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tidyquant

Integrates the best resources for collecting and analyzing financial data, zoo, xts, quantmod, TTR, and PerformanceAnalytics, with the tidy data infrastructure of the tidyverse allowing for seamless interaction between each. You can now perform complete financial analyses in the tidyverse.

Documentation

A brief introduction to tidyquant

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timekit

Enables the user to more easily work with time series objects in R. The package has tools for inspecting, analyzing and manipulating the time-based index and converting time-based objects to and from the many time series classes. The package is well-suited for data mining and machine learning using the time series signature.

Documentation

Time Series Machine Learning with timekit

ML with timekit