orderStatistics {timeSeries}

R Documentation

Order statistics

Description

Computes order statistics of a "timeSeries".

Usage

orderStatistics(x)

Arguments

x	an univariate "timeSeries" object.

Value

Function orderStatistics returns the order statistics of an univariate "timeSeries" object. The output is an object of class "list".

Examples

## Load Swiss Pension Fund Benchmark Data -  
   setRmetricsOptions(myFinCenter = "GMT")
   X <- LPP2005REC[, "SPI"]
   colnames(X)
   
## Compute 1% Order Statistics -
   N <- round(0.01*nrow(X))
   N
   OS <- orderStatistics(X)[[1]]
   OS[1:N, ]

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