Description Usage Arguments Details Value References Examples
View source: R/descritive_SlidingWindows.R
This function generates descriptive statistics of a univariate time series with sliding windows approach.
1 | descritive.SlidingWindows(y, w = 99, skewness = "moment", kurtosis = "moment")
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y |
A vector containing univariate time series. |
w |
An integer value indicating the window size w < length(y). If w = length(y), will be computed the function will not slide. |
skewness |
A non-numeric value. See PerformanceAnalytics package. |
kurtosis |
A non-numeric value. See PerformanceAnalytics package. |
This function include following measures: min, max, mean, median, standard deviation, skewness and kurtosis.
A list containing "w", "min","max","mean", "median", "standard deviation","skewness" and "kurtosis".
Guedes, E.F. Modelo computacional para análise de movimentos e co-movimentos de mercados financeiros, Ph.D. thesis, Programa de Pós-graduação em Modelagem Computacional e Tecnologia Industrial. Centro Universitário Senai Cimatec, 2019.
1 2 | y <- rnorm(100)
descritive.SlidingWindows(y, w=99, skewness="moment", kurtosis="moment")
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