Mathematical Time Series Operations
Functions and methods dealing with mathematical 'timeSeries' operations.
## S4 method for signature 'timeSeries' quantile(x, ...)
x |
an object of class |
... |
arguments to be passed. |
The math functions include:
Ops-method |
Group 'Ops' methods for a 'timeSeries' object |
Math-method |
Group 'Math' methods for a 'timeSeries' object |
Math2-method |
Group 'Math2' methods for a 'timeSeries' object |
Summary-method |
Group 'Summary' methods for a 'timeSeries' object |
quantile |
Returns quantiles of an univariate 'timeSeries'. |
Returns the value from a mathematical or logical operation operating on objects of class 'timeSeries[], or the value computed by a mathematical function.
## Create an Artificial timeSeries Object - setRmetricsOptions(myFinCenter = "GMT") charvec = timeCalendar() set.seed(4711) data = matrix(exp(cumsum(rnorm(12, sd = 0.1)))) TS = timeSeries(data, charvec, units = "TS") TS ## Mathematical Operations: | +/- * ^ ... - TS^2 TS[2:4] OR = returns(TS) OR OR > 0
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