orderStatistics {timeSeries} | R Documentation |
Order statistics
Description
Computes order statistics of a "timeSeries"
.
Usage
orderStatistics(x)
Arguments
x |
an univariate |
Value
Function orderStatistics
returns the order statistics of
an univariate "timeSeries"
object. The output is an object of
class "list"
.
Examples
## Load Swiss Pension Fund Benchmark Data -
setRmetricsOptions(myFinCenter = "GMT")
X <- LPP2005REC[, "SPI"]
colnames(X)
## Compute 1% Order Statistics -
N <- round(0.01*nrow(X))
N
OS <- orderStatistics(X)[[1]]
OS[1:N, ]
[Package timeSeries version 4030.106 Index]