The R package zoo provides an S3
class zoo for working with regular and irregular time series. The
class stores data as numeric vectors/matrices (or factors) along with a
time index which can be of arbitrary class (including numeric,
Date, POSIXct, chron, yearmon, yearqtr). Functions and methods
for zoo are consistent with the ts class and base R and also extend
standard generics. Tools include:
- Data import/export and coercion to and from other time series classes
(
ts,xts,timeSeries, etc.). - Visualization using different engines (base R,
ggplot2,lattice,tinyplot). - Alignment and merging of series recorded at different time indexes.
- Aggregation to coarser time intervals.
- Lags and subsets.
- Rolling analytics over moving time windows.
- Time-based interpolation and filling.
The stable version of zoo is available from
CRAN:
install.packages("zoo")The latest development version can be installed from R-universe:
install.packages("zoo", repos = "https://zeileis.R-universe.dev")The package is available under the General Public License version 3 or version 2
Zeileis A, Grothendieck G (2005). “zoo: S3 Infrastructure for Regular and Irregular Time Series.” Journal of Statistical Software, 14(6), 1-27. doi:10.18637/jss.v014.i06