15+ common statistical functions familiar to users of Excel (e.g.
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)
A vector. Most functions are designed for numeric data.
Some functions like
A vector. Used in functions requiring 2 inputs.
A single value used in
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
# Libraries library(tidyquant) library(timetk) library(tidyverse) library(forcats) # --- 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 = 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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