R interface to tslib (a time series library in c++)

Documentation for package ‘fts’ version 0.7.7

DESCRIPTION file.

Help Pages

A B C D E F G H I L M N O P R S T U W Y misc

-- A --

above.ma	Trading indicators
analog	Trading indicators
apply	Apply Function
as.data.frame.fts	Convert from/to fts
as.fts	Convert from/to fts
as.fts.data.frame	Convert from/to fts
as.fts.default	Convert from/to fts
as.fts.matrix	Convert from/to fts
as.fts.zoo	Convert from/to fts
as.matrix.fts	Convert from/to fts

-- B --

below.ma

Trading indicators

-- C --

cbind.fts	Fts: a fast timeseries library
col.all	Logical subsets of objects
col.any	Logical subsets of objects
column.apply	Apply Function
cor.by.row	Moving Functions

-- D --

dates	Fts: a fast timeseries library
dates.fts	Fts: a fast timeseries library
dates<-	Fts: a fast timeseries library
dates<-.fts	Fts: a fast timeseries library
day	Trading indicators
diff.fts	Trading indicators
down	Trading indicators

-- E --

ema	Trading indicators
event.dates	Extract Dates
expanding	Expanding Window Functions
expanding.cor	Expanding Window Functions
expanding.cov	Expanding Window Functions
expanding.max	Expanding Window Functions
expanding.mean	Expanding Window Functions
expanding.min	Expanding Window Functions
expanding.product	Expanding Window Functions
expanding.rank	Expanding Window Functions
expanding.sd	Expanding Window Functions
expanding.sum	Expanding Window Functions

-- F --

fill	Fill Missing Values
fill.bwd	Fill Missing Values
fill.fwd	Fill Missing Values
fill.value	Fill Missing Values
filter.min.obs	pad and trim dates
frequency.convert	Change Frequencies
fts	Fts: a fast timeseries library
fts.logical	Logical subsets of objects

-- G --

gap.continue	Trading indicators
gap.direction	Trading indicators
gap.down	Trading indicators
gap.down.continue	Trading indicators
gap.down.reverse	Trading indicators
gap.reverse	Trading indicators
gap.up	Trading indicators
gap.up.continue	Trading indicators
gap.up.reverse	Trading indicators

-- H --

higher.high	Trading indicators
higher.low	Trading indicators
hl.oc.ratio	Trading indicators

-- I --

indicators	Trading indicators
inside.day	Trading indicators
inside.day.direction	Trading indicators
inside.day.down	Trading indicators
inside.day.up	Trading indicators
intersect.all	find date intersection among multiple fts objects

-- L --

lag.fts	Shift an Fts ojbect in time
lead	Shift an Fts ojbect in time
lead.fts	Shift an Fts ojbect in time
lead.lag.fts	Shift an Fts ojbect in time
lm.fts	linear regression for fts objects
lower.high	Trading indicators
lower.low	Trading indicators

-- M --

ma.crossover	Trading indicators
ma.crossover.down	Trading indicators
ma.crossover.up	Trading indicators
ma.d	Trading indicators
ma.distance	Trading indicators
month	Trading indicators
monthly.sum	Trading indicators
moving.cor	Moving Functions
moving.cov	Moving Functions
moving.functions	Moving Functions
moving.max	Moving Functions
moving.mean	Moving Functions
moving.min	Moving Functions
moving.product	Moving Functions
moving.rank	Moving Functions
moving.sd	Moving Functions
moving.sum	Moving Functions

-- N --

new.high	Trading indicators
new.low	Trading indicators

-- O --

Ops.fts	Fts: a fast timeseries library
outside.day	Trading indicators
outside.day.direction	Trading indicators
outside.day.down	Trading indicators
outside.day.up	Trading indicators

-- P --

pad	pad and trim dates
pad.trim	pad and trim dates
pct.chg	Trading indicators
plot.fts	Fts: a fast timeseries library
print.fts	Fts: a fast timeseries library

-- R --

rbind.fts	Fts: a fast timeseries library
read.csv.fts	Read / Write Files
read.write.fts	Read / Write Files
remove.all.na.rows	Remove Rows
remove.na.rows	Remove Rows
remove.rows	Remove Rows
repeated	Trading indicators
row.all	Logical subsets of objects
row.any	Logical subsets of objects
row.apply	Apply Function
rsi	Trading indicators
rsi.crossover	Trading indicators
rsi.crossover.down	Trading indicators
rsi.crossover.up	Trading indicators

-- S --

since.na

Count distance since an NA has occurred

-- T --

template.fts	Trading indicators
to.daily	Change Frequencies
to.day.of.week	Change Frequencies
to.hourly	Change Frequencies
to.minute	Change Frequencies
to.monthly	Change Frequencies
to.quarterly	Change Frequencies
to.second	Change Frequencies
to.weekly	Change Frequencies
to.yearly	Change Frequencies
trend.day	Trading indicators
trend.day.down	Trading indicators
trend.day.up	Trading indicators
trim	pad and trim dates

-- U --

up	Trading indicators

-- W --

write.csv.fts

Read / Write Files

-- Y --

year	Trading indicators

-- misc --

[.fts	Fts: a fast timeseries library
[<-.fts	Fts: a fast timeseries library