fUtilities-package        package:fUtilities        R Documentation

_U_t_i_l_i_t_i_e_s _a_n_d _T_o_o_l_s _P_a_c_k_a_g_e

_D_e_s_c_r_i_p_t_i_o_n:

     Package of basic utilities and general tools for Rmetrics.

_D_e_t_a_i_l_s:


       Package:    fUtilities
       Type:       Package
       Version:    261.73.1
       Date:       2008
       License:    GPL Version 2 or later
       Copyright:  (c) 1999-2008 Diethelm Wuertz and Rmetrics Foundation
       URL:        <URL: http://www.rmetrics.org>

_O_v_e_r_v_i_e_w _o_f _T_o_p_i_c_s::

     1. Basic Function Extensions
      2. Column and Row Statistics for Rectangular Objects
      3. Skewness and Kurtosis Statistics
      4. Bivariate Interpolation and Kriging
      5. Code Tables, Color Selection and Palettes
      6. Vector/Matrix Arithmetics and Linear Algebra Addons
      7. Special Functions Addon

_1. _B_a_s_i_c _F_u_n_c_t_i_o_n _E_x_t_e_n_s_i_o_n_s:

     Several functions are added by Rmetrics which are missing  in R's
     basic packages.

     The first set of these functions are concerned with R functions
     which were made generic, so that they could be used to add
     additional methods:

       'align'       adds align function,
       'as.POSIXlt'  adds POSIXlt function,
       'atoms'       adds atoms function,
       'attach'      extends attach function,
       'colnames<-'  adds colnames assignment,
       'cor'         extends cor function,
       'cov'         extends cov function,
       'log'         extends log function,
       'outlier'     adds outlier function,
       'rank'        extends rank function,
       'rownames<-'  adds rownames assigment,
       'sample'      extends sample function,
       'stdev'       adds stdev function,
       'termPlot'    adds term plot function,
       'var'         extends var function,
       'volatility'  adds volatility function.

     All these functions have now default methods. Furthermore the
     'fUtilities' package also provides additional methods. These
     include:

       'as.matrix.ts'   adds as.matrix.ts method,
       'as.matrix.mts'  adds as.matrix.mts method,
       'print.control'  adds print.control method.

_2. _S_t_a_t_i_s_t_i_c_a_l _F_u_n_c_t_i_o_n _E_x_t_e_n_s_i_o_n_s:

     Beside the basic function extensions also statistical function
     extensions are provided. This concerns the missing "skewness" and
     "kurtosis" functions in R

       'skewness'  returns value of skewness,
       'kurtosis'  returns value of kurtosis.

     and functions for column and row statistics. The 'colStats'  and
     'rowStats' are quite general functions which allow to  specify the
     function to compute the desired statistics by the user. The
     remaining column and row statistics functions are thought to
     compute often used time series statistics. This includes the sum(,
     mean, standard deviations, variance, skewness, kurtosis, maximum,
     minimum, product, and quantile value.

     Column Statistics:

       '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.

     Row Statistics:

       'rowStats'      calculates row statistics,
       'rowSums'       calculates row sums,
       'rowMeans'      calculates row means,
       'rowSds'        calculates row standard deviations,
       'rowVars'       calculates row variances,
       'rowSkewness'   calculates row skewness,
       'rowKurtosis'   calculates row kurtosis,
       'rowMaxs'       calculates maximum values in each row,
       'rowMins'       calculates minimum values in each row,
       'rowProds'      computes product of all values in each row,
       'rowQuantiles'  computes quantiles of each row.

     For hypothesis testing Rmetrics offers a new S4 class and print
     method:

       'fHTEST'  Representation for an S4 object of class "fHTEST",
       'show'    S4 print method.

_3. _G_r_a_p_h _a_n_d _P_l_o_t _T_o_o_l_s:

     Character, symbol and color tables are useful tools if one is
     concerned with graphs and charts:

       'characterTable'  Table of Numerical Equivalents to Latin Characters,
       'symbolTable'     Table of plot characters, plot symbols,
       'colorTable'      Table of Color Codes and Plot Colors itself,
       'colorLocator'    Plots R's 657 named colors for selection,
       'colorMatrix'     Returns matrix of R's color names.

