timeSeries (version 4032.109)

colStats: Column statistics

Description

A collection of functions to compute column statistical properties of financial and economic time series data.

Usage

colStats(x, FUN, ...) 
colSds(x, ...)
colVars(x, ...)
colSkewness(x, ...)
colKurtosis(x, ...)
colMaxs(x, ...)
colMins(x, ...)
colProds(x, ...)
colQuantiles(x, prob = 0.05, ...)

Value

each function returns a numeric vector of the statistics, one for each column

Arguments

x

a rectangular object which can be transformed into a matrix by the function as.matrix.

FUN

a function name, the statistical function to be applied.

prob

a numeric value in [0,1].

...

arguments to be passed.

Details

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.

See Also

rollStats

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)