timeSeries (version 3010.97)

rank: Sample Ranks of a Time Series

Description

Return the sample ranks of the values of a 'timeSeries' object.

Value

• returns the ranks of a timeSeries object

Examples

## Load Microsoft Data -
   data(MSFT) 
   X = 100 * returns(MSFT)

## Compute the Ranks -
   head(rank(X[, "Open"]), 10)
   
## Only Interested in the Vector, then use -
   head(rank(series(X[, "Open"])), 10)