mean.geometric: calculate attributes relative to the mean of the observation...

In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

Description

mean.geometric	geometric mean
mean.stderr	standard error of the mean (S.E. mean)
mean.LCL	lower confidence level (LCL) of the mean
mean.UCL	upper confidence level (UCL) of the mean

Usage

## S3 method for class 'geometric'
mean(x, ...)

## S3 method for class 'arithmetic'
Mean(x, SE = FALSE, SE.control = NULL, ...)

## S3 method for class 'stderr'
mean(x, ...)

## S3 method for class 'LCL'
mean(x, ci = 0.95, ...)

## S3 method for class 'UCL'
mean(x, ci = 0.95, ...)

Arguments

x	a vector, matrix, data frame, or time series to calculate the modified mean statistic over
...	any other passthru parameters
SE	TRUE/FALSE whether to ouput the standard errors of the estimates of the risk measures, default FALSE. Only available for Mean.arithmetic.
SE.control	Control parameters for the computation of standard errors. Should be done using the RPESE.control function. Only available for Mean.arithmetic.
ci	the confidence interval to use

Author(s)

Peter Carl

See Also

sd
mean

Examples

data(edhec)
mean.geometric(edhec[,"Funds of Funds"])
mean.stderr(edhec[,"Funds of Funds"])
mean.UCL(edhec[,"Funds of Funds"])
mean.LCL(edhec[,"Funds of Funds"])

PerformanceAnalytics documentation built on Feb. 6, 2020, 5:11 p.m.