timeSeries (version 3022.101.2)

colStats: Column Statistics

Description

A collection and description of functions to compute column statistical properties of financial and economic time series data. The functions are:

colStats

calculates column statistics,

colSums

calculates column sums,

colMeans

calculates column means,

colSds

calculates column standard deviations,

colVars

calculates column variances,

colSkewness

calculates column skewness,

colKurtosis

calculates column kurtosis,

colMaxs

calculates maximum values in each column,

colMins

calculates minimum values in each column,

colProds

computes product of all values in each column,

Usage

colStats(x, FUN, ...) 
colSds(x, ...)
colVars(x, ...)
colSkewness(x, ...)
colKurtosis(x, ...)
colMaxs(x, ...)
colMins(x, ...)
colProds(x, ...)
colQuantiles(x, prob = 0.05, ...)
colStdevs(x, ...)
colAvgs(x,  ...)

Arguments

FUN

a function name. The statistical function to be applied.

prob

a numeric value, the probability with value in [0,1].

x

a rectangular object which can be transformed into a matrix by the function as.matrix.

...

arguments to be passed.

Value

the functions return a numeric vector of the statistics.

See Also

link{rowStats}.

Examples

## Simulated Return Data in Matrix Form -
   x = matrix(rnorm(252), ncol = 2)
     
## Mean Columnwise Statistics -
   colStats(x, FUN = mean)
   
## Quantiles Column by Column -
   colQuantiles(x, prob = 0.10, type = 1)  

Run the code above in your browser using DataCamp Workspace