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timeSeries (version 3010.97)

colCum: Cumulated Column Statistics

Description

Functions to compute cumulative column statistics.

Usage

## S3 method for class 'timeSeries':
colCumsums(x, na.rm = FALSE, \dots)

## S3 method for class 'timeSeries': colCummaxs(x, na.rm = FALSE, \dots)

## S3 method for class 'timeSeries': colCummins(x, na.rm = FALSE, \dots)

## S3 method for class 'timeSeries': colCumprods(x, na.rm = FALSE, \dots)

## S3 method for class 'timeSeries': colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...)

Arguments

method
a character string to indicate if geometric (TRUE) or simple (FALSE) returns should be computed.
na.rm
a logical. Should missing values be removed?
x
a time series, may be an object of class "matrix", or "timeSeries".
...
arguments to be passed.

Value

  • all functions return an S4 object of class timeSeries.

Examples

Run this code
## Simulated Return Data -
   x = matrix(rnorm(24), ncol = 2)
     
## Cumulative Sums Column by Column  -
   colCumsums(x)

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