colCum {fSeries} | R Documentation |
Functions to compute cumulative column statistics.
## Default S3 method: colCumsums(x, na.rm = FALSE, ...) ## S3 method for class 'timeSeries': colCumsums(x, na.rm = FALSE, ...) ## S3 method for class 'zoo': colCumsums(x, na.rm = FALSE, ...) ## Default S3 method: colCummaxs(x, na.rm = FALSE, ...) ## S3 method for class 'timeSeries': colCummaxs(x, na.rm = FALSE, ...) ## S3 method for class 'zoo': colCummaxs(x, na.rm = FALSE, ...) ## Default S3 method: colCumprods(x, na.rm = FALSE, ...) ## S3 method for class 'timeSeries': colCumprods(x, na.rm = FALSE, ...) ## S3 method for class 'zoo': colCumprods(x, na.rm = FALSE, ...) ## Default S3 method: colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...) ## S3 method for class 'timeSeries': colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...) ## S3 method for class 'zoo': colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...) ## S3 method for class 'timeSeries': cumsum(x)
method |
a character string to indicate if geometric (TRUE) or simple (FALSE) returns should be computed. |
na.rm |
a logical. Should missing values be removed? |
x |
a time series, may be an object of class "matrix" ,
"timeSeries" , or "zoo" .
|
... |
arguments to be passed. |
all functions return an S4 object of class timeSeries
.
The method cumsum.timeSeries
will be no longer supported
use instead colCumsums
.
The methods for the "zoo"
methods are still preliminary and
untested. na.rm
is not yet supported in all case, please test.
Diethelm Wuertz for the Rmetrics R-port.
## Simulated Monthly Return Data: x = matrix(rnorm(24), ncol = 2) ## colStats - colCumsums(x)