stats-rowStats: Row Statistics In fBasics: Rmetrics - Markets and Basic Statistics

Description

Functions to compute row statistical properties of financial and economic time series data.

The functions are:

 `rowStats` calculates row statistics, `rowSds` calculates row standard deviations, `rowVars` calculates row variances, `rowSkewness` calculates row skewness, `rowKurtosis` calculates row kurtosis, `rowMaxs` calculates maximum values in each row, `rowMins` calculates minimum values in each row, `rowProds` computes product of all values in each row, `rowQuantiles` computes quantiles of each row.

Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16``` ```rowStats(x, FUN, ...) rowSds(x, ...) rowVars(x, ...) rowSkewness(x, ...) rowKurtosis(x, ...) rowMaxs(x, ...) rowMins(x, ...) rowProds(x, ...) rowQuantiles(x, prob = 0.05, ...) rowStdevs(x, ...) rowAvgs(x, ...) ```

Arguments

 `FUN` a function name. The statistical function to be applied. `prob` a numeric value, the probability with value in [0,1]. `x` a rectangular object which can be transformed into a matrix by the function `as.matrix`. `...` arguments to be passed.

Value

the functions return a numeric vector of the statistics.

See Also

`link{colStats}`.

Examples

 ```1 2 3 4 5 6 7 8``` ```## Simulated Return Data in Matrix Form: x = matrix(rnorm(10*10), nrow = 10) ## rowStats - rowStats(x, FUN = mean) ## rowMaxs - rowMaxs(x) ```

fBasics documentation built on Nov. 18, 2017, 4:05 a.m.