PerformanceAnalytics (version 1.5.3)

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 geometric
mean(x, ...)

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

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

# S3 method for 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

ci

the confidence interval to use

See Also

sd mean

Examples

Run this code
# NOT RUN {
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"])
# }

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