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

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

# S3 method for class 'geometric'
mean(x, ...)

# S3 method for class 'arithmetic'
mean(x, SE = FALSE, SE.control = NULL, ...)

# 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

SE

TRUE/FALSE whether to ouput the standard errors of the estimates of the risk measures, default FALSE. Only available for mean.arithmetic.

SE.control

Control parameters for the computation of standard errors. Should be done using the RPESE.control function. Only available for mean.arithmetic.

ci

the confidence interval to use

See also

sd
mean

Author

Peter Carl

Examples

data(edhec)
mean.geometric(edhec[,"Funds of Funds"])
#>                Funds of Funds
#> Geometric Mean    0.004382331
mean.stderr(edhec[,"Funds of Funds"])
#>                Funds of Funds
#> Standard Error   0.0009396873
mean.UCL(edhec[,"Funds of Funds"])
#>                        Funds of Funds
#> Upper Confidence Level    0.006361023
mean.LCL(edhec[,"Funds of Funds"])
#>                        Funds of Funds
#> Lower Confidence Level    0.002662185