Usage
runSum(x, n=10)
runMin(x, n=10)
runMax(x, n=10)
runMean(x, n=10)
runMedian(x, n=10, low=FALSE, high=FALSE)
runCov(x, y, n=10, use="all.obs", sample=TRUE)
runCor(x, y, n=10, use="all.obs", sample=TRUE)
runVar(x, n=10, sample=TRUE)
runSD(x, n=10, sample=TRUE)
runMAD(x, n=10, center=runMedian(x, n), stat="median",
constant=1.4826, low=FALSE, high=FALSE)Arguments
x
Object able to be coerced to a matrix.
y
Object able to be coerced to a matrix.
n
Number of periods to use in the window.
sample
Logical, sample covariance if TRUE (denominator of n-1)
use
Only "all.obs" currently implemented.
low
Logical, if TRUE, compute the 'low-median'; i.e., take the
smaller of the two middle values for even sample sizes.
high
Logical, if TRUE, compute the 'high-median'; i.e., take the
larger of the two middle values for even sample sizes.
center
The values to use as the measure of central tendency, around
which to calculate deviations.
stat
Statistic to calculate, one of 'median' or 'mean' (e.g. median
absolute deviation or mean absolute deviation, respectively.)
constant
Scale factor applied to approximate the standard deviation.