SummStats: Compute summary stats
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Usage
Arguments
Value
Author(s)
Description
Step 0 in projection process: Compute summary stats
(mean, skew, kurtosis, etc.) of the invariant X-t step 1
in the project process We collect the first 'n' central
moments of the invariant X-t.
Usage
1
SummStats(X, N)
Arguments
X
an invariant
N
the number of order statistics to collect
Value
ga standardized statistics
mu central moments
Author(s)
Ram Ahluwalia rahluwalia@gmail.com
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Usage Arguments Value Author(s)
Description
Step 0 in projection process: Compute summary stats (mean, skew, kurtosis, etc.) of the invariant X-t step 1 in the project process We collect the first 'n' central moments of the invariant X-t.
Usage
1 | SummStats(X, N)
|
Arguments
X |
an invariant |
N |
the number of order statistics to collect |
Value
ga standardized statistics
mu central moments
Author(s)
Ram Ahluwalia rahluwalia@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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