timeSeries (version 280.75)

colCum: Cumulated Column Statistics

Description

Functions to compute cumulative column statistics.

Usage

## S3 method for class 'default':
colCumsums(x, na.rm = FALSE, \dots)
## S3 method for class 'timeSeries':
colCumsums(x, na.rm = FALSE, \dots)
## S3 method for class 'default':
colCummaxs(x, na.rm = FALSE, \dots)
## S3 method for class 'timeSeries':
colCummaxs(x, na.rm = FALSE, \dots)
## S3 method for class 'default':
colCummins(x, na.rm = FALSE, \dots)
## S3 method for class 'timeSeries':
colCummins(x, na.rm = FALSE, \dots)
## S3 method for class 'default':
colCumprods(x, na.rm = FALSE, \dots)
## S3 method for class 'timeSeries':
colCumprods(x, na.rm = FALSE, \dots)
## S3 method for class 'default':
colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...)
## S3 method for class 'timeSeries':
colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...)

Arguments

method

a character string to indicate if geometric (TRUE) or simple (FALSE) returns should be computed.

na.rm

a logical. Should missing values be removed?

x

a time series, may be an object of class "matrix", or "timeSeries".

...

arguments to be passed.

Value

• all functions return an S4 object of class timeSeries.

Examples

## Simulated Monthly Return Data:
   x = matrix(rnorm(24), ncol = 2)
     
## colStats -
   colCumsums(x)