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

"matrix" for the default methods of all functions,

"timeSeries" for the "timeSeries" methods

Examples

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

[Package timeSeries version 4030.106 Index]