returns: Calculate returns
In QuantTools: Enhanced Quantitative Trading Modelling
Description
Usage
Arguments
Value
Description
Calculate returns
Usage
1
Arguments
x
numeric vector
type
'r' = x[t] / x[t-n] - 1 , 'l' = ln( x[t] / x[t-n] )
n
lookback
Value
Vector of same length as x with absent returns converted to 0 for relative and 1 for logarithmic.
QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.
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Description Usage Arguments Value
Description
Calculate returns
Usage
1 |
Arguments
x |
numeric vector |
type |
|
n |
lookback |
Value
Vector of same length as x with absent returns converted to 0 for relative and 1 for logarithmic.
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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