colStats

0th

Percentile

Column Statistics

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,

Keywords
univar
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}.

Aliases
  • colStats
  • colSums,timeSeries-method
  • colMeans,timeSeries-method
  • colSds
  • colVars
  • colSkewness
  • colKurtosis
  • colMaxs
  • colMins
  • colProds
  • colQuantiles
  • colAvgs
  • colStdevs
Examples
library(timeSeries) ## 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)
Documentation reproduced from package timeSeries, version 3022.101.2, License: GPL (>= 2)

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