# Order statistics

`statistics-orderStatistics.Rd`

Computes the order statistics of a `"timeSeries"`

object.

## Details

`orderStatistics`

computes the order statistics for each column of a
`"timeSeries"`

object. The output is a named list with the order
statistics for each column in a separate component.

## Value

a named list, in which each component is an
univariate `"timeSeries"`

containing the order statistics of the
corresponding column of the input time series.

## Examples

```
## Load Swiss Pension Fund Benchmark Data -
setRmetricsOptions(myFinCenter = "GMT")
X <- LPP2005REC[, "SPI"]
colnames(X)
#> [1] "SPI"
## Compute 1% Order Statistics -
N <- round(0.01*nrow(X))
N
#> [1] 4
OS <- orderStatistics(X)[[1]]
OS[1:N, ]
#> GMT
#> SPI
#> 2007-02-27 -0.03574624
#> 2006-05-17 -0.02840692
#> 2007-03-14 -0.02820549
#> 2006-06-08 -0.02737931
```