DescribeVector

Calculate useful statistics for an univariate data.

Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).

Wei Ling

RMOPI

Risk Management and Optimization for Portfolio Investment

Yang Liu

DescribeVector function

<dl><dt>data</dt>
<dd>vector of observations</dd>
<dt>digits</dt>
<dd>integer deciding the number of decimal places</dd></dl>

Arguments

Summary Statistics of Vector — DescribeVector

<dl>

<dt>data</dt>
<dd>vector of observations</dd>


<dt>digits</dt>
<dd>integer deciding the number of decimal places</dd>

</dl>

DescribeVector: Summary Statistics of Vector

Description

Usage

Value

Arguments

Examples