TimeSeriesLogReturn: Convert price series to log-return series
In LIHNPSD: Poisson Subordinated Distribution
Description
Usage
Arguments
Value
Examples
Description
Convert daily price series to log-return series by a specified time interval
Usage
1
TimeSeriesLogReturn(pr, days)
Arguments
pr
Array of daily prices
days
Time interval, typically 1 for one day
Value
Array of log-return series
Examples
1
2
pr <- c( 100.0, 102.0, 106.0, 105.0 )
logr <- TimeSeriesLogReturn(pr,1)
LIHNPSD documentation built on May 2, 2019, 9:12 a.m.
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Description Usage Arguments Value Examples
Description
Convert daily price series to log-return series by a specified time interval
Usage
1 | TimeSeriesLogReturn(pr, days)
|
Arguments
pr |
Array of daily prices |
days |
Time interval, typically 1 for one day |
Value
Array of log-return series
Examples
1 2 | pr <- c( 100.0, 102.0, 106.0, 105.0 )
logr <- TimeSeriesLogReturn(pr,1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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