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PMmisc (version 0.1.0)

P&M Miscellaneous R Functions

Description

Miscellaneous functions for data analysis, graphics, data manipulation, statistical investigation, including descriptive statistics, creating leading and lagging variables, portfolio return analysis, time series difference and percentage change calculation, stacking data for higher efficient analysis.

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Version

Install

install.packages('PMmisc')

Monthly Downloads

12

Version

0.1.0

License

GPL (>= 2)

Maintainer

Xuanhua Yin

Last Published

May 4th, 2018

Functions in PMmisc (0.1.0)

fdesstat

Descriptice statistics of a data frame
fnd

Normal density function
fkur

Calculating kurtosis for numeric data.
fdiff

Calculating the difference of a time series
fcoplot

Scatter plot of x and y divided by z
fdrawdown

Largest draw down of returns
flag

Create a lag variable
flagcor

Lag/Lead Correlation
fsortcol

Sort a data frame by a column
fplot3

Scatter plot with text overlay
fpctcng

Calculating rate of return of a vector
fstack

Stack data frame by one classifier
fsk

Calculating skewness for numeric data
fplot3ss

Scatter smooth plot with text overlay
flead

Create a lead variable
fmode

Calculating mode for numeric data
fspearcor

Spearman Rank Correlation
flog

Sigmoid function
flogtb

Logistic function
funliov

Unite normal loss integral