excel_stat_summary_functions | R Documentation |
15+ common statistical functions familiar to users of Excel (e.g. SUM()
, AVERAGE()
).
These functions return a single value (i.e. a vector of length 1).
These functions are designed to help users coming from an Excel background. Most functions replicate the behavior of Excel:
Names in most cases match Excel function names
Functionality replicates Excel
By default, missing values are ignored (same as in Excel)
SUM(x)
AVERAGE(x)
MEDIAN(x)
MIN(x)
MAX(x)
COUNT(x)
COUNT_UNIQUE(x)
STDEV(x)
VAR(x)
COR(x, y)
COV(x, y)
FIRST(x)
LAST(x)
NTH(x, n = 1)
CHANGE_FIRSTLAST(x)
PCT_CHANGE_FIRSTLAST(x)
x |
A vector. Most functions are designed for numeric data.
Some functions like |
y |
A vector. Used in functions requiring 2 inputs. |
n |
A single value used in |
Summary Functions
All functions remove missing values (NA
). This is the same behavior as in Excel and most commonly what is desired.
Summary functions return a single value
Summary Functions - Return a single value from a vector
Sum: SUM()
Center: AVERAGE()
, MEDIAN()
Spread: STDEV()
, VAR()
Range: MIN()
, MAX()
Count: COUNT()
, COUNT_UNIQUE()
Position: FIRST()
, LAST()
, NTH()
Change (Summary): CHANGE_FIRSTLAST()
, PCT_CHANGE_FIRSTLAST()
Correlation: COR()
, COV()
# Libraries
library(timetk, exclude = "FANG")
library(forcats)
library(dplyr)
# --- Basic Usage ----
SUM(1:10)
PCT_CHANGE_FIRSTLAST(c(21, 24, 22, 25))
# --- Usage with tidyverse ---
# Go from daily to monthly periodicity,
# then calculate returns and growth of $1 USD
FANG %>%
mutate(symbol = forcats::as_factor(symbol)) %>%
group_by(symbol) %>%
# Summarization - Collapse from daily to FIRST value by month
summarise_by_time(
.date_var = date,
.by = "month",
adjusted = FIRST(adjusted)
)
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