scale1: Scale Time Series

In PMwR: Portfolio Management with R

Scale Time Series

Description

Scale time series so that they can be better compared.

Usage

scale1(x, ...)

## Default S3 method:
scale1(x, ..., when = "first.complete", level = 1,
       centre = FALSE, scale = FALSE, geometric = TRUE,
       total.g = NULL)

## S3 method for class 'zoo'
scale1(x, ..., when = "first.complete", level = 1,
       centre = FALSE, scale = FALSE, geometric = TRUE,
       inflate = NULL, total.g = NULL)

Arguments

x	a time series
when	origin: for the default method, either a string or numeric (integer). Allowed strings are "first.complete" (the default), "first", and "last". For the zoo method, a value that matches the class of the index of x; for instance, with an index of class Date, when should inherit from Date.
level	numeric
centre	logical
scale	logical or numeric
geometric	logical: if TRUE (the default), the geometric mean is deducted with centre is TRUE; if FALSE, the arithmetic mean is used
inflate	numeric: an annual rate at which the series is inflated (or deflated if negative)
total.g	numeric: to total growth rate (or total return) of a series
...	other arguments passed to methods

Details

This is a generic function, with methods for numeric vectors and matrices, and zoo objects.

Value

An object of the same type as x.

Author(s)

Enrico Schumann

References

Schumann, E. (2023) Portfolio Management with R. https://enricoschumann.net/PMwR/; in particular, see
https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html#scaling-series

See Also

scale

Examples

scale1(cumprod(1 + c(0, rnorm(20, sd = 0.02))), level = 100)

PMwR documentation built on Oct. 20, 2024, 1:08 a.m.