ecd.data_stats: Statistics and histogram on log returns

Description Usage Arguments Value Examples

Description

Statistics and histogram on log returns are added to the xts attributes

Usage

1
2
ecd.data_stats(ts = "dji", breaks = 20, merge_tails = c(0, 0),
  with.tail = FALSE, tail.N1 = 7, tail.N2 = 5)

Arguments

ts

can be either a symbol of sample data, or the xts object from sample data

breaks

A length-one numeric, breaks for generating the histogram.

merge_tails

A length-two numeric vector. The first element is how many points in the left tail of histogram to be dropped during fitting. The second element is how many points in the right tail of histogram to be dropped during fitting.

with.tail

logical, include tail statistics, mainly on asypmtotic kurtosis. Default: FALSE.

tail.N1

a numeric, defining the wider range of tail statistics

tail.N2

a numeric, defining the smaller range of tail statistics

Value

The xts object containing ecd added attributes

Examples

1
2
dji <- ecd.data_stats(ecd.data("dji"))
dji <- ecd.data_stats("dji")


Search within the ecd package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.