R Interface to 'tslib' (a Time Series Library in C++)

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Documentation for package ‘fts’ version 0.9.9.2

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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 --

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
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
mday 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 --

wday Trading indicators
write.csv.fts Read / Write Files

-- Y --

year Trading indicators

-- misc --

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