timeSeries (version 4021.104)

colStats: Column Statistics

Description

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,
colQuantiles	computes quantiles of each column.

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,  ...)

Value

the functions return a numeric vector of the statistics.

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.

See Also

link{rowStats}.

Examples

## 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)