math

0th

Percentile

Mathematical Time Series Operations

Functions and methods dealing with mathematical 'timeSeries' operations.

Keywords
methods, chron
Usage
"quantile"(x, ...)
Arguments
x
an object of class timeSeries.
...
arguments to be passed.
Details

The math functions include:

Ops-method
Group 'Ops' methods for a 'timeSeries' object
Math-method
Group 'Math' methods for a 'timeSeries' object
Math2-method
Group 'Math2' methods for a 'timeSeries' object
Summary-method
Group 'Summary' methods for a 'timeSeries' object

Value

Returns the value from a mathematical or logical operation operating on objects of class 'timeSeries[], or the value computed by a mathematical function.

Aliases
  • math
  • Ops,vector,timeSeries-method
  • Ops,array,timeSeries-method
  • Ops,ts,timeSeries-method
  • Ops,timeSeries,vector-method
  • Ops,timeSeries,array-method
  • Ops,timeSeries,ts-method
  • Ops,timeSeries,timeSeries-method
  • -,timeSeries,missing-method
  • +,timeSeries,missing-method
  • cummax,timeSeries-method
  • cummin,timeSeries-method
  • cumprod,timeSeries-method
  • cumsum,timeSeries-method
  • Math,timeSeries-method
  • Math2,timeSeries-method
  • Summary,timeSeries-method
  • trunc,timeSeries-method
  • log,timeSeries-method
  • %*%,timeSeries,vector-method
  • %*%,timeSeries,ANY-method
  • %*%,ANY,timeSeries-method
  • quantile,timeSeries-method
  • diff.timeSeries
  • quantile.timeSeries
Examples
library(timeSeries) ## Create an Artificial timeSeries Object - setRmetricsOptions(myFinCenter = "GMT") charvec = timeCalendar() set.seed(4711) data = matrix(exp(cumsum(rnorm(12, sd = 0.1)))) TS = timeSeries(data, charvec, units = "TS") TS ## Mathematical Operations: | +/- * ^ ... - TS^2 TS[2:4] OR = returns(TS) OR OR > 0
Documentation reproduced from package timeSeries, version 3022.101.2, License: GPL (>= 2)

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