BasicStatistics {fBasics} | R Documentation |
A collection and description of functions to compute
basic statistical properties. Missing functions in
R to calculate skewness and kurtosis are added, a
function which creates a summary statistics, and
functions to calculate column and row statistics.
The functions are:
skewness | returns value of skewness, |
kurtosis | returns value of kurtosis, |
basicStats | computes an overview of basic statistical values, |
rowStats | calculates row statistics, |
colStats | calculates column statistics, |
rowAvgs | calculates row means, |
colAvgs | calculates column means, |
rowVars | calculates row variances, |
colVars | calculates column variances, |
rowStdevs | calculates row standard deviations, |
colStdevs | calculates column standard deviations, |
rowSkewness | calculates row skewness, |
colSkewness | calculates column skewness, |
rowKurtosis | calculates row kurtosis, |
colKurtosis | calculates column kurtosis, |
rowCumsums | calculates row cumulated Sums, |
colCumsums | calculates column cumulated Sums. |
For SPLUS Compatibility:
stdev | Returns the standard deviation of a vector or matrix. |
skewness(x, ...) ## Default S3 method: skewness(x, na.rm = FALSE, ...) ## S3 method for class 'data.frame': skewness(x, ...) ## S3 method for class 'POSIXct': skewness(x, ...) ## S3 method for class 'POSIXlt': skewness(x, ...) kurtosis(x, ...) ## Default S3 method: kurtosis(x, na.rm = FALSE, ...) ## S3 method for class 'data.frame': kurtosis(x, ...) ## S3 method for class 'POSIXct': kurtosis(x, ...) ## S3 method for class 'POSIXlt': kurtosis(x, ...) basicStats(x, ci = 0.95, column = 1) rowStats(x, FUN, na.rm = FALSE, ...) rowAvgs(x, na.rm = FALSE, ...) rowVars(x, na.rm = FALSE, ...) rowStdevs(x, na.rm = FALSE, ...) rowSkewness(x, na.rm = FALSE, ...) rowKurtosis(x, na.rm = FALSE, ...) rowCumsums(x, na.rm = FALSE, ...) colStats(x, FUN, na.rm = FALSE, ...) colAvgs(x, na.rm = FALSE, ...) colVars(x, na.rm = FALSE, ...) colStdevs(x, na.rm = FALSE, ...) colSkewness(x, na.rm = FALSE, ...) colKurtosis(x, na.rm = FALSE, ...) colCumsums(x, na.rm = FALSE, ...) stdev(x, na.rm = FALSE))
ci |
confidence interval, a numeric value, by default 0.95, i.e. 95 percent. |
column |
[basicStats] - which column should be selected from the input matrix, data frame or timeSeries object. By default an integer value set to 1. |
FUN |
the statistical function to be applied. |
na.rm |
a logical. Should missing values be removed? |
x |
a numeric vector, or a matrix for column statistics.
[basicStats] - allows also a matrix, data.frame or timeSeries as input. In this case only the first column of data will be considered and a a warning will be printed. |
... |
arguments to be passed. |
skewness
, kurtosis
returns the value of the statistics, a numeric value.
basicsStats
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.
rowStats
, rowAvgs
, rowVars
, rowStdevs
,
rowSkewness
, rowKurtosis
, rowCumsum
computes sample statistics by column. Missing values can be
handled.
colStats
, colAvgs
, colVars
, colStdevs
,
colSkewness
, colKurtosis
, colCumsum
computes sample statistics by column. Missing values can be
handled.
R's-base package contains a function colMeans
with an
additional argument dim=1
. Therefore, the function used
here to compute column means (averages) is named colAvgs
.
The function stdev
computes the standard deviation for a
vector or matrix and was introduced for SPlus compatibility.
Under R use the function sd
.
Diethelm Wuertz for the Rmetrics R-port.
## SOURCE("fBasics.A0-SPlusCompatibility") ## SOURCE("fBasics.A2-BasicStatistics") ## basicStats - xmpBasics("\nStart: Basic Statistics of log-Returns > ") # Data NYSE Composite Index: data(nyseres) basicStats(nyseres) ## mean - ## var - ## skewness - ## kurtosis - xmpBasics("\nNext: Moments, Skewness and Kurtosis > ") # Mean, Variance: mean(nyseres) var(nyseres) # Skewness, Kurtosis: class(nyseres) skewness(nyseres[, 1]) kurtosis(nyseres[, 1])