colStats             package:fUtilities             R Documentation

_C_o_l_u_m_n _S_t_a_t_i_s_t_i_c_s

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

     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.

_U_s_a_g_e:

     colStats(x, FUN, ...) 

     colSums(x, ...)
     colMeans(x, ...)

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

     colStdevs(x, ...)
     colAvgs(x, ...)

     ## S3 method for class 'timeSeries':
     mean(x, ...)
     ## S3 method for class 'timeSeries':
     var(x, ...)

_A_r_g_u_m_e_n_t_s:

     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. 

_V_a_l_u_e:

     the functions return a numeric vector of the statistics.

_S_e_e _A_l_s_o:

     'link{rowStats}'.

_E_x_a_m_p_l_e_s:

     ## Simulated Return Data in Matrix Form:
        x = matrix(rnorm(252), ncol = 2)
          
     ## colStats -
        colStats(x, FUN = mean)
        
     ## colQuantiles -
        colQuantiles(x, prob = 0.10, type = 1)  

