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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.

Version: 0.14.1
Depends: R (≥ 3.6.0), zoo (≥ 1.7-12)
Imports: methods
LinkingTo: zoo
Suggests: timeSeries, timeDate, tseries, chron, tinytest
Published: 2024-10-15
DOI: 10.32614/CRAN.package.xts
Author: Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ross Bennett [ctb], Corwin Joy [ctb]
Maintainer: Joshua M. Ulrich <josh.m.ulrich at gmail.com>
BugReports: https://github.com/joshuaulrich/xts/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://joshuaulrich.github.io/xts/, https://github.com/joshuaulrich/xts
NeedsCompilation: yes
Materials: README NEWS
In views: Econometrics, Finance, MissingData, SpatioTemporal, TimeSeries
CRAN checks: xts results

Documentation:

Reference manual: xts.pdf
Vignettes: xts FAQ (source, R code)
xts: Extensible Time Series (source, R code)

Downloads:

Package source: xts_0.14.1.tar.gz
Windows binaries: r-devel: xts_0.14.1.zip, r-release: xts_0.14.1.zip, r-oldrel: xts_0.14.1.zip
macOS binaries: r-release (arm64): xts_0.14.1.tgz, r-oldrel (arm64): xts_0.14.1.tgz, r-release (x86_64): xts_0.14.1.tgz, r-oldrel (x86_64): xts_0.14.1.tgz
Old sources: xts archive

Reverse dependencies:

Reverse depends: bimets, bsts, cotrend, DeRezende.Ferreira, eDMA, egcm, FFdownload, FinancialInstrument, GVARX, IBrokers, iClick, JFE, lfstat, mvLSW, NasdaqDataLink, neverhpfilter, PerformanceAnalytics, portfolio.optimization, PortfolioAnalytics, portsort, Quandl, quantmod, RblDataLicense, rblt, RcppXts, Riex, RMOPI, rts, rtsdata, rusquant, YieldCurve
Reverse imports: AFR, airGRteaching, AirMonitor, anomaly, argo, AssetAllocation, ATAforecasting, backtestGraphics, BEKKs, BGVAR, bidask, BRVM, citmre, climetrics, creditr, cryptoQuotes, DatastreamDSWS2R, dccmidas, DChaos, DClusterm, digiRhythm, DMwR2, DriftBurstHypothesis, dsa, dygraphs, dynatop, EHRtemporalVariability, EmiStatR, epo, EviewsR, facmodCS, facmodTS, fcl, fDMA, GAS, gdpc, ggpp, gstar, highcharter, highfrequency, hydroGOF, hydroTSM, ichimoku, ICtest, IndexConstruction, influxdbr, intradayModel, jubilee, kehra, kofdata, lcyanalysis, ldhmm, lessR, MIMSunit, mmaqshiny, msdrought, mvLSWimpute, mvMonitoring, NNS, OOS, PCRA, pcts, pdfetch, PortalHacienda, portfolioBacktest, PRISM.forecast, prophet, PWEV, qrmdata, qrmtools, quarks, RavenR, rbcb, RchivalTag, rmgarch, rmsfuns, RPEIF, RPESE, rportfolio, rpredictit, RTL, RtsEva, rtsplot, rugarch, rumidas, RWDataPlyr, seasonalview, seastests, SEI, shinystan, sovereign, spacetime, ssaBSS, starvars, StockDistFit, Strategy, stressr, SVDNF, SystemicR, tbl2xts, tidychangepoint, tidyquant, timeseriesdb, timetk, tsBSS, tscopula, TSdist, tsensembler, TSEtools, tsgarch, tsgc, tsmarch, tsmethods, tssim, TSstudio, tstests, tstools, TTR, UKgrid, UnalR, URooTab, wearables, welo
Reverse linking to: RcppXts, TTR
Reverse suggests: bayesmove, BETS, collapse, dang, data.table, dataseries, DepthProc, dfms, epiCleanr, FatTailsR, ffp, fredr, ggfortify, gstat, healthyR.ts, imputeFin, imputeTS, manipulateWidget, memochange, midasr, monotonicity, mvgam, nanotime, nvmix, parma, Rblpapi, riem, RTransferEntropy, santoku, segclust2d, sentopics, SharpeR, SlidingWindows, SpaceTimeBSS, sparseIndexTracking, stars, td, tframePlus, timeSeries, trajectories, tsbox, ugatsdb, usedthese, ustyc, wooldridge, zoo
Reverse enhances: surveillance

Linking:

Please use the canonical form https://CRAN.R-project.org/package=xts to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.