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.
||aqr, cotrend, eventstudies, FinancialInstrument, FRBData, highfrequency, hydroTSM, IBrokers, PerformanceAnalytics, quantmod, RcmdrPlugin.epack, RcppXts, RFinanceYJ, rts, TTR, YieldCurve|
||DMwR, hydroGOF, pdfetch, Quandl, rmgarch, RObsDat, rugarch, spacetime, tawny.types|
|Reverse linking to:
||data.table, FRAPO, gstat, hydroPSO, parma, PIN, sos4R, tframePlus, TSzip, zoo|