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DTSg  

A Class for Working with Time Series Data Based on 'data.table' and 'R6' with Largely Optional Reference Semantics
View on CRAN: Click here


Download and install DTSg package within the R console
Install from CRAN:
install.packages("DTSg")

Install from Github:
library("remotes")
install_github("cran/DTSg")

Install by package version:
library("remotes")
install_version("DTSg", "2.0.0")



Attach the package and use:
library("DTSg")
Maintained by
Gerold Hepp
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-03-13
Latest Update: 2025-01-20
Description:
Basic time series functionalities such as listing of missing values, application of arbitrary aggregation as well as rolling (asymmetric) window functions and automatic detection of periodicity. As it is mainly based on 'data.table', it is fast and (in combination with the 'R6' package) offers reference semantics. In addition to its native R6 interface, it provides an S3 interface for those who prefer the latter. Finally yet importantly, its functional approach allows for incorporating functionalities from many other packages.
How to cite:
Gerold Hepp (2019). DTSg: A Class for Working with Time Series Data Based on 'data.table' and 'R6' with Largely Optional Reference Semantics. R package version 2.0.0, https://cran.r-project.org/web/packages/DTSg. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1.2 (2019-03-13 13:03), 0.1.3 (2019-08-29 18:30), 0.2.0 (2019-10-14 23:40), 0.2.1 (2019-10-20 09:10), 0.3.0 (2020-01-08 09:10), 0.4.0 (2020-03-28 02:00), 0.4.1 (2020-05-08 06:20), 0.5.0 (2020-06-09 14:50), 0.6.0 (2020-07-12 09:00), 0.7.0 (2020-09-05 10:00), 0.7.1 (2021-05-30 19:00), 0.8.1 (2021-10-27 23:00), 1.0.0 (2022-05-02 21:42), 1.1.1 (2022-06-08 23:00), 1.1.3 (2023-09-27 23:50), 2.0.0 (2025-01-21 00:50)
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Complete documentation for DTSg
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