P&M Miscellaneous R Functions


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Documentation for package ‘PMmisc’ version 0.1.2

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cor.lag Lag/Lead Correlation
cor.spearman Spearman rank correlation
cv.annu.fv Calculate future value of annuity
cv.annu.pv Calculate present value of annuity
cv.axp Create logarithm with a random base
cv.bondprice Calculate the plain vanilla bond price
cv.diff Calculating the difference of a time series
cv.drawdown Largest draw down of returns
cv.lag Create a lag variable
cv.lead Create a lead variable
cv.logs Create logarithm with a random base
cv.pctcng Calculating rate of return of a vector
cv.powers Create nth power variable
df.sortcol Sort a data frame by a column
df.stack Stack data frame by one classifier
ds.corm Correlation matrix
ds.kurt Calculating kurtosis for numeric data.
ds.mode Calculating mode for numeric data
ds.skew Calculating skewness for numeric data
ds.summ Descriptive statistics of a data frame
pl.2ts Time series plot for two variables
pl.3smoothtxt Scatter smooth plot with text overlay
pl.3txt Scatter plot with text overlay
pl.coplot Scatter plot of x and y divided by z
pl.hist Plot histograms for a data frame
pl.histgg Plot histograms for a data frame with ggplot2
pl.hs Plot histograms and scatter plots for a data frame
pl.hsd Plot histogram with density line for a data frame
pl.multiplot Multiple plot function for ggplot2 objects
pl.s Plot scatter plots for a data frame
pl.sm Plot scatter smooth plots for a data frame
pl.ts Plot time series plots for a data frame
pl.tss Time series plot with multiple variables
reg.adj.r.squared Adjusted R-squared for lm.fit
reg.aic AIC for lm.fit
reg.bic BIC for lm.fit
reg.dof Degree of freedom for lim.fit
reg.dw Durbin-Watson Test
reg.linreg Linear regression processor
reg.model Linear model generator
reg.r.squared R-squared for lm.fit
reg.std.err Standard error for lim.fit
tr.log Sigmoid function
tr.logtb Logistic function
tr.nd Normal density function
tr.unli Unit normal loss integral
xd.avt Download data from Alpha Vantage
xd.fred Download data from Federal Reserve Bank of St. Louis