colCum

0th

Percentile

Cumulated Column Statistics

Functions to compute cumulative column statistics.

Keywords
univar
Usage
"colCumsums"(x, na.rm = FALSE, ...)
"colCummaxs"(x, na.rm = FALSE, ...)
"colCummins"(x, na.rm = FALSE, ...)
"colCumprods"(x, na.rm = FALSE, ...)
"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.

Aliases
  • colCum
  • colCummaxs
  • colCummins
  • colCumprods
  • colCumreturns
  • colCumsums
  • colCummaxs,matrix-method
  • colCummaxs,timeSeries-method
  • colCummins,matrix-method
  • colCummins,timeSeries-method
  • colCumprods,matrix-method
  • colCumprods,timeSeries-method
  • colCumreturns,matrix-method
  • colCumreturns,timeSeries-method
  • colCumsums,matrix-method
  • colCumsums,timeSeries-method
Examples
library(timeSeries) ## Simulated Return Data - x = matrix(rnorm(24), ncol = 2) ## Cumulative Sums Column by Column - colCumsums(x)
Documentation reproduced from package timeSeries, version 3022.101.2, License: GPL (>= 2)

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