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: 0.9-3
Depends: zoo (≥ 1.7-2)
LinkingTo: zoo (≥ 1.7.2)
Suggests: timeSeries, timeDate, tseries, its, chron, fts, tis
Published: 2013-01-20
Author: Jeffrey A. Ryan, Joshua M. Ulrich
Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
License: GPL-2
URL: http://r-forge.r-project.org/projects/xts/
NeedsCompilation: yes
In views: Finance, SpatioTemporal, TimeSeries
CRAN checks: xts results

Downloads:

Package source: xts_0.9-3.tar.gz
MacOS X binary: xts_0.9-3.tgz
Windows binary: xts_0.9-3.zip
Reference manual: xts.pdf
Vignettes: xts: Extensible Time Series
News/ChangeLog:NEWS
Old sources: xts archive

Reverse dependencies:

Reverse depends: aqr, cotrend, datamart, DMwR, eventstudies, FinancialInstrument, FRBData, highfrequency, hydroTSM, IBrokers, PairTrading, PerformanceAnalytics, quantmod, RcmdrPlugin.epack, RcppXts, RFinanceYJ, RTDAmeritrade, rts, TTR, YieldCurve
Reverse imports: gstat, hydroGOF, plotKML, Quandl, rmgarch, rugarch, spacetime
Reverse linking to: RcppXts, TTR
Reverse suggests: data.table, FRAPO, hydroPSO, PIN, sos4R, tframePlus, TSzip, zoo
Reverse enhances: lubridate