basicStatistics {fBasics} | R Documentation |
A collection of functions which compute basic statistical properties.
Missing functions in R to calculate skewness and kurtosis are added,
a function which creates a summary statistics, and functions to calculate
column statistcs.
The functions are:
1 | skewness | Returns value of skewness, |
2 | kurtosis | Returns value of kurtosis, |
3 | basicStats | Computes an overview of basic statistical values, |
4 | rowStats , colStats | Calculates row/column statistics, |
5 | rowAvgs , colAvgs | Calculates row/column means, |
6 | rowVars , colVars | Calculates row/column variances, |
7 | rowStdevs , colStdevs | Calculates row/column standard deviations, |
8 | rowSkewness , colSkewness | Calculates row/column skewness, |
9 | rowKurtosis , colKurtosis | Calculates row/column kurtosis, |
10 | rowCumsums , colCumsums | Calculates row/column cumulated Sums. |
skewness(x, ...) ## Default S3 method: skewness(x, na.rm = FALSE, ...) ## S3 method for class 'data.frame': skewness(x, ...) ## S3 method for class 'POSIXct': skewness(x, ...) ## S3 method for class 'POSIXlt': skewness(x, ...) kurtosis(x, ...) ## Default S3 method: kurtosis(x, na.rm = FALSE, ...) ## S3 method for class 'data.frame': kurtosis(x, ...) ## S3 method for class 'POSIXct': kurtosis(x, ...) ## S3 method for class 'POSIXlt': kurtosis(x, ...) basicStats(x, ci = 0.95) rowStats(x, FUN, na.rm = FALSE, ...) rowAvgs(x, na.rm = FALSE, ...) rowVars(x, na.rm = FALSE, ...) rowStdevs(x, na.rm = FALSE, ...) rowSkewness(x, na.rm = FALSE, ...) rowKurtosis(x, na.rm = FALSE, ...) rowCumsums(x, na.rm = FALSE, ...) colStats(x, FUN, na.rm = FALSE, ...) colAvgs(x, na.rm = FALSE, ...) colVars(x, na.rm = FALSE, ...) colStdevs(x, na.rm = FALSE, ...) colSkewness(x, na.rm = FALSE, ...) colKurtosis(x, na.rm = FALSE, ...) colCumsums(x, na.rm = FALSE, ...)
ci |
confidence interval, a numeric value, by default 0.95, i.e. 95 percent. |
FUN |
the statistical function to be applied. |
na.rm |
a logical. Should missing values be removed? |
x |
a numeric vector, or a matrix for column statistics. |
... |
arguments to be passed. |
skewness
, kurtosis
returns the value of the statistics, a numeric value.
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.
rowStats
, rowAvgs
, rowVars
, rowStdevs
,
rowSkewness
, rowKurtosis
, rowCumsum
computes sample statistics by column. Missing values can be
handled.
colStats
, colAvgs
, colVars
, colStdevs
,
colSkewness
, colKurtosis
, colCumsum
computes sample statistics by column. Missing values can be
handled.
R's-base package contains a function colMeans
with an
additional argument dim=1
. Therefore, the function used
here to compute column means (averages) is named colAvgs
.
Diethelm Wuertz for this R-port.
## basicStats - xmpBasics("\nStart: Basic Statistics of log-Returns > ") # Data NYSE Composite Index: data(nyseres) basicStats(nyseres) ## moments - xmpBasics("\nNext: Moments, Skewness and Kurtosis > ") # Mean, Variance: mean(nyseres) var(nyseres) # Skewness, Kurtosis: # Note, can handele data.frames: skewness(nyseres) kurtosis(nyseres)