weekly_return: Compute Weekly Returns of a Vector.

In StockDistFit: Fit Stock Price Distributions

Compute Weekly Returns of a Vector.

Description

This function takes a numeric vector of asset returns and computes weekly returns.

Usage

weekly_return(vec)

Arguments

vec	a numeric vector of asset returns.

Value

A numeric vector of weekly returns.

Note

The input data must be an xts object with dates as rownames.

See Also

monthly_return, annual_return

Examples

# Compute weekly returns of an asset vector
require(xts)
asset_returns_xts <- xts(c(29.2, 30.0, 36.2, 30.4, 38.5, -35.6, 34.5),
                         order.by = as.Date(c("2022-05-01", "2022-05-08", "2022-05-15",
                                             "2022-05-22", "2022-05-29", "2022-06-05",
                                             "2022-06-12")))
weekly_return(asset_returns_xts)

StockDistFit documentation built on May 31, 2023, 8:59 p.m.