Description Usage Arguments Value Methods Author(s) Examples

Either continuous returns or discrete returns can be converted into the other type.

1 | ```
returnconvert(y, convdir = c("cont2disc", "disc2cont"), percentage = TRUE)
``` |

`y` |
Objects of classes: numeric, matrix, data.frame, ts, mts, and timeSeries are supported. |

`convdir` |
Character, the type of return conversion. |

`percentage` |
Logical, if |

An object of the same class as `y`

, containing the converted returns.

- y = "data.frame"
The calculation is applied per column of the data.frame and only if all columns are numeric.

- y = "matrix"
The calculation is applied per column of the matrix.

- y = "mts"
The calculation is applied per column of the mts object. The attributes are preserved and an object of the same class is returned.

- y = "numeric"
Calculation of the returns.

- y = "timeSeries"
The calculation is applied per column of the timeSeries object and an object of the same class is returned.

- y = "ts"
Calculation of the returns. The attributes are preserved and an object of the same class is returned.

- y = "xts"
Calculation of the returns. The attributes are preserved and an object of the same class is returned.

- y = "zoo"
Calculation of the returns. The attributes are preserved and an object of the same class is returned.

Bernhard Pfaff

1 2 3 4 5 6 7 | ```
data(StockIndex)
yc <- diff(log(StockIndex[, "SP500"])) * 100
yd <- returnseries(StockIndex[, "SP500"], method = "discrete",
percentage = TRUE, trim = TRUE)
yconv <- returnconvert(yd, convdir = "disc2cont",
percentage = TRUE)
all.equal(yc, yconv)
``` |

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