Compute quantiles columnwise

DESCRIPTION:

Computes quantiles for each column. This is a generic function; methods currently exist for matrix, series, bdTimeSeries, and bdSignalSeries objects.

USAGE:

colQuantiles(x, probs = seq(0, 1, 0.25), na.rm = F)

REQUIRED ARGUMENTS:

x
a matrix, data frame, bdFrame, timeSeries, signalSeries, bdTimeSeries or bdSignalSeries object.

OPTIONAL ARGUMENTS:

probs
vector of desired probability levels. Values must be between 0 and 1 inclusive. The default produces a "five number summary": the minimum, lower quartile, median, upper quartile, and maximum of x.
na.rm
if FALSE, missing values ( NA) in the input result in missing values in corresponding elements of the output. If TRUE then missing values are omitted from calculations.

VALUE:

a list of vectors of quantiles for each column

DETAILS:

Equivalent to apply(x, 2, FUN=quantile)

SEE ALSO:

, , , , , .

EXAMPLES:

colQuantiles(djia[timeEvent("02/20/1989","02/20/1990"), ], na.rm=T)