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: 0.9-7
Depends: zoo (≥ 1.7-10)
Suggests: timeSeries, timeDate, tseries, its, chron, fts, tis
Published: 2014-01-02
Author: Jeffrey A. Ryan, Joshua M. Ulrich
Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://r-forge.r-project.org/projects/xts/
NeedsCompilation: yes
Materials: NEWS
In views: Econometrics, Finance, SpatioTemporal, TimeSeries
CRAN checks: xts results


Reference manual: xts.pdf
Vignettes: xts: Extensible Time Series
Package source: xts_0.9-7.tar.gz
Windows binaries: r-devel: xts_0.9-7.zip, r-release: xts_0.9-7.zip, r-oldrel: xts_0.9-7.zip
OS X Mavericks binaries: r-release: xts_0.9-7.tgz, r-oldrel: xts_0.9-7.tgz
Old sources: xts archive

Reverse dependencies:

Reverse depends: aqr, bdrift, bsts, cotrend, egcm, EIAdata, eventstudies, FinancialInstrument, highfrequency, hydroTSM, IBrokers, lfstat, PerformanceAnalytics, PortfolioAnalytics, Quandl, quantmod, RcmdrPlugin.epack, RcppXts, RFinanceYJ, rts, YieldCurve
Reverse imports: backtestGraphics, carx, covmat, creditr, DMwR, dygraphs, dynatopmodel, ecd, ggpmisc, highcharter, hydroGOF, machina, pdfetch, rmgarch, RObsDat, rugarch, shinystan, spacetime, stressr, tawny, tawny.types, timeseriesdb, TSdist, TSmisc, TTR, vetools
Reverse linking to: RcppXts, TTR
Reverse suggests: crawl, data.table, FatTailsR, FRAPO, gstat, hydroPSO, parma, Rblpapi, SharpeR, sos4R, surveillance, tframePlus, timeSeries, tolBasis, trajectories, TSdata, ustyc, zoo
Reverse enhances: lubridate