orderStatistics {timeSeries} | R Documentation |
Computes order statistic of a 'timeSeries'.
orderStatistics(x)
x |
an univariate 'timeSeries' object. |
Function orderStatistics
returns the order statistic of
an univariate 'timeSeries' object. The output is an object of
class 'list'.
## 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, ]