| fUtilities-package {fBasics} | R Documentation |
Package of basic utilities and general tools for Rmetrics.
| Package: | fUtilities |
| Type: | Package |
| Version: | 261.73.1 |
| Date: | 2008 |
| License: | GPL Version 2 or later |
| Copyright: | (c) 1999-2008 Diethelm Wuertz and Rmetrics Foundation |
| URL: | http://www.rmetrics.org |
1. Basic Function Extensions
2. Column and Row Statistics for Rectangular Objects
3. Skewness and Kurtosis Statistics
4. Bivariate Interpolation and Kriging
5. Code Tables, Color Selection and Palettes
6. Vector/Matrix Arithmetics and Linear Algebra Addons
7. Special Functions Addon
Several functions are added by Rmetrics which are missing in R's basic packages.
The first set of these functions are concerned with R functions which were made generic, so that they could be used to add additional methods:
align | adds align function, |
as.POSIXlt | adds POSIXlt function, |
atoms | adds atoms function, |
attach | extends attach function, |
colnames<- | adds colnames assignment, |
cor | extends cor function, |
cov | extends cov function, |
log | extends log function, |
outlier | adds outlier function, |
rank | extends rank function, |
rownames<- | adds rownames assigment, |
sample | extends sample function, |
stdev | adds stdev function, |
termPlot | adds term plot function, |
var | extends var function, |
volatility | adds volatility function. |
All these functions have now default methods. Furthermore
the fUtilities package also provides additional methods.
These include:
as.matrix.ts | adds as.matrix.ts method, |
as.matrix.mts | adds as.matrix.mts method, |
print.control | adds print.control method. |
Beside the basic function extensions also statistical function extensions are provided. This concerns the missing "skewness" and "kurtosis" functions in R
skewness | returns value of skewness, |
kurtosis | returns value of kurtosis. |
and functions for column and row statistics. The colStats
and rowStats are quite general functions which allow to
specify the function to compute the desired statistics by the user.
The remaining column and row statistics functions are thought to
compute often used time series statistics. This includes the sum(,
mean, standard deviations, variance, skewness, kurtosis, maximum,
minimum, product, and quantile value.
Column Statistics:
colStats | calculates column statistics, |
colSums | calculates column sums, |
colMeans | calculates column means, |
colSds | calculates column standard deviations, |
colVars | calculates column variances, |
colSkewness | calculates column skewness, |
colKurtosis | calculates column kurtosis, |
colMaxs | calculates maximum values in each column, |
colMins | calculates minimum values in each column, |
colProds | computes product of all values in each column, |
colQuantiles | computes quantiles of each column. |
Row Statistics:
rowStats | calculates row statistics, |
rowSums | calculates row sums, |
rowMeans | calculates row means, |
rowSds | calculates row standard deviations, |
rowVars | calculates row variances, |
rowSkewness | calculates row skewness, |
rowKurtosis | calculates row kurtosis, |
rowMaxs | calculates maximum values in each row, |
rowMins | calculates minimum values in each row, |
rowProds | computes product of all values in each row, |
rowQuantiles | computes quantiles of each row. |
For hypothesis testing Rmetrics offers a new S4 class and print method:
fHTEST | Representation for an S4 object of class "fHTEST", |
show | S4 print method. |
Character, symbol and color tables are useful tools if one is concerned with graphs and charts:
characterTable | Table of Numerical Equivalents to Latin Characters, |
symbolTable | Table of plot characters, plot symbols, |
colorTable | Table of Color Codes and Plot Colors itself, |
colorLocator | Plots R's 657 named colors for selection, |
colorMatrix | Returns matrix of R's color names. |
Many wrapper functions to create color palettes are also added, all following the same naming conventions:
rainbowPalette | Contiguous rainbow color palette, |
heatPalette | Contiguous heat color palette, |
terrainPalette | Contiguous terrain color palette, |
topoPalette | Contiguous topo color palette, |
cmPalette | Contiguous cm color palette, |
greyPalette | R's gamma-corrected gray palette, |
timPalette | Tim's Matlab like color palette, |
rampPalette | Color ramp palettes, |
seqPalette | Sequential color brewer palettes, |
divPalette | Diverging color brewer palettes, |
qualiPalette | Qualified color brewer palettes, |
focusPalette | Red, green blue focus palettes, |
monoPalette | Red, green blue mono palettes. |
An interactive plot function allows to create easily interactive plots:
interactivePlot | a framework for interactive plot displays. |
Functions which allow to interpolate and smooth bivariate irregular data sets including linear interpolation, Akima spline interpolation, and kriging:
linearInterp | performs linear spline interpolation, |
akimaInterp | performs Akima spline interpolation, |
krigeInterp | performs krige interpolation. |
Functions for matrix arithmetics and linear algebra. These functions are often very useful for the manipulation of the data slot of multivariate financial time series.
General Matrix Functions:
triang | Extracs the lower tridiagonal part from a matrix, |
Triang | Extracs the upper tridiagonal part from a matrix, |
pascal | Creates a Pascal matrix, |
hilbert | Creates a Hilbert matrix, |
colVec | Creates a column vector from a vector, |
rowVec | Creates a row vector from a vector, |
isPositiveDefinite | Checks if a matrix is positive definite, |
makePositiveDefinite | Forces a matrix to be positive definite, |
colIds | Retrieves or sets the colnames of an object, |
rowIds | Retrieves or sets the rowumn names. |
Linear algebra functions in R's base package include the
%*% product of two matrices, the
%x% Kronecker product, the
det determinant of a matrix, and the
t transposed matrix.
Rmetrics adds the foloowing functions:
inv | Returns the inverse of a matrix, |
norm | Returns the norm of a matrix, |
rk | Returns the rank of a matrix, |
tr | Returns trace of a matrix, |
vech | Is the operator that stacks the lower triangle, |
vec | Is the operator that stacks a matrix. |
Note, additional linear algebra functionality is provided in R
through the functions
chol which returns the Cholesky factor matrix,
eigen which computes eigenvalues and eigenvectors,
svd which does singular value decomposition,
kappa which determines the condition number of a matrix,
qr which performs the QR decomposition of a matrix,
solve which solves a system of linear equations,
together with the functions
backsolve used when the matrix is upper triangular, and
forwardsolve used when the matrix is lower triangular.
For the computation of lagged or leading series the following two functions are provided by Rmetrics:
tslag | Lagged or leading vector/matrix of selected order(s), |
pdl | Regressor matrix for polynomial distributed lags. |
Functions which compute special functions missing in R's base package include:
Heaviside and Related Functions:
Heaviside | Computes Heaviside unit step function, |
Sign | Just another signum function, |
Delta | Computes delta function, |
Boxcar | Computes boxcar function, |
Ramp | Computes ramp function. |
Generator for Portable Random Innovations:
set.lcgseed | Set initial random seed, |
get.lcgseed | Get the current valus of the random seed, |
runif.lcg | Uniform linear congruational generator, |
rnorm.lcg | Normal linear congruational generator, |
rt.lcg | Student-t linear congruential generator. |
Finally we like to mention some further utility functions:
gridVector | creates from two vectors x and y all grid points. |
The fUtilities package was originally written by Diethelm Wuertz
and is maintained since 2007 and further developed by him and the Rmetrics
core team.