PerformanceAnalytics: mean.geometric – R documentation

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mean.geometric

calculate attributes relative to the mean of the observation series given, including geometric, stderr, LCL and UCL

Description

`mean.geometric`	geometric mean
`mean.stderr`	standard error of the mean (S.E. mean)
`mean.LCL`	lower confidence level (LCL) of the mean
`mean.UCL`	upper confidence level (UCL) of the mean

Usage

## S3 method for class 'geometric'
mean(x, ...)

## S3 method for class 'arithmetic'
Mean(x, SE = FALSE, SE.control = NULL, ...)

## S3 method for class 'stderr'
mean(x, ...)

## S3 method for class 'LCL'
mean(x, ci = 0.95, ...)

## S3 method for class 'UCL'
mean(x, ci = 0.95, ...)

Arguments

`x`	a vector, matrix, data frame, or time series to calculate the modified mean statistic over
`...`	any other passthru parameters
`SE`	TRUE/FALSE whether to ouput the standard errors of the estimates of the risk measures, default FALSE. Only available for `Mean.arithmetic`.
`SE.control`	Control parameters for the computation of standard errors. Should be done using the `RPESE.control` function. Only available for `Mean.arithmetic`.
`ci`	the confidence interval to use

Author(s)

Peter Carl

Examples

data(edhec)
mean.geometric(edhec[,"Funds of Funds"])
mean.stderr(edhec[,"Funds of Funds"])
mean.UCL(edhec[,"Funds of Funds"])
mean.LCL(edhec[,"Funds of Funds"])

PerformanceAnalytics

Econometric Tools for Performance and Risk Analysis

v2.0.4

GPL-2 | GPL-3

Authors

Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb], Joshua Ulrich [ctb], Eric Zivot [ctb], Dries Cornilly [ctb], Eric Hung [ctb], Matthieu Lestel [ctb], Kyle Balkissoon [ctb], Diethelm Wuertz [ctb], Anthony Alexander Christidis [ctb], R. Douglas Martin [ctb], Zeheng 'Zenith' Zhou [ctb], Justin M. Shea [ctb]

Initial release

2020-02-05