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