R: Cumulated Column Statistics

colCum {timeSeries}

R Documentation

Cumulated Column Statistics

Description

Functions to compute cumulative column statistics.

Usage

## S4 method for signature 'timeSeries'
colCumsums(x, na.rm = FALSE, ...)

## S4 method for signature 'timeSeries'
colCummaxs(x, na.rm = FALSE, ...)

## S4 method for signature 'timeSeries'
colCummins(x, na.rm = FALSE, ...)

## S4 method for signature 'timeSeries'
colCumprods(x, na.rm = FALSE, ...)

## S4 method for signature 'timeSeries'
colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...)

Arguments

`method`	a character string to indicate if geometric (TRUE) or simple (FALSE) returns should be computed.
`na.rm`	a logical. Should missing values be removed?
`x`	a time series, may be an object of class `"matrix"`, or `"timeSeries"`.
`...`	arguments to be passed.

Value

all functions return an S4 object of class timeSeries.

Examples

## Simulated Return Data -
   x = matrix(rnorm(24), ncol = 2)
     
## Cumulative Sums Column by Column  -
   colCumsums(x)

[Package timeSeries version 2160.95 Index]