math {timeSeries} | R Documentation |
Mathematical time series operations
Description
Functions and methods dealing with mathematical 'timeSeries' operations.
Usage
## S4 method for signature 'timeSeries'
quantile(x, ...)
Arguments
x |
an object of class |
... |
arguments to be passed. |
Details
The math functions include:
Ops-method | Group 'Ops' methods for a 'timeSeries' object |
Math-method | Group 'Math' methods for a 'timeSeries' object |
Math2-method | Group 'Math2' methods for a 'timeSeries' object |
Summary-method | Group 'Summary' methods for a 'timeSeries' object |
quantile | Returns quantiles of an univariate 'timeSeries'. |
Value
Returns the value from a mathematical or logical operation operating on objects of class 'timeSeries[], or the value computed by a mathematical function.
Examples
## Create an Artificial 'timeSeries' Object -
setRmetricsOptions(myFinCenter = "GMT")
charvec = timeCalendar()
set.seed(4711)
data = matrix(exp(cumsum(rnorm(12, sd = 0.1))))
TS = timeSeries(data, charvec, units = "TS")
TS
## Mathematical Operations: | +/- * ^ ... -
TS^2
TS[2:4]
OR = returns(TS)
OR
OR > 0
[Package timeSeries version 4030.106 Index]