PerformanceAnalytics (version 2.0.8)

table.Stats: Returns Summary: Statistics and Stylized Facts

Description

Returns a basic set of statistics that match the period of the data passed in (e.g., monthly returns will get monthly statistics, daily will be daily stats, and so on)

Usage

table.Stats(R, ci = 0.95, digits = 4)

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

ci

confidence interval, defaults to 95%

digits

number of digits to round results to

Author

Peter Carl

Details

This was created as a way to display a set of related statistics together for comparison across a set of instruments or funds. Careful consideration to missing data or unequal time series should be given when intepreting the results.

Examples

data(edhec)
table.Stats(edhec[,1:3])
t(table.Stats(edhec))

result=t(table.Stats(edhec))

 # don't test on CRAN, since it requires Suggested packages

require("Hmisc")
textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=c(rep(1,2),rep(3,14))), 
         rmar = 0.8, cmar = 1.5,  max.cex=.9, halign = "center", valign = "top", 
         row.valign="center", wrap.rownames=10, wrap.colnames=10, mar = c(0,0,3,0)+0.1)
title(main="Statistics for EDHEC Indexes")