# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received A copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2007, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION: TAILORED PLOT FUNCTIONS: # seriesPlot Returns a tailored return series plot # histPlot Returns a tailored histogram plot # densityPlot Returns a tailored kernel density estimate plot # qqnormPlot Returns a tailored normal quantile-quantile plot # FUNCTION: BASIC STATISTICS: # basicStats Returns a basic statistics summary # FUNCTION: DESCRIPTION: # .distCheck Checks consistency of distributions # FUNCTION: SPLUS FUNCTIONALITY: # stdev S-PLUS: Returns the standard deviation of a vector ################################################################################ test.seriesPlot = function() { # Description: # Returns a tailored return series plot # Time Series: tS = as.timeSeries(data(msft.dat))[, "Close"] # Series Plot: par(mfrow = c(2, 1)) seriesPlot(tS) seriesPlot(tS) points(tS, col = "red", pch = 19, cex = 0.7) # Return Value: return() } # ------------------------------------------------------------------------------ test.histPlot = function() { # Description: # Returns a tailored histogram plot # Time Series: tS = as.timeSeries(data(msft.dat))[, "Close"] # Histogram Plot: par(mfrow = c(1, 1)) histPlot(tS) histPlot(tS, add.fit = FALSE) # Return Value: return() } # ------------------------------------------------------------------------------ test.densityPlot = function() { # Description: # Returns a tailored kernel density estimate plot # Time Series: tS = as.timeSeries(data(msft.dat))[, "Close"] # Density Plot: par(mfrow = c(1, 1)) densityPlot(tS) # Return Value: return() } # ------------------------------------------------------------------------------ test.qqnormPlot = function() { # Description: # Returns a tailored normal quantile-quantile plot # Time Series: tS = as.timeSeries(data(msft.dat))[, "Close"] # Quantile Plot: par(mfrow = c(1, 1)) qqnormPlot(tS) # Return Value: return() } # ------------------------------------------------------------------------------ test.basicStats = function() { # Description: # Returns a basic statistics summary # Time Series: tS = as.timeSeries(data(msft.dat)) Close = tS[, "Close"] # Univariate timeSeries - basicStats(x, ci = 0.95) basicStats(Close) # basicStats(as.numeric(Close)) basicStats(as.matrix(Close)) basicStats(as.data.frame(Close)) basicStats(as.ts(Close)) # Multivariate - timeSeries - basicStats(x, ci = 0.95) basicStats(tS) basicStats(as.matrix(tS)) basicStats(as.data.frame(tS)) basicStats(as.ts(tS)) # Return Value: return() } # ------------------------------------------------------------------------------ test.distCheck = function() { # Description: # Checks consistency of distributions # Arguments: # .distCheck(fun = "norm", n = 1000, seed = 4711, ...) # Normal Distribution Check: .distCheck() # Return Value: return() } # ------------------------------------------------------------------------------ test.stdev = function() { # Description: # S-PLUS: Returns the standard deviation of a vector # Time Series: tS = as.timeSeries(data(msft.dat)) # stdev - Univariate: tU = tS[, 1] # S-Plus Compatible: stdev(tU) ## stdev(as.numeric(tU)) ## CHECK !!! stdev(as.vector(tU)) stdev(as.ts(tU)) # Base R: sd(tU) ## sd(as.numeric(tU)) ## CHECK !!! sd(as.vector(tU)) sd(as.ts(tU)) # Return Value: return() } ################################################################################