runFun {TTR} | R Documentation |
Various functions to analyze data over a moving window of periods.
runSum(x, n=10) runMin(x, n=10) runMax(x, n=10) runMean(x, n=10) runMedian(x, n=10, low=FALSE, high=FALSE) runCov(x, y, n=10, use="all.obs", sample=TRUE) runCor(x, y, n=10, use="all.obs", sample=TRUE) runVar(x, n=10, sample=TRUE) runSD(x, n=10, sample=TRUE) runMAD(x, n=10, center=runMedian(x, n), stat="median", constant=1.4826, low=FALSE, high=FALSE)
x |
Object able to be coerced to a matrix. |
y |
Object able to be coerced to a matrix. |
n |
Number of periods to use in the window. |
sample |
Logical, sample covariance if TRUE (denominator of n-1 ) |
use |
Only "all.obs" currently implemented. |
low |
Logical, if TRUE , compute the 'low-median'; i.e., take the
smaller of the two middle values for even sample sizes. |
high |
Logical, if TRUE , compute the 'high-median'; i.e., take the
larger of the two middle values for even sample sizes. |
center |
The values to use as the measure of central tendency, around which to calculate deviations. |
stat |
Statistic to calculate, one of 'median' or 'mean' (e.g. median absolute deviation or mean absolute deviation, respectively.) |
constant |
Scale factor applied to approximate the standard deviation. |
runSum |
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runMin |
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runMax |
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runMean |
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runMedian |
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runCov |
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runCor |
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runVar |
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runSD |
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runMAD |
returns median/mean absolute deviations over a n-period moving window.
Josh Ulrich