Return.convert: Convert coredata content from one type of return to another

In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

Description

This function takes an xts object, and using its attribute information, will convert information in the object into the desired output, selected by the user. For example, all combinations of moving from one of 'discrete', 'log', 'difference' and 'level', to another different data type (from the same list) are permissible.

Usage

Return.convert(
  R,
  destinationType = c("discrete", "log", "difference", "level"),
  seedValue = NULL,
  initial = TRUE
)

Arguments

R	an xts object
destinationType	one of 'discrete', 'log', 'difference' or 'level'
seedValue	a numeric scalar indicating the (usually initial) index level or price of the series
initial	(default TRUE) a TRUE/FALSE flag associated with 'seedValue', indicating if this value is at the begginning of the series (TRUE) or at the end of the series (FALSE)

Author(s)

Erol Biceroglu

See Also

Return.calculate

Examples

# TBD

PerformanceAnalytics documentation built on Feb. 6, 2020, 5:11 p.m.