basicStatistics {fBasics}R Documentation

Basic Statistics Summary

Description

A collection of functions which compute basic statistical properties. Missing functions in R to calculate skewness and kurtosis are added, a function which creates a summary statistics, and functions to calculate column statistcs.

The functions are:

1 skewness Returns value of skewness,
2 kurtosis Returns value of kurtosis,
3 basicStats Computes an overview of basic statistical values,
4 rowStats, colStats Calculates row/column statistics,
5 rowAvgs, colAvgs Calculates row/column means,
6 rowVars, colVars Calculates row/column variances,
7 rowStdevs, colStdevs Calculates row/column standard deviations,
8 rowSkewness, colSkewness Calculates row/column skewness,
9 rowKurtosis, colKurtosis Calculates row/column kurtosis,
10 rowCumsums, colCumsums Calculates row/column cumulated Sums.

Usage

skewness(x, ...)
## Default S3 method:
skewness(x, na.rm = FALSE, ...)
## S3 method for class 'data.frame':
skewness(x, ...)
## S3 method for class 'POSIXct':
skewness(x, ...)
## S3 method for class 'POSIXlt':
skewness(x, ...)

kurtosis(x, ...)
## Default S3 method:
kurtosis(x, na.rm = FALSE, ...)
## S3 method for class 'data.frame':
kurtosis(x, ...)
## S3 method for class 'POSIXct':
kurtosis(x, ...)
## S3 method for class 'POSIXlt':
kurtosis(x, ...)

basicStats(x, ci = 0.95)

rowStats(x, FUN, na.rm = FALSE, ...) 
rowAvgs(x, na.rm = FALSE, ...)
rowVars(x, na.rm = FALSE, ...)
rowStdevs(x, na.rm = FALSE, ...)
rowSkewness(x, na.rm = FALSE, ...)
rowKurtosis(x, na.rm = FALSE, ...)
rowCumsums(x, na.rm = FALSE, ...)

colStats(x, FUN, na.rm = FALSE, ...) 
colAvgs(x, na.rm = FALSE, ...)
colVars(x, na.rm = FALSE, ...)
colStdevs(x, na.rm = FALSE, ...)
colSkewness(x, na.rm = FALSE, ...)
colKurtosis(x, na.rm = FALSE, ...)
colCumsums(x, na.rm = FALSE, ...)

Arguments

ci confidence interval, a numeric value, by default 0.95, i.e. 95 percent.
FUN the statistical function to be applied.
na.rm a logical. Should missing values be removed?
x a numeric vector, or a matrix for column statistics.
... arguments to be passed.

Value

skewness, kurtosis
returns the value of the statistics, a numeric value.

basicsStats
returns data frame with the following entries and row names: nobs, NAs, Minimum, Maximum , 1. Quartile, 3. Quartile, Mean, Median, Sum, SE Mean, LCL Mean, UCL Mean, Variance, Stdev, Skewness, Kurtosis.

rowStats, rowAvgs, rowVars, rowStdevs,
rowSkewness, rowKurtosis, rowCumsum
computes sample statistics by column. Missing values can be handled.

colStats, colAvgs, colVars, colStdevs,
colSkewness, colKurtosis, colCumsum
computes sample statistics by column. Missing values can be handled.

Note

R's-base package contains a function colMeans with an additional argument dim=1. Therefore, the function used here to compute column means (averages) is named colAvgs.

Author(s)

Diethelm Wuertz for this R-port.

See Also

colMeans, mean, median, var.

Examples

## basicStats -
   xmpBasics("\nStart: Basic Statistics of log-Returns > ")
   # Data NYSE Composite Index:
   data(nyseres)
   basicStats(nyseres)  
     
## moments -
   xmpBasics("\nNext: Moments, Skewness and Kurtosis > ")
   # Mean, Variance:
   mean(nyseres)
   var(nyseres)
   # Skewness, Kurtosis:
   # Note, can handele data.frames:
   skewness(nyseres)
   kurtosis(nyseres)
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