descstat: Computes Basic Descriptive Statistics.

Description Usage Arguments Details Value Examples

View source: R/descstat.R

Description

This function computes descriptive statistics which are most useful for Dynamic Model Averaging.

It is a wrapper of describe.

If the argument is not a matrix, the function tries to convert the object into a matrix. For example, it works smoothly for xts objects.

Usage

1

Arguments

data

matrix, observations are put in rows, and variables are grouped by columns

Details

See describe.

Value

matrix

Examples

1

Example output

Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo 
      mean sd variance median min max skew kurtosis coeff. of variation
WTI      3  4        4      3   3   4    5        5                   2
MSCI     5  5        5      5   5   5    1        6                   4
TB3MS    1  1        1      1   1   1    2        7                   1
CSP      6  6        6      6   6   6    4        8                   5
TWEXM    4  3        3      4   4   3    3        3                   7
PROD     7  7        7      7   7   7    6        1                   6
CONS     8  8        8      8   8   8    8        4                   8
VXO      2  2        2      2   2   2    7        2                   3

fDMA documentation built on July 17, 2020, 5:06 p.m.

Related to descstat in fDMA...