rank               package:timeSeries               R Documentation

_S_a_m_p_l_e _R_a_n_k_s _o_f _a _T_i_m_e _S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Return the sample ranks of the values of a  'timeSeries' object.

_V_a_l_u_e:

     returns the ranks of a 'timeSeries' object

_E_x_a_m_p_l_e_s:

     ## data -
        x = as.timeSeries(data(msft.dat))[, 1:4]
        x = 100*returns(x)

     ## rank -
        rank(x[, "Open"])

