colCum              package:timeSeries              R Documentation

_C_u_m_u_l_a_t_e_d _C_o_l_u_m_n _S_t_a_t_i_s_t_i_c_s

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

     Functions to compute cumulative column statistics.

_U_s_a_g_e:

     ## Default S3 method:
     colCumsums(x, na.rm = FALSE, ...)
     ## S3 method for class 'timeSeries':
     colCumsums(x, na.rm = FALSE, ...)

     ## Default S3 method:
     colCummaxs(x, na.rm = FALSE, ...)
     ## S3 method for class 'timeSeries':
     colCummaxs(x, na.rm = FALSE, ...)

     ## Default S3 method:
     colCummins(x, na.rm = FALSE, ...)
     ## S3 method for class 'timeSeries':
     colCummins(x, na.rm = FALSE, ...)

     ## Default S3 method:
     colCumprods(x, na.rm = FALSE, ...)
     ## S3 method for class 'timeSeries':
     colCumprods(x, na.rm = FALSE, ...)

     ## Default S3 method:
     colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...)
     ## S3 method for class 'timeSeries':
     colCumreturns(x, method = c("geometric", "simple"), na.rm = FALSE, ...)

_A_r_g_u_m_e_n_t_s:

  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. 

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

     all functions return an S4 object of class 'timeSeries'.

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

     ## Simulated Monthly Return Data:
        x = matrix(rnorm(24), ncol = 2)
          
     ## colStats -
        colCumsums(x)  

