order Statistics
Computes order statistic of a 'timeSeries'.
orderStatistics(x)
x |
an univariate 'timeSeries' object. |
Function orderStatistics returns the order statistic of
an univariate 'timeSeries' object. The output is an object of
class 'list'.
## Load Swiss Pension Fund Benchmark Data - setRmetricsOptions(myFinCenter = "GMT") X <- LPP2005REC[, "SPI"] colnames(X) ## Compute 1% Order Statistics - N <- round(0.01*nrow(X)) N OS <- orderStatistics(X)[[1]] OS[1:N, ]
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