unadjust.xts: Turