summary_stat: Returns summary statistics of Financial variables

In PublicWorksFinanceIT: Soil Defense Investments in Italy: Data Retrieval, Analysis, Visualization

Returns summary statistics of Financial variables

Description

The function allows to obtain summary statistics for financial variables. Mean and standard deviation are computed by default. If requested spatial autocorrelation is computed through the Moran test.

Usage

summary_stat(
data,
corr = FALSE,
variable,
d1,
d2,
plot = FALSE)

Arguments

data	Dataset of class 'data.frame'. Specify the dataset obtained from the retrieving and the merge_data functions.
corr	Logical. By default set to FALSE. If spatial autocorrelation is of interest set to TRUE. To compute the spatial autocorrelation point geometries are required.
variable	Character. Specify the name of the variable for which to obtain the spatial autocorrelation.
d1	See dnearneigh function for details.
d2	See dnearneigh function for details.
plot	Logical. By default set to FALSE. If Moran plot for spatial autocorrelation is of interest set the argument to TRUE.

Value

A list with class list containing the following components:

variable	the names of the financial variables
mean	the value of the mean for each financial variable
sd	the value of the standard deviation for each financial variables
moran.test	list containing the results of the moran.test function

Author(s)

Lorena Ricciotti

References

Moran, Patrick AP (1950). "A test for the serial independence of residuals." Biometrika, 37(1/2), 178–181. JSTOR.

PublicWorksFinanceIT documentation built on April 3, 2025, 6:11 p.m.