math {fSeries} | R Documentation |
A collection and description of functions
and methods dealing with mathematical timeSeries
operations .
Ops.timeSeries | S3: Arith method for a 'timeSeries' object, |
abs | Returns absolute values of a 'timeSeries' object, |
sqrt | Returns square root of a 'timeSeries' object, |
exp | Returns the exponential values of a 'timeSeries' object, |
log | Returns the logarithm of a 'timeSeries' object, |
sign | Returns the signs of a 'timeSeries' object, |
diff | Differences a 'timeSeries' object, |
scale | Centers and/or scales a 'timeSeries' object, |
quantile | Returns quantiles of an univariate 'timeSeries'. |
## S3 method for class 'timeSeries': Ops(e1, e2) ## S3 method for class 'timeSeries': abs(x) ## S3 method for class 'timeSeries': sqrt(x) ## S3 method for class 'timeSeries': exp(x) ## S3 method for class 'timeSeries': log(x, base = exp(1)) ## S3 method for class 'timeSeries': sign(x) ## S3 method for class 'timeSeries': diff(x, lag = 1, diff = 1, trim = FALSE, pad = NA, ...) ## S3 method for class 'timeSeries': scale(x, center = TRUE, scale = TRUE) ## S3 method for class 'timeSeries': quantile(x, ...)
base |
[log] - a positive number. The base with respect to which logarithms are computed. Defaults to e=exp(1) .
|
center, scale |
[scale] - either a logical value or a numeric vector of length equal to the number of columns of x .
|
diff |
an integer indicating the order of the difference. By default 1. |
e1, e2 |
[Ops] - two objects of class timeSeries .
|
lag |
an integer indicating which lag to use. By default 1. |
pad |
[diffSeries] - which value should get the padded values? By default NA .
Another choice often used would be zero.
|
trim |
a logical value. By default TRUE , the first missing
observation in the return series will be removed.
|
x |
an object of class timeSeries .
|
... |
arguments to be passed. |
returns the value from a mathematical or logical operation operating
on objects of class timeSeries
, or the value computed by a
mathematical function.
Diethelm Wuertz for the Rmetrics R-port.
## data - # Create an artificial timeSeries object: myFinCenter <<- "GMT" charvec = timeCalendar() set.seed(4711) data = matrix(exp(cumsum(rnorm(12, sd = 0.1)))) TS = timeSeries(data, charvec, units = "TS") TS ## Ops | +/- * ^ ... # Mathematical Operations: TS^2 TS[2:4] OR = returnSeries(TS) OR OR > 0