logreturns: Calculating Log-returns

Description Usage Arguments Value Author(s) See Also Examples

Description

Simple function that calculates log-returns from prices time series.

Usage

1

Arguments

x

Vector of prices or an index values (class "numeric").

Value

Vector of log-returns (class "numeric").

Author(s)

Mikhail A. Beketov

See Also

Functions: hmmsetcont, baumwelchcont, viterbicont, and statesDistributionsPlot.

Examples

1
2
3
4
Returns<-logreturns(Prices)
par(mfrow=c(2,1))
plot(Prices, type="l") 
plot(Returns, type="l")

HMMCont documentation built on May 1, 2019, 10:46 p.m.