stats-rowStats: Row statistics

In fBasics: Rmetrics - Markets and Basic Statistics

Row statistics

Description

Functions to compute row statistical properties of financial and economic time series data.

The functions are:

rowStats	calculates row statistics,
rowSds	calculates row standard deviations,
rowVars	calculates row variances,
rowSkewness	calculates row skewness,
rowKurtosis	calculates row kurtosis,
rowMaxs	calculates maximum values in each row,
rowMins	calculates minimum values in each row,
rowProds	computes product of all values in each row,
rowQuantiles	computes quantiles of each row.

Usage

rowStats(x, FUN, ...) 




rowSds(x, ...)
rowVars(x, ...)
rowSkewness(x, ...)
rowKurtosis(x, ...)
rowMaxs(x, ...)
rowMins(x, ...)
rowProds(x, ...)
rowQuantiles(x, prob = 0.05, ...)

rowStdevs(x, ...)
rowAvgs(x, ...)

Arguments

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

Value

each function returns a numeric vector of the statistics

See Also

apply

Examples

## Simulated Return Data in Matrix Form:
x <- matrix(rnorm(10*10), nrow = 10)
     
rowStats(x, FUN = mean)
rowMaxs(x)  

fBasics documentation built on Aug. 20, 2024, 3:01 a.m.