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\name{ReturnSeriesBasics}
\alias{ReturnSeriesBasics}
\alias{basicStats}
\alias{seriesPlot}
\alias{cumulatedPlot}
\alias{histPlot}
\alias{densityPlot}
\alias{qqnormPlot}
\alias{qqnigPlot}
\alias{boxPlot}
\alias{boxPercentilePlot}
\alias{returnSeriesGUI}
\title{Return Series Basics}
\description{
A collection and description of functions which
allow to investigate and display the basics of
financial return sderies.
\cr
List of Functions:
\tabular{ll}{
\code{basicStats} \tab Computes an overview of basic statistical values, \cr
\code{seriesPlot} \tab Returns a tailored return series plot, \cr
\code{cumulatedPlot} \tab Returns a tailored cumulatede return plot, \cr
\code{histPlot} \tab Returns a tailored histogram plot, \cr
\code{densityPlot} \tab Returns a tailored kernel density estimate plot, \cr
\code{qqnormPlot} \tab Returns a tailored Normal quantile-quantile plot, \cr
\code{qqnigPlot} \tab Returns a tailored NIG quantile-quantile plot, \cr
\code{boxPlot} \tab Returns a side-by-side standard box plot, \cr
\code{boxPercentilePlot} \tab Returns a side-by-side box-percentile plot, \cr
\code{returnSeriesGUI} \tab Opens a GUI for return series plots.}
}
\usage{
basicStats(x, ci = 0.95)
seriesPlot(x, labels = TRUE, type = "l", col = "steelblue",
ylab = "Returns", rug = TRUE, \dots)
cumulatedPlot(x, index = 100, labels = TRUE, type = "l", col = "steelblue",
ylab = "Index", rug = TRUE, \dots)
histPlot(x, labels = TRUE, col = "steelblue", add.fit = TRUE, rug = TRUE,
skipZeros = TRUE, \dots)
densityPlot(x, labels = TRUE, col = "steelblue", add.fit = TRUE,
rug = TRUE, skipZeros = TRUE, \dots)
qqnormPlot(x, labels = TRUE, col = "steelblue", rug = TRUE,
scale = TRUE, \dots)
qqnigPlot(x, labels = TRUE, col = "steelblue", rug = TRUE, \dots)
boxPlot(x, col = "steelblue", \dots)
boxPercentilePlot(x, col = "steelblue", \dots)
returnSeriesGUI(x)
}
\arguments{
\item{add.fit}{
[*Plot] - \cr
a logical, should a fit added to the Plot?
}
\item{ci}{
[basicsStats] - \cr
confidence interval, a numeric value, by default 0.95,
i.e. 95 percent.
}
\item{col, ylab}{
[*Plot] - \cr
plot parameter, color, main title, and y label to be used. Only
active when \code{labels=TRUE}.
}
\item{index}{
[cumulatedPlot] - \cr
a numeric value, by default 100. The function cumulates
column by colum the returns and multiplies the result with
the index value: \code{index*exp(colCumsums(x))}.
}
\item{labels}{
a logical, should the plot be tailored?
}
\item{rug}{
a logical value by default TRUE. Should a rug representation
of the data added to the plot?
}
\item{scale}{
a logical value by default TRUE. Should the time series be
scale for further investigation?
}
\item{skipZeros}{
a logical, should zeros be skipped in the return Series?
}
\item{type}{
what type of plot should be drawn. For ossible types consult
the \code{plot} help page.
}
\item{x}{
an object of class \code{"timeSeries"} or any other object which
can be transformed by the function \code{as.timeSeries} into an
object of class \code{timeSeries}.
}
\item{\dots}{
optional arguments to be passed.
}
}
\value{
\code{basicsStats}
\cr
returns data frame with the following entries and row names:
nobs, NAs, Minimum, Maximum , 1. Quartile, 3. Quartile,
Mean, Median, Sum, SE Mean, LCL Mean, UCL Mean, Variance,
Stdev, Skewness, Kurtosis.
\code{*Plot}
\cr
For the \code{*Plot} functions, beside the plot no values are
returned.\cr
\code{returnSeriesGUI}
\cr
For the \code{returnSeriesGUI} function, beside the graphical
user interface no values are returned.\cr
}
\author{
Diethelm Wuertz for the Rmetrics \R-port.
}
\examples{
## basicStats -
# Simulated Monthly Return Data:
tS = timeSeries(matrix(rnorm(12)), timeCalendar())
# ... must be univariate:
basicStats(tS)
}
\keyword{programming}
|
