align
adds align function,
as.POSIXlt
adds POSIXlt function,
atoms
adds atoms function,
attach
extends attach function,
colnames<-
adds colnames assignment,
cor
extends cor function,
cov
extends cov function,
log
extends log function,
outlier
adds outlier function,
rank
extends rank function,
rownames<-
adds rownames assigment,
sample
extends sample function,
stdev
adds stdev function,
termPlot
adds term plot function,
var
extends var function,
volatility
adds volatility function.}
All these functions have now default methods. Furthermore
the fUtilities
package also provides additional methods.
These include:
as.matrix.ts
adds as.matrix.ts method,
as.matrix.mts
adds as.matrix.mts method,
print.control
adds print.control method.}skewness
returns value of skewness,
kurtosis
returns value of kurtosis.}
and functions for column and row statistics. The colStats
and rowStats
are quite general functions which allow to
specify the function to compute the desired statistics by the user.
The remaining column and row statistics functions are thought to
compute often used time series statistics. This includes the sum(,
mean, standard deviations, variance, skewness, kurtosis, maximum,
minimum, product, and quantile value.
Column Statistics:
colStats
calculates column statistics,
colSums
calculates column sums,
colMeans
calculates column means,
colSds
calculates column standard deviations,
colVars
calculates column variances,
colSkewness
calculates column skewness,
colKurtosis
calculates column kurtosis,
colMaxs
calculates maximum values in each column,
colMins
calculates minimum values in each column,
colProds
computes product of all values in each column,
colQuantiles
computes quantiles of each column. }Row Statistics:
rowStats
calculates row statistics,
rowSums
calculates row sums,
rowMeans
calculates row means,
rowSds
calculates row standard deviations,
rowVars
calculates row variances,
rowSkewness
calculates row skewness,
rowKurtosis
calculates row kurtosis,
rowMaxs
calculates maximum values in each row,
rowMins
calculates minimum values in each row,
rowProds
computes product of all values in each row,
rowQuantiles
computes quantiles of each row. }
For hypothesis testing Rmetrics offers a new S4 class and
print method:
fHTEST
Representation for an S4 object of class "fHTEST",
show
S4 print method.}
characterTable
Table of Numerical Equivalents to Latin Characters,
symbolTable
Table of plot characters, plot symbols,
colorTable
Table of Color Codes and Plot Colors itself,
colorLocator
Plots R's 657 named colors for selection,
colorMatrix
Returns matrix of R's color names. }
Many wrapper functions to create color palettes are also added,
all following the same naming conventions: rainbowPalette
Contiguous rainbow color palette,
heatPalette
Contiguous heat color palette,
terrainPalette
Contiguous terrain color palette,
topoPalette
Contiguous topo color palette,
cmPalette
Contiguous cm color palette,
greyPalette
R's gamma-corrected gray palette,
timPalette
Tim's Matlab like color palette,
rampPalette
Color ramp palettes,
seqPalette
Sequential color brewer palettes,
divPalette
Diverging color brewer palettes,
qualiPalette
Qualified color brewer palettes,
focusPalette
Red, green blue focus palettes,
monoPalette
Red, green blue mono palettes. }
An interactive plot function allows to create easily interactive
plots:
interactivePlot
a framework for interactive plot displays.}
linearInterp
performs linear spline interpolation,
akimaInterp
performs Akima spline interpolation,
krigeInterp
performs krige interpolation.}
triang
Extracs the lower tridiagonal part from a matrix,
Triang
Extracs the upper tridiagonal part from a matrix,
pascal
Creates a Pascal matrix,
hilbert
Creates a Hilbert matrix,
colVec
Creates a column vector from a vector,
rowVec
Creates a row vector from a vector,
isPositiveDefinite
Checks if a matrix is positive definite,
makePositiveDefinite
Forces a matrix to be positive definite,
colIds
Retrieves or sets the colnames of an object,
rowIds
Retrieves or sets the rowumn names.}
Linear algebra functions in R's base package include the
%*%
product of two matrices, the
%x%
Kronecker product, the
det
determinant of a matrix, and the
t
transposed matrix.
Rmetrics adds the foloowing functions:
inv
Returns the inverse of a matrix,
norm
Returns the norm of a matrix,
rk
Returns the rank of a matrix,
tr
Returns trace of a matrix,
vech
Is the operator that stacks the lower triangle,
vec
Is the operator that stacks a matrix.}
Note, additional linear algebra functionality is provided in R
through the functions
chol
which returns the Cholesky factor matrix,
eigen
which computes eigenvalues and eigenvectors,
svd
which does singular value decomposition,
kappa
which determines the condition number of a matrix,
qr
which performs the QR decomposition of a matrix,
solve
which solves a system of linear equations,
together with the functions
backsolve
used when the matrix is upper triangular, and
forwardsolve
used when the matrix is lower triangular.tslag
Lagged or leading vector/matrix of selected order(s),
pdl
Regressor matrix for polynomial distributed lags. } Heaviside and Related Functions:
Heaviside
Computes Heaviside unit step function,
Sign
Just another signum function,
Delta
Computes delta function,
Boxcar
Computes boxcar function,
Ramp
Computes ramp function. }
Generator for Portable Random Innovations:
set.lcgseed
Set initial random seed,
get.lcgseed
Get the current valus of the random seed,
runif.lcg
Uniform linear congruational generator,
rnorm.lcg
Normal linear congruational generator,
rt.lcg
Student-t linear congruential generator. }
gridVector
creates from two vectors x and y all grid points.}