mean.geometric {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 'LCL'
mean(x, ci = 0.95, ...)

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

Arguments

x

a vector, matrix, data frame, or time series to calculate the modified mean statistic over

...

any other passthru parameters

ci

the confidence interval to use

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 1.5.3 Index]