Port variant | std |
Summary | Z-Ordered Observations for time series |
BROKEN | |
Package version | 1.8.12 |
Homepage | https://zoo.R-Forge.R-project.org/ |
Keywords | cran |
Maintainer | CRAN Automaton |
License | Not yet specified |
Other variants | There are no other variants. |
Ravenports | Buildsheet | History |
Ravensource | Port Directory | History |
Last modified | 09 AUG 2024, 21:24:17 UTC |
Port created | 15 APR 2020, 06:14:40 UTC |
single | zoo: S3 Infrastructure for Regular and Irregular Time Series (Z'sOrdered Observations) An S3 class with methods for totally ordered indexed observations. It is particularly aimed at irregular time series of numeric vectors/matrices and factors. zoo's key design goals are independence of a particular index/date/time class and consistency with ts and base R by providing methods to extend standard generics. |
Build (only) |
gmake:primary:std R:primary:std icu:dev:std |
Runtime (only) |
R:primary:std R:nls:std |
main | mirror://CRAN/src/contrib https://loki.dragonflybsd.org/cranfiles/ |
R-PerformanceAnalytics:std | Econometric Tools for Performance & Risk Analysis |
R-Quandl:std | API Wrapper for Quandl.com |
R-TTR:std | Technical Trading Rules |
R-dygraphs:std | Interface to Dygraphs charting library |
R-forecast:std | Forecasting for time series and linear models |
R-lmtest:std | Testing Linear Regression Models |
R-plm:std | Linear Models for Panel Data |
R-quantmod:std | Quantitative Financial Modelling Framework |
R-sandwich:std | Robust Covariance Matrix Estimators |
R-syuzhet:std | Extracts sentiment-derived plot arcs from text |
R-tidyquant:std | Tidy Quantitative Financial Analysis |
R-timetk:std | Tool Kit for Working with Time Series |
R-tseries:std | Time Series Analysis and Computational Finance |
R-xts:std | EXtensible Time Series |