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: 0.8-0
Depends: zoo
Suggests: timeSeries, timeDate, tseries, its, chron, fts, tis
Published: 2011-02-22
Author: Jeffrey A. Ryan, Josh M. Ulrich
Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
License: GPL-2
URL: http://r-forge.r-project.org/projects/xts/
In views: Finance, TimeSeries
CRAN checks: xts results

Downloads:

Package source: xts_0.8-0.tar.gz
MacOS X binary: xts_0.8-0.tgz
Windows binary: xts_0.8-0.zip
Reference manual: xts.pdf
Vignettes: xts: Extensible Time Series
News/ChangeLog:NEWS
Old sources: xts archive

Reverse dependencies:

Reverse depends: DMwR, IBrokers, PerformanceAnalytics, RFinanceYJ, RcmdrPlugin.epack, TTR, fractalrock, quantmod, spacetime, tawny
Reverse suggests: TSzip, sos4R, tframePlus, zoo
Reverse enhances: lubridate