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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received A copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C)
# for this R-port:
# 1999 - 2007, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
################################################################################
# FUNCTION: TAILORED PLOT FUNCTIONS:
# seriesPlot Returns a tailored return series plot
# histPlot Returns a tailored histogram plot
# densityPlot Returns a tailored kernel density estimate plot
# qqnormPlot Returns a tailored normal quantile-quantile plot
# FUNCTION: BASIC STATISTICS:
# basicStats Returns a basic statistics summary
# FUNCTION: DESCRIPTION:
# distCheck Checks consistency of distributions
# FUNCTION: SPLUS FUNCTIONALITY:
# stdev S-PLUS: Returns the standard deviation of a vector
################################################################################
test.seriesPlot =
function()
{
# Description:
# Returns a tailored return series plot
# Time Series:
data("MSFT", package = "timeSeries", envir = environment())
tS = MSFT[, "Close"]
# Series Plot:
par(mfrow = c(2, 1))
seriesPlot(tS)
seriesPlot(tS)
points(tS, col = "red", pch = 19, cex = 0.7)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.histPlot =
function()
{
# Description:
# Returns a tailored histogram plot
# Time Series:
data("MSFT", package = "timeSeries", envir = environment())
tS = MSFT[, "Close"]
# Histogram Plot:
par(mfrow = c(1, 1))
histPlot(tS)
histPlot(tS, fit = FALSE)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.densityPlot =
function()
{
# Description:
# Returns a tailored kernel density estimate plot
# Time Series:
data("MSFT", package = "timeSeries", envir = environment())
tS = MSFT[, "Close"]
# Density Plot:
par(mfrow = c(1, 1))
densityPlot(tS)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.qqnormPlot =
function()
{
# Description:
# Returns a tailored normal quantile-quantile plot
# Time Series:
data("MSFT", package = "timeSeries", envir = environment())
tS = MSFT[, "Close"]
# Quantile Plot:
par(mfrow = c(1, 1))
qqnormPlot(tS)
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.basicStats =
function()
{
# Description:
# Returns a basic statistics summary
# Time Series:
data("MSFT", package = "timeSeries", envir = environment())
tS = MSFT
Close = tS[, "Close"]
# Univariate timeSeries - basicStats(x, ci = 0.95)
basicStats(Close)
# basicStats(as.numeric(Close))
basicStats(as.matrix(Close))
basicStats(as.data.frame(Close))
basicStats(as.ts(Close))
# Multivariate - timeSeries - basicStats(x, ci = 0.95)
basicStats(tS)
basicStats(as.matrix(tS))
basicStats(as.data.frame(tS))
basicStats(as.ts(tS))
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.distCheck =
function()
{
# Description:
# Checks consistency of distributions
# Arguments:
# .distCheck(fun = "norm", n = 1000, seed = 4711, ...)
# Normal Distribution Check:
fBasics::distCheck()
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.stdev =
function()
{
# Description:
# S-PLUS: Returns the standard deviation of a vector
# Time Series:
data("MSFT", package = "timeSeries", envir = environment())
tS = MSFT
# stdev - Univariate:
tU = tS[, 1]
# S-Plus Compatible:
stdev(tU)
## stdev(as.numeric(tU)) ## CHECK !!!
stdev(as.vector(tU))
stdev(as.ts(tU))
# Base R:
sd(tU)
## sd(as.numeric(tU)) ## CHECK !!!
sd(as.vector(tU))
sd(as.ts(tU))
# Return Value:
return()
}
################################################################################
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