Commit 469e8724 authored by Dirk Eddelbuettel's avatar Dirk Eddelbuettel

Import Upstream version 0.10-0

parent b9e9a98e
2005-10-24 Kurt Hornik <Kurt.Hornik@wu-wien.ac.at>
* DESCRIPTION (Version): New version is 0.10-0.
(Depends): Require R >= 2.2.0.
* NAMESPACE: Added.
* man/irts-methods.Rd: Use \method markup for [ usage entries.
2005-09-07 Achim Zeileis <Achim.Zeileis@R-project.org>
* DESCRIPTION (Version): New version is 0.9-30,
depends on zoo, suggests its.
* R/finance.R (get.hist.quote): can return now
"zoo", "ts" and "its" series.
Depends on zoo, suggests its.
* R/finance.R (get.hist.quote): can return now "zoo", "ts" and
"its" series.
* man/get.hist.quote.Rd: added retclass argument.
* man/plotOHLC.Rd: adapted to get.hist.quote().
......
Package: tseries
Version: 0.9-30
Date: 2005-09-06
Version: 0.10-0
Date: 2005-10-25
Title: Time series analysis and computational finance
Author: Compiled by Adrian Trapletti <a.trapletti@swissonline.ch>
Maintainer: Kurt Hornik <Kurt.Hornik@R-project.org>
Description: Package for time series analysis and computational finance
Depends: R (>= 2.1.0), quadprog, zoo
Depends: R (>= 2.2.0), quadprog, zoo
Suggests: its
License: GPL (see file COPYING)
Packaged: Thu Sep 8 12:53:12 2005; zeileis
Packaged: Mon Oct 24 21:56:15 2005; hornik
useDynLib("tseries")
export("adf.test", "approx.irts", "arma", "as.irts",
"bds.test",
"daysecond",
"garch", "get.hist.quote",
"irts", "is.businessday", "is.irts", "is.weekend",
"jarque.bera.test",
"kpss.test",
"maxdrawdown",
"na.remove",
"plotOHLC", "po.test", "portfolio.optim", "pp.test",
"quadmap",
"read.irts", "read.matrix", "read.ts", "runs.test",
"seqplot.ts", "sharpe", "sterling", "surrogate",
"terasvirta.test", "tsbootstrap",
"value",
"weekday", "white.test", "write.irts")
S3method("[", "irts")
S3method("as.irts", "default")
S3method("as.irts", "zoo")
S3method("coef", "arma")
S3method("coef", "garch")
S3method("fitted", "arma")
S3method("fitted", "garch")
S3method("lines", "irts")
S3method("logLik", "garch")
S3method("na.remove", "default")
S3method("na.remove", "ts")
S3method("plot", "arma")
S3method("plot", "garch")
S3method("plot", "irts")
S3method("points", "irts")
S3method("portfolio.optim", "default")
S3method("portfolio.optim", "ts")
S3method("predict", "garch")
S3method("print", "arma")
S3method("print", "bdstest")
S3method("print", "garch")
S3method("print", "irts")
S3method("print", "resample.statistic")
S3method("print", "summary.arma")
S3method("print", "summary.garch")
S3method("residuals", "arma")
S3method("residuals", "garch")
S3method("summary", "arma")
S3method("summary", "garch")
S3method("terasvirta.test", "default")
S3method("terasvirta.test", "ts")
S3method("time", "irts")
S3method("value", "irts")
S3method("white.test", "default")
S3method("white.test", "ts")
......@@ -240,7 +240,7 @@ function (instrument = "^gdax", start, end,
if(retclass == "its") {
if("package:its" %in% search() || require("its", quietly = TRUE)) {
index(y) <- as.POSIXct(index(y))
y <- as.its(y)
y <- its::as.its(y)
} else {
warning("package its could not be loaded: zoo series returned")
}
......@@ -312,7 +312,7 @@ function (instrument = "^gdax", start, end,
if(retclass == "its") {
if("package:its" %in% search() || require("its", quietly = TRUE)) {
index(y) <- as.POSIXct(index(y))
y <- as.its(y)
y <- its::as.its(y)
} else {
warning("package its could not be loaded: zoo series returned")
}
......
......@@ -22,9 +22,7 @@
usetz = TRUE, format.value = NULL, \dots)
\method{time}{irts}(x, \dots)
\method{value}{irts}(x, \dots)
x[i]
x[i, j]
x[i, j, \dots]
\method{[}{irts}(x, i, j, \dots)
}
\arguments{
\item{x}{an object of class \code{"irts"}; usually, a result
......
\name{tseries-internal}
\title{Internal tseries functions}
\alias{ampsurr}
\alias{boot.sample}
\alias{fftsurr}
\description{
Internal tseries functions.
}
\usage{
ampsurr(x)
boot.sample(x, b, type)
fftsurr(x)
}
\details{
These are not to be called by the user.
}
\author{A. Trapletti}
\keyword{internal}
\keyword{ts}
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