timeSeries

4052.112

Financial Time Series Objects (Rmetrics)

36packages depend

467.1Kdownloads / year

38.6%test coverage

9/13checks pass

Overview

About

Maintained by Georgi N. BoshnakovFirst published 2008-10-2352 releasesCRAN page ↗

'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("timeSeries", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-timeseries

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-timeSeries

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-timeSeries

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

4NOTE9OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64

Slowest check: 8.8 min · r-release-macos-x86_64

Code health

Yes

Tests · ratio 0.02

38.6%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-07-16
11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-08
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-06-07
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 123 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 95%
Return-value docs: 80%
References docs: 3%

Downloads

467.1K

CRAN downloads in the past year

Rank #658 · ~1.3K/day · ~38.9K/mo

Releases R versions

Daily download trend is not available in this view yet.

22.4K30 days

89.2K90 days

467.1K1 year

Compare downloads with other packages →

Also on23K r2u58 autocran5.5K conda_forge275 c2d4u

Repository

GitHub ↗ geobosh/timeseriesdoc

0Stars

0Forks

0Open issues

0Open PRs

0Releases

License GPL-2.0 · Last activity 2025-12-12

Repository practices

Upstream repositoryBeta

Checks run against github.com/geobosh/timeseriesdoc on 2026-07-31.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (3)

R >= 2.10timeDatemethods

Imports (4)

graphicsgrDevicesstatsutils

LinkingTo (0)

none

Suggests (6)

RUnit robustbase xts zoo PerformanceAnalytics fTrading

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

36direct

99indirect

Code & Tests

People & History

People (5)

Maintainer (1)

Georgi N. Boshnakov

Maintainer, Author

Authors (4)

Georgi N. Boshnakov

Maintainer, Author

Yohan Chalabi

Author

Tobias Setz

Author · added in 3011.98

Diethelm Wuertz

Author

Contributors (1)

Martin Maechler

Contributor · added in 3062.100

Listed in earlier versions (2)

Rmetrics Core Team

no longer listed · 3011.98 to 3022.101.2

Boshnakov

no longer listed · 4021.104 to 4052.112

Package Timeline

52 releases. Pick two to compare their code metrics. R releases are shown for context.

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R 4.6.0 released · 2026-04-24
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R 4.1.0 released · 2021-05-18
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R 1.5.0 released · 2002-04-29
2.0.0
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Package metadata

First published: 2008-10-23
Total releases: 52 / 18 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 2.10
Bundled data: 204 KB / 3 files
Download size: 1.4 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance Missing Data Time Series Analysis

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