| rowStats {fBasics} | R Documentation |
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. |
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, ...)
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 |
... |
arguments to be passed. |
the functions return a numeric vector of the statistics.
link{colStats}.
## Simulated Return Data in Matrix Form:
x = matrix(rnorm(10*10), nrow = 10)
## rowStats -
rowStats(x, FUN = mean)
## rowMaxs -
rowMaxs(x)