colCum                package:fSeries                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, ...)
     ## S3 method for class 'zoo':
     colCumsums(x, na.rm = FALSE, ...)

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

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

     ## S3 method for class 'timeSeries':
     cumsum(x)

_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"', 
          '"timeSeries"', or '"zoo"'. 

     ...: arguments to be passed. 

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

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

_N_o_t_e:

     The method 'cumsum.timeSeries' will be no longer supported use
     instead 'colCumsums'.

     The methods for the '"zoo"' methods are still preliminary and 
     untested. 'na.rm' is not yet supported in all case, please test.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

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

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

