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")
``` |

`y` |
A vector containing univariate time series. |

`w` |
An integer value indicating the window size |

`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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