Sample Ranks of a Time Series
Returns the sample ranks of the values of a 'timeSeries' object.
"rank"(x, na.last = TRUE, ties.method = )
an univariate object of class
- for controlling the treatment of NAs. If TRUE, missing values in the data are put last; if FALSE, they are put first; if NA, they are removed; if "keep" they are kept with rank NA.
- a character string specifying how ties are treated; can be abbreviated.
If all components are different (and no NAs), the ranks are well
defined, with values in
seq_len(x). With some values equal
(called ???ties???), the argument ties.method determines the result at
the corresponding indices. The
"first" method results in a
permutation with increasing values at each index set of ties. The
"random" method puts these in random order whereas the
"average", replaces them by their mean, and
"min" replaces them by their maximum
and minimum respectively, the latter being the typical sports
NA values are never considered to be equal: for
na.last = TRUE
na.last = FALSE they are given distinct ranks in the order
in which they occur in
- returns the ranks of a
## Load Microsoft Data - X <- 100 * returns(MSFT) ## Compute the Ranks - head(rank(X[, "Open"]), 10) ## Only Interested in the Vector, then use - head(rank(series(X[, "Open"])), 10)