summary_stat {PublicWorksFinanceIT} | R Documentation |
Returns summary statistics of Financial variables
Description
The function allows to obtain summary statistics for financial variables. Mean and standard deviation are computed by default. If requested spatial autocorrelation is computed through the Moran test.
Usage
summary_stat(
data,
corr = FALSE,
variable,
d1,
d2,
plot = FALSE)
Arguments
data |
Dataset of class 'data.frame'. Specify the dataset obtained from the retrieving and the |
corr |
Logical. By default set to |
variable |
Character. Specify the name of the variable for which to obtain the spatial autocorrelation. |
d1 |
See |
d2 |
See |
plot |
Logical. By default set to |
Value
A list with class list containing the following components:
variable |
the names of the financial variables |
mean |
the value of the mean for each financial variable |
sd |
the value of the standard deviation for each financial variables |
moran.test |
list containing the results of the |
Author(s)
Lorena Ricciotti
References
Moran, Patrick AP (1950). "A test for the serial independence of residuals." Biometrika, 37(1/2), 178–181. JSTOR.