orderStatistics

0th

Percentile

order Statistics

Computes order statistic of a 'timeSeries'.

Keywords
chron
Usage
orderStatistics(x)
Arguments
x
an univariate 'timeSeries' object.
Value

Function orderStatistics returns the order statistic of an univariate 'timeSeries' object. The output is an object of class 'list'.

Aliases
  • orderStatistics
Examples
library(timeSeries) ## Load Swiss Pension Fund Benchmark Data - setRmetricsOptions(myFinCenter = "GMT") X <- LPP2005REC[, "SPI"] colnames(X) ## Compute 1% Order Statistics - N <- round(0.01*nrow(X)) N OS <- orderStatistics(X)[[1]] OS[1:N, ]
Documentation reproduced from package timeSeries, version 3022.101.2, License: GPL (>= 2)

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