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\name{colStats}
\alias{colStats}
\alias{colSums,timeSeries-method}
\alias{colMeans,timeSeries-method}
\alias{colSds}
\alias{colVars}
\alias{colSkewness}
\alias{colKurtosis}
\alias{colMaxs}
\alias{colMins}
\alias{colProds}
\alias{colQuantiles}
% \alias{colAvgs}
\alias{colStdevs} % removed, but leave the alias for now
% \alias{mean.timeSeries}
% \alias{var.timeSeries}
\title{Column statistics}
\description{
A collection of functions to compute column statistical properties of
financial and economic time series data.
}
\usage{
colStats(x, FUN, \dots)
colSds(x, \dots)
colVars(x, \dots)
colSkewness(x, \dots)
colKurtosis(x, \dots)
colMaxs(x, \dots)
colMins(x, \dots)
colProds(x, \dots)
colQuantiles(x, prob = 0.05, \dots)
}
% colAvgs(x, \dots)
% \method{mean}{timeSeries}(x, \dots)
% \method{var}{timeSeries}(x, \dots)
\arguments{
\item{x}{
a rectangular object which can be transformed into a matrix
by the function \code{as.matrix}.
}
\item{FUN}{
a function name, the statistical function to be applied.
}
\item{prob}{
a numeric value in [0,1].
}
\item{\dots}{
arguments to be passed.
}
}
\details{
\tabular{ll}{
\code{colStats}\tab calculates column statistics, \cr
\code{colSums} \tab calculates column sums, \cr
\code{colMeans} \tab calculates column means, \cr
\code{colSds} \tab calculates column standard deviations, \cr
\code{colVars} \tab calculates column variances, \cr
\code{colSkewness} \tab calculates column skewness, \cr
\code{colKurtosis} \tab calculates column kurtosis, \cr
\code{colMaxs} \tab calculates maximum values in each column, \cr
\code{colMins} \tab calculates minimum values in each column, \cr
\code{colProds} \tab computes product of all values in each column, \cr
\code{colQuantiles} \tab computes quantiles of each column. }
}
\value{
each function returns a numeric vector of the statistics, one for each
column
}
\seealso{
\code{\link{rollStats}}
}
\examples{
## Simulated Return Data in Matrix Form -
x = matrix(rnorm(252), ncol = 2)
## Mean Columnwise Statistics -
colStats(x, FUN = mean)
## Quantiles Column by Column -
colQuantiles(x, prob = 0.10, type = 1)
}
\keyword{univar}
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