     Many wrapper functions to create color palettes are also added, 
     all following the same naming conventions:

       'rainbowPalette'  Contiguous rainbow color palette,
       'heatPalette'     Contiguous heat color palette,
       'terrainPalette'  Contiguous terrain color palette,
       'topoPalette'     Contiguous topo color palette,
       'cmPalette'       Contiguous cm color palette,
       'greyPalette'     R's gamma-corrected gray palette,
       'timPalette'      Tim's Matlab like color palette,
       'rampPalette'     Color ramp palettes,
       'seqPalette'      Sequential color brewer palettes,
       'divPalette'      Diverging color brewer palettes,
       'qualiPalette'    Qualified color brewer palettes,
       'focusPalette'    Red, green blue focus palettes,
       'monoPalette'     Red, green blue mono palettes.

     An interactive plot function allows to create easily interactive
     plots:

       'interactivePlot'  a framework for interactive plot displays.

_4. _B_i_v_a_r_i_a_t_e _I_n_t_e_r_p_o_l_a_t_i_o_n _a_n_d _K_r_i_g_i_n_g:

     Functions which allow to interpolate and smooth bivariate
     irregular  data sets including linear interpolation, Akima spline
     interpolation,  and kriging:

       'linearInterp'  performs linear spline interpolation,
       'akimaInterp'   performs Akima spline interpolation,
       'krigeInterp'   performs krige interpolation.

_4. _V_e_c_t_o_r/_M_a_t_r_i_x _A_r_i_t_h_m_e_t_i_c_s _a_n_d _L_i_n_e_a_r _A_l_g_e_b_r_a _A_d_d_o_n_s:

     Functions for matrix arithmetics and linear algebra. These
     functions  are often  very useful for the manipulation of the data
     slot of  multivariate financial time series.

     General Matrix Functions:

       'triang'                Extracs the lower tridiagonal part from a matrix,
       'Triang'                Extracs the upper tridiagonal part from a matrix,
       'pascal'                Creates a Pascal matrix,
       'hilbert'               Creates a Hilbert matrix,
       'colVec'                Creates a column vector from a vector,
       'rowVec'                Creates a row vector from a vector,
       'isPositiveDefinite'    Checks if a matrix is positive definite,
       'makePositiveDefinite'  Forces a matrix to be positive definite,
       'colIds'                Retrieves or sets the colnames of an object,
       'rowIds'                Retrieves or sets the rowumn names.

     Linear algebra functions in R's base package include the '%*%'
     product of two matrices, the '%x%' Kronecker product, the 'det'
     determinant of a matrix, and the 't' transposed matrix. 

     Rmetrics adds the foloowing functions:

       'inv'   Returns the inverse of a matrix,
       'norm'  Returns the norm of a matrix,
       'rk'    Returns the rank of a matrix,
       'tr'    Returns trace of a matrix,
       'vech'  Is the operator that stacks the lower triangle,
       'vec'   Is the operator that stacks a matrix.

     Note, additional linear algebra functionality is provided in R 
     through the functions 'chol' which returns the Cholesky factor
     matrix, 'eigen' which computes eigenvalues and eigenvectors,  
     'svd' which does singular value decomposition, 'kappa' which
     determines the condition number of a matrix,  'qr' which performs
     the QR decomposition of a matrix,  'solve' which solves a system
     of linear equations,  together with the functions 'backsolve' used
     when the matrix is upper triangular, and 'forwardsolve' used when
     the matrix is lower triangular.

_6. _T_i_m_e _S_e_r_i_e_s _G_e_n_e_r_a_t_i_o_n:

     For the computation of lagged or leading series the following two
     functions are provided by Rmetrics:

       'tslag'  Lagged or leading vector/matrix of selected order(s),
       'pdl'    Regressor matrix for polynomial distributed lags.

_7. _S_p_e_c_i_a_l _F_u_n_c_t_i_o_n_s _A_d_d_o_n:

     Functions which compute special functions missing in R's base
     package include:

     Heaviside and Related Functions:

       'Heaviside'  Computes Heaviside unit step function,
       'Sign'       Just another signum function,
       'Delta'      Computes delta function,
       'Boxcar'     Computes boxcar function,
       'Ramp'       Computes ramp function.

     Generator for Portable Random Innovations:

       'set.lcgseed'  Set initial random seed,
       'get.lcgseed'  Get the current valus of the random seed,
       'runif.lcg'    Uniform linear congruational generator,
       'rnorm.lcg'    Normal linear congruational generator,
       'rt.lcg'       Student-t linear congruential generator.

_8. _S_o_m_e _u_t_i_l_i_t_y _f_u_n_c_t_i_o_n_s:

     Finally we like to mention some further utility functions:

       'gridVector'  creates from two vectors x and y all grid points.

_A_u_t_h_o_r(_s):

     The 'fUtilities' package was originally written by Diethelm Wuertz
     and is maintained since 2007 and further developed by him and the
     Rmetrics core team.

