PerformanceAnalytics (version 2.0.4)

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

Description

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

# S3 method for geometric
mean(x, ...)
# S3 method for arithmetic
Mean(x, SE = FALSE, SE.control = NULL, ...)
# S3 method for stderr
mean(x, ...)
# S3 method for LCL
mean(x, ci = 0.95, ...)
# S3 method for UCL
mean(x, ci = 0.95, ...)

Arguments

x

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

…

any other passthru parameters

SE

TRUE/FALSE whether to ouput the standard errors of the estimates of the risk measures, default FALSE. Only available for Mean.arithmetic.

SE.control

Control parameters for the computation of standard errors. Should be done using the RPESE.control function. Only available for Mean.arithmetic.

ci

the confidence interval to use

See Also

sd mean

Examples

# NOT RUN {
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"])
# }