descr.r<- function(nome) { ############################################################### # Computes descriptive statistics ################################################################ rend<-rendimenti.r(nome) y<-rend$rt*100 y<-as.matrix(y) n.oss<-nrow(y) media <- mean(y, na.rm = T) varia <- var(y, na.rm = T) minimo <- min(y, na.rm = T) massimo <- max(y, na.rm = T) quar <- diff(quantile(y, c(0.25, 0.75), na.rm = T)) # quadrato del momento secondo dalla media med2 <- varia^2 # momento quarto dalla media med4 <- sum((y - media)^4, na.rm = T)/n.oss # momento terzo dalla media medtre <- sum((y - media)^3, na.rm = T)/n.oss beta1 <- (medtre/(sqrt(varia))^3) beta2 <- med4/med2 jb <- (n.oss/6) * (beta1^2 + 1/4 * (beta2 - 3)^2) pvalue<-1-pchisq(jb, 2) descri <- matrix(0, 2, 13) descri[2, 1] <- median(y, na.rm = T) descri[2, 2] <- media descri[2, 3] <- varia descri[2, 4] <- sqrt(varia)/media descri[2, 5] <- minimo descri[2, 6] <- massimo descri[2, 7] <- quantile(y, 0.25, na.rm = T) descri[2, 8] <- quantile(y, 0.75, na.rm = T) descri[2, 9] <- beta1 descri[2, 10] <- beta2 descri[2, 11] <- jb descri[2, 12] <- pvalue descri[2, 13] <- n.oss descri[1, 1] <- c("mediana") descri[1, 2] <- c("media") descri[1, 3] <- c("varianza") descri[1, 4] <- c("CV") descri[1, 5] <- c("minimo") descri[1, 6] <- c("massimo") descri[1, 7] <- c("Iquartile") descri[1, 8] <- c("IIIquartile") descri[1, 9] <- c("asimmetria") descri[1, 10] <- c("curtosi") descri[1, 11] <- c("jarque-bera") descri[1, 12] <- c("pv-jb") descri[1, 13] <- c("n.oss") descri<-as.matrix(descri) print(t(descri)) b<-paste("f:/gigi/",nome,"_out.csv",sep="") write.table(t(descri),file=b,sep=",",dec=".") # library(fBasics) # sintesi<-basicStats(y) # print(sintesi) } descr.r("eni")