PerformanceAnalytics (version 0.9.5)

mean.utils: calculate attributes relative to the mean of the observation series given, including geometric, stderr, LCL and UCL

Description

ll{ mean.geometric geometric mean mean.stderr standard error of the mean (S.E. mean) mean.LCL lower confidence level (LCL) of the mean mean.UCL upper confidence level (UCL) of the mean }

Usage

mean.geometric(x, ...)
mean.stderr(x, ...)
mean.UCL(x,  ci = 0.95, ...)
mean.LCL(x,  ci = 0.95, ...)

Arguments

x

a vector, matrix, data frame, or time series to calculate the modified mean statistic over

ci

the confidence interval to use

...

any other passthru parameters

Value

• numeric value for the mean function called

See Also

sd mean

Examples

data(edhec)
mean.geometric(edhec[,"Funds.of.Funds"])
mean.stderr(edhec[,"Funds.of.Funds"])
mean.UCL(edhec[,"Funds.of.Funds"])
mean.LCL(edhec[,"Funds.of.Funds"])