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:	0.14.1
Depends:	R (≥ 3.6.0), zoo (≥ 1.7-12)
Imports:	methods
LinkingTo:	zoo
Suggests:	timeSeries, timeDate, tseries, chron, tinytest
Published:	2024-10-15
DOI:	10.32614/CRAN.package.xts
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://joshuaulrich.github.io/xts/, https://github.com/joshuaulrich/xts
NeedsCompilation:	yes
Materials:	README NEWS
In views:	Econometrics, Finance, MissingData, SpatioTemporal, TimeSeries
CRAN checks:	xts results

Documentation:

Reference manual:	xts.pdf
Vignettes:	xts FAQ (source, R code) xts: Extensible Time Series (source, R code)

Downloads:

Package source:	xts_0.14.1.tar.gz
Windows binaries:	r-devel: xts_0.14.1.zip, r-release: xts_0.14.1.zip, r-oldrel: xts_0.14.1.zip
macOS binaries:	r-release (arm64): xts_0.14.1.tgz, r-oldrel (arm64): xts_0.14.1.tgz, r-release (x86_64): xts_0.14.1.tgz, r-oldrel (x86_64): xts_0.14.1.tgz
Old sources:	xts archive

Reverse dependencies:

Reverse depends:	bimets, bsts, cotrend, DeRezende.Ferreira, eDMA, egcm, FFdownload, FinancialInstrument, GVARX, IBrokers, iClick, JFE, lfstat, mvLSW, NasdaqDataLink, neverhpfilter, PerformanceAnalytics, portfolio.optimization, PortfolioAnalytics, portsort, Quandl, quantmod, RblDataLicense, rblt, RcppXts, Riex, RMOPI, rts, rtsdata, rusquant, YieldCurve
Reverse imports:	AFR, airGRteaching, AirMonitor, anomaly, argo, AssetAllocation, ATAforecasting, BEKKs, BGVAR, bidask, BRVM, citmre, climetrics, ConnectednessApproach, cryptoQuotes, DatastreamDSWS2R, dccmidas, DChaos, DClusterm, digiRhythm, DMwR2, DriftBurstHypothesis, dsa, dygraphs, dynatop, EHRtemporalVariability, EmiStatR, epo, EviewsR, facmodCS, facmodTS, fcl, fDMA, GAS, gdpc, ggpp, gstar, highcharter, highfrequency, hydroGOF, hydroTSM, ichimoku, ICtest, IndexConstruction, influxdbr, intradayModel, jubilee, kehra, kofdata, lcyanalysis, ldhmm, lessR, MIMSunit, mmaqshiny, msdrought, mvLSWimpute, mvMonitoring, NNS, OOS, PCRA, pcts, pdfetch, PortalHacienda, portfolioBacktest, PRISM.forecast, prophet, PWEV, qrmdata, qrmtools, quarks, RavenR, rbcb, RchivalTag, rmgarch, rmsfuns, RPEIF, RPESE, rportfolio, rpredictit, RTL, RtsEva, rtsplot, rugarch, rumidas, RWDataPlyr, seasonalview, seastests, SEI, shinystan, sovereign, spacetime, ssaBSS, starvars, StockDistFit, Strategy, stressr, SVDNF, SystemicR, tbl2xts, tidychangepoint, tidyquant, timeseriesdb, timetk, tsBSS, tscopula, TSdist, tsensembler, TSEtools, tsgarch, tsgc, tsmarch, tsmethods, tssim, TSstudio, tstests, tstools, TTR, UKgrid, UnalR, URooTab, wearables, welo
Reverse linking to:	RcppXts, TTR
Reverse suggests:	bayesmove, BETS, collapse, dang, data.table, dataseries, DepthProc, dfms, epiCleanr, FatTailsR, ffp, fredr, ggfortify, gstat, healthyR.ts, imputeFin, imputeTS, manipulateWidget, memochange, midasr, monotonicity, mvgam, nanotime, nvmix, parma, Rblpapi, riem, RTransferEntropy, santoku, segclust2d, sentopics, SharpeR, SlidingWindows, SpaceTimeBSS, sparseIndexTracking, stars, td, tframePlus, timeSeries, trajectories, tsbox, ugatsdb, usedthese, ustyc, wooldridge, zoo
Reverse enhances:	surveillance

Linking:

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