# statistics-colSums: Column statistics In timeSeries: Financial Time Series Objects (Rmetrics)

 colStats R Documentation

## Column statistics

### Description

A collection of functions to compute column statistical properties of financial and economic time series data.

### Usage

``````colStats(x, FUN, ...)

colSds(x, ...)
colVars(x, ...)
colSkewness(x, ...)
colKurtosis(x, ...)
colMaxs(x, ...)
colMins(x, ...)
colProds(x, ...)
colQuantiles(x, prob = 0.05, ...)
``````

### Arguments

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

### Details

 `colStats` calculates column statistics, `colSums` calculates column sums, `colMeans` calculates column means, `colSds` calculates column standard deviations, `colVars` calculates column variances, `colSkewness` calculates column skewness, `colKurtosis` calculates column kurtosis, `colMaxs` calculates maximum values in each column, `colMins` calculates minimum values in each column, `colProds` computes product of all values in each column, `colQuantiles` computes quantiles of each column.

### Value

each function returns a numeric vector of the statistics, one for each column

`rollStats`

### Examples

``````## Simulated Return Data in Matrix Form -
x = matrix(rnorm(252), ncol = 2)

## Mean Columnwise Statistics -
colStats(x, FUN = mean)

## Quantiles Column by Column -
colQuantiles(x, prob = 0.10, type = 1)
``````

timeSeries documentation built on June 22, 2024, 6:59 p.m.