order Statistics

Description

Computes order statistic of a 'timeSeries'.

Usage

1

Arguments

x

an univariate 'timeSeries' object.

Value

Function orderStatistics returns the order statistic of an univariate 'timeSeries' object. The output is an object of class 'list'.

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
## Load Swiss Pension Fund Benchmark Data -  
   setRmetricsOptions(myFinCenter = "GMT")
   X <- LPP2005REC[, "SPI"]
   colnames(X)
   
## Compute 1% Order Statistics -
   N <- round(0.01*nrow(X))
   N
   OS <- orderStatistics(X)[[1]]
   OS[1:N, ]

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.