Returns: Returns
In QuantAndrew/QUtility:

Description Usage Arguments Details Value Author(s) See Also Examples

Compute financial returns from prices or indexes.

1	Returns(prices, geometric = TRUE, na.rm = TRUE, trim = TRUE)

`prices`	price or index series, an object of class timeSeries,zoo or xts
`geometric`	use geometric (TRUE) or simple (FALSE) returns, default TRUE
`na.rm`	a logical value. Should NAs be removed? By Default TRUE.
`trim`	a logical value. Should the time series be trimmed? By Default TRUE.

This is a wrapped function of function returns in package timeSeries which is used for timeSeries objects

the returns series of the same class of prices

Ruifei.Yin

WealthIndex,returns

rtn.long <- zoo(rnorm(100,0.001,0.02),as.Date("2010-01-01")+1:100)
rtn.short <- rtn.long + rnorm(100,-0.001,0.003)
rtn <- merge(rtn.long,rtn.short)
prices <- WealthIndex(rtn)
rtn2 <- Returns(prices,trim=FALSE) # Is rtn2 the same as rtn?