TSFrames.jl
TSFrames provides a convenient interface for performing standard manipulations of timeseries data. The package uses DataFrame
at it's core to allow powerful data manipulation functions while being lightweight. It is inspired by zoo and xts packages from the R world.
TSFrames wraps a familiar syntax for timeseries operations over DataFrame
type, thereby, providing the user with full set of DataFrame
functionalities as well. Integrations with other packages in the Julia ecosystem which are supported by DataFrames.jl come to TSFrames
at little cost.
To start using TSFrames.jl
take a look at the basic demo and then head to the User guide.
User guide
- User guide
- Installation
- Constructing TSFrame objects
- Indexing and subsetting
- Summary statistics
- Plotting
- Applying a function over a period
- Joins: Row and column binding with other objects
- Rolling window operations
- Computing rolling difference and percent change
- Computing log of data values
- Creating lagged/leading series
- Converting to Matrix and DataFrame
- Writing TSFrame into a CSV file
- Broadcasting
- Tables.jl Integration