colStats {timeSeries} | R Documentation |
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. |
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, ...)
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 |
... |
arguments to be passed. |
the functions return a numeric vector of the statistics.
link{rowStats}
.
## 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)