Package: xts 0.14.0

Joshua M. Ulrich

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.

Authors:Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ross Bennett [ctb], Corwin Joy [ctb]

xts.pdf |xts.html
xts/json (API)

# Install xts in R:
install.packages('xts', repos = c('', ''))

Peer review:

Bug tracker:

  • sample_matrix - Sample Data Matrix For xts Example and Unit Testing



113 exports 217 stars 12.83 score 2 dependencies 1062 dependents 361.9k downloads

Last updated 11 days agofrom:e6c6067c3b5afe1c3722d591c80aa1cba81713a2



xts FAQ

Rendered fromxts-faq.Rnwusingutils::Sweaveon Jun 05 2024.

Last update: 2023-08-02
Started: 2013-08-25

xts: Extensible Time Series

Rendered fromxts.Rnwusingutils::Sweaveon Jun 05 2024.

Last update: 2019-05-12
Started: 2013-08-25

Readme and manuals

Help Manual

Help pageTopics
xts: extensible time-seriesxts-package
Internal ISO 8601:2004(e) Time Parser.parseISO8601 ISO8601 parseISO8601
Extract Subsets of xts Objects.subset.xts .subset_xts subset.xts [.xts
Add vertical lines to an existing xts plotaddEventLines
Add LegendaddLegend
Add a panel to an existing xts plotaddPanel
Add a polygon to an existing xts plotaddPolygon
Add a time series to an existing xts plotaddSeries
Align seconds, minutes, and hours to beginning of next period.adj.time align.time align.time.xts shift.time
Apply Function over Calendar Periodsapply.daily apply.monthly apply.quarterly apply.weekly apply.yearly
Coerce an xts Object to an Environment by Columnas.environment.xts
Convert Objects To and From xtsas.xts as.xts.Date as.xts.irts as.xts.matrix as.xts.POSIXt as.xts.timeDate as.xts.timeSeries as.xts.ts as.xts.yearmon as.xts.yearqtr as.xts.zoo xtsible
Compute x-Axis Tickmark Locations by TimeaxTicksByTime
Concatenate Two or More xts Objects by Rowc.xts rbind.xts
Extract and Set .CLASS AttributeCLASS CLASS<-
Extract/Replace Core Data of an xts Objectcoredata.xts xcoredata xcoredata<-
Dimnames of an xts Objectdimnames.xts dimnames<-.xts
Locate Endpoints by Timeendpoints
Return First or Last n Elements of A Data Objectfirst first.default first.xts last last.default last.xts
Create a POSIXct Objectfirstof lastof
Get and Replace the Class of an xts Index.index .index<- .indexbday .indexDate .indexday .indexhour .indexisdst .indexmday .indexmin .indexmon .indexsec .indexwday .indexweek .indexyday .indexyear .indexyweek convertIndex index.xts index<-.xts time.xts time<-.xts
Get or Replace the Timezone of an xts Object's IndexindexTZ indexTZ<- tzone tzone<-
Force Time Values To Be Uniqueis.index.unique is.time.unique make.index.unique make.time.unique
Check if Class is Time-Basedis.timeBased timeBased
Check If A Vector Is OrderedisOrdered
Lags and Differences of xts Objectsdiff.xts lag.xts
Merge xts Objectscbind.xts merge.xts
Last Observation Carried Forwardna.locf.xts
Number of Periods in Datandays nhours nminutes nmonths nquarters nseconds nweeks nyears
Apply Function Over Specified Intervalperiod.apply
Optimized Calculations By Periodperiod.max period.min period.sum
Approximate Series Periodicityperiodicity
Plotting xts Objectslines.xts plot.xts points.xts
Print An xts Time-Series Objectprint.xts
Sample Data Matrix For xts Example and Unit Testingsample_matrix
Divide into Groups by Timesplit.xts
Get or Replace the Class of an xts Object's IndexindexClass indexClass<- tclass tclass.default tclass.xts tclass<- tclass<-.default tclass<-.xts
Get or Replace the Format of an xts Object's IndexindexFormat indexFormat<- tformat tformat<-
Create a Sequence or Range of TimestimeBasedRange timeBasedSeq
Convert time series data to an OHLC seriesto.daily to.hourly to.minutes to.minutes10 to.minutes15 to.minutes3 to.minutes30 to.minutes5 to.monthly to.period to.quarterly to.weekly to.yearly to_period
Convert Objects to xts and Back to Original ClassReclass reclass try.xts use.reclass use.xts
Extract Time Windows from xts Objectswindow.xts
Create or Test For An xts Time-Series Object.xts is.xts xts
Internal Documentationxts-internals
xts C API DocumentationxtsAPI
Extract and Replace xts AttributesxtsAttributes xtsAttributes<-