, portfolioBacktest, PRISM.forecast, prophet, PWFSLSmoke, qrmdata, qrmtools, RchivalTag, rmgarch, rMorningStar, rmsfuns, RobStatTM, RPEIF, RPESE, rportfolio, rpredictit, RTL, rtsplot, rugarch, rumidas, RWDataPlyr, seasonalview, seastests, shinystan, spacetime, SpatialEpiApp, starvars, Strategy, stressr, stUPscales, swmmr, SystemicR, tbl2xts, tidyquant, timeseriesdb, timetk, TrajDataMining, tsBSS, TSdist, TSEtools, TSstudio, tstools, TTR, UKgrid, vetools
Reverse linking to: RcppXts, TTR
Reverse suggests: ARDL, BETS, crawl, dang, data.table, dataseries, DepthProc, FatTailsR, ggfortify, gstat, imputeFin, imputeTS, manipulateWidget, memochange, midasr, monotonicity, nanotime, nvmix, OSTSC, parma, Rblpapi, RTransferEntropy, segclust2d, SharpeR, SlidingWindows, sparseIndexTracking, stars, surveillance, tframePlus, timeSeries, trajectories, tsbox, TSdata, TSmisc, ustyc, zoo

Linking:

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