timeSeries: statistics-colSums – R documentation

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statistics-colSums

Column Statistics

Description

A collection and description of functions to compute column statistical properties of financial and economic time series data.

The functions are:

`colStats`	calculates column statistics,
`colSums`	calculates column sums,
`colMeans`	calculates column means,
`colSds`	calculates column standard deviations,
`colVars`	calculates column variances,
`colSkewness`	calculates column skewness,
`colKurtosis`	calculates column kurtosis,
`colMaxs`	calculates maximum values in each column,
`colMins`	calculates minimum values in each column,
`colProds`	computes product of all values in each column,
`colQuantiles`	computes quantiles of each column.

Usage

colStats(x, FUN, ...) 

colSds(x, ...)
colVars(x, ...)
colSkewness(x, ...)
colKurtosis(x, ...)
colMaxs(x, ...)
colMins(x, ...)
colProds(x, ...)
colQuantiles(x, prob = 0.05, ...)

colStdevs(x, ...)
colAvgs(x,  ...)

Arguments

`FUN`	a function name. The statistical function to be applied.
`prob`	a numeric value, the probability with value in [0,1].
`x`	a rectangular object which can be transformed into a matrix by the function `as.matrix`.
`...`	arguments to be passed.

Value

the functions return a numeric vector of the statistics.

Examples

## Simulated Return Data in Matrix Form -
   x = matrix(rnorm(252), ncol = 2)
     
## Mean Columnwise Statistics -
   colStats(x, FUN = mean)
   
## Quantiles Column by Column -
   colQuantiles(x, prob = 0.10, type = 1)

timeSeries

Financial Time Series Objects (Rmetrics)

v3062.100

GPL (>= 2)

Authors

Diethelm Wuertz [aut] (original code), Tobias Setz [cre], Yohan Chalabi [ctb], Martin Maechler [ctb] (<https://orcid.org/0000-0002-8685-9910>)

Initial release

2020-01-24