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\name{orderStatistics}
\alias{orderStatistics}
\title{Order statistics}
\description{
Computes the order statistics of a \code{"timeSeries"} object.
}
\usage{
orderStatistics(x)
}
\arguments{
\item{x}{
a \code{"timeSeries"} object.
}
}
\details{
\code{orderStatistics} computes the order statistics for each column of a
\code{"timeSeries"} object. The output is a named list with the order
statistics for each column in a separate component.
}
\value{
a named list, in which each component is an
univariate \code{"timeSeries"} containing the order statistics of the
corresponding column of the input time series.
}
\examples{
## Load Swiss Pension Fund Benchmark Data -
setRmetricsOptions(myFinCenter = "GMT")
X <- LPP2005REC[, "SPI"]
colnames(X)
## Compute 1\% Order Statistics -
N <- round(0.01*nrow(X))
N
OS <- orderStatistics(X)[[1]]
OS[1:N, ]
}
\keyword{chron}
|
