PMwR (version 1.1-0)

scale1: Scale Time Series

Description

Scale time series so that they can be better compared.

Usage

scale1(x, ...)
# S3 method for default
scale1(x, ..., when = "first.complete", level = 1,
       centre = FALSE, scale = FALSE, geometric = TRUE,
       total.g = NULL)
# S3 method for zoo
scale1(x, ..., when = "first.complete", level = 1,
       centre = FALSE, scale = FALSE, geometric = TRUE,
       inflate = NULL, total.g = NULL)

Value

An object of the same type as x.

Arguments

x

a time series

when

origin: for the default method, either a string or numeric (integer). Allowed strings are "first.complete" (the default), "first", and "last". For the zoo method, a value that matches the class of the index of x; for instance, with an index of class Date, when should inherit from Date.

level

numeric

centre

logical

scale

logical or numeric

geometric

logical: if TRUE (the default), the geometric mean is deducted with centre is TRUE; if FALSE, the arithmetic mean is used

inflate

numeric: an annual rate at which the series is inflated (or deflated if negative)

total.g

numeric: to total growth rate (or total return) of a series

...

other arguments passed to methods

Author

Enrico Schumann

Details

This is a generic function, with methods for numeric vectors and matrices, and zoo objects.

References

Schumann, E. (2025) Portfolio Management with R. https://enricoschumann.net/PMwR/; in particular, see
https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html#scaling-series

See Also

scale

Examples

scale1(cumprod(1 + c(0, rnorm(20, sd = 0.02))), level = 100)