colCum {timeSeries}R Documentation

Cumulated Column Statistics

Description

Functions to compute cumulative column statistics.

Usage

## S4 method for signature 'timeSeries':
colCumsums(x, na.rm = FALSE, ...)

## S4 method for signature 'timeSeries':
colCummaxs(x, na.rm = FALSE, ...)

## S4 method for signature 'timeSeries':
colCummins(x, na.rm = FALSE, ...)

## S4 method for signature 'timeSeries':
colCumprods(x, na.rm = FALSE, ...)

## S4 method for signature 'timeSeries':
colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...)

Arguments

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", or "timeSeries".
... arguments to be passed.

Value

all functions return an S4 object of class timeSeries.

Examples

## Simulated Return Data -
   x = matrix(rnorm(24), ncol = 2)
     
## Cumulative Sums Column by Column  -
   colCumsums(x)
[Package timeSeries version 2110.87 Index]