Usage
runSum(x, n=10, cumulative=FALSE)
runMin(x, n=10, cumulative=FALSE)
runMax(x, n=10, cumulative=FALSE)
runMean(x, n=10, cumulative=FALSE)
runMedian(x, n=10, non.unique="mean", cumulative=FALSE)
runCov(x, y, n=10, use="all.obs", sample=TRUE, cumulative=FALSE)
runCor(x, y, n=10, use="all.obs", sample=TRUE, cumulative=FALSE)
runVar(x, y=NULL, n=10, sample=TRUE, cumulative=FALSE)
runSD(x, n=10, sample=TRUE, cumulative=FALSE)
runMAD(x, n=10, center=NULL, stat="median",
constant=1.4826, non.unique="mean", cumulative=FALSE)Arguments
x
Object coercible to xts or matrix.
y
Object coercible to xts or matrix.
n
Number of periods to use in the window or, if cumulative=TRUE,
the number of obversations to use before the first result is returned.
cumulative
Logical, use from-inception calculation?
sample
Logical, sample covariance if TRUE (denominator of n-1)
use
Only "all.obs" currently implemented.
non.unique
One of 'mean', 'max', or 'min'; which compute their respective
statistics for the two middle values of even-sized samples.
center
The values to use as the measure of central tendency, around
which to calculate deviations. The default (NULL) uses the median.
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.