timeSeries (version 4021.104)

colCum: Cumulated Column Statistics

Description

Functions to compute cumulative column statistics.

Usage

# S4 method for timeSeries
colCumsums(x, na.rm = FALSE, ...)
# S4 method for timeSeries
colCummaxs(x, na.rm = FALSE, ...)
# S4 method for timeSeries
colCummins(x, na.rm = FALSE, ...)
# S4 method for timeSeries
colCumprods(x, na.rm = FALSE, ...)
# S4 method for timeSeries
colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...)

Value

all functions return an S4 object of class timeSeries.

Arguments

method

a character string to indicate if geometric (TRUE) or simple (FALSE) returns should be computed.

na.rm

a logical. Should missing values be removed?

x

a time series, may be an object of class "matrix", or "timeSeries".

...

arguments to be passed.

Examples

## Simulated Return Data -
   x = matrix(rnorm(24), ncol = 2)
     
## Cumulative Sums Column by Column  -
   colCumsums(x)