mean.utils {PerformanceAnalytics}R Documentation

calculate attributes relative to the mean of the observation series given, including geometric, stderr, LCL and UCL

Description

mean.geometric geometric mean
mean.stderr standard error of the mean (S.E. mean)
mean.LCL lower confidence level (LCL) of the mean
mean.UCL upper confidence level (UCL) of the mean

Usage

## S3 method for class 'geometric':
mean(x, ...)
## S3 method for class 'stderr':
mean(x, ...)
## S3 method for class 'UCL':
mean(x,  ci = 0.95, ...)
## S3 method for class 'LCL':
mean(x,  ci = 0.95, ...)

Arguments

x a vector, matrix, data frame, or time series to calculate the modified mean statistic over
ci the confidence interval to use
... any other passthru parameters

Value

numeric value for the mean function called

Author(s)

Peter Carl

See Also

sd
mean

Examples

data(edhec)
mean.geometric(edhec[,"Funds of Funds"])
mean.stderr(edhec[,"Funds of Funds"])
mean.UCL(edhec[,"Funds of Funds"])
mean.LCL(edhec[,"Funds of Funds"])
[Package PerformanceAnalytics version 0.9.9-5 Index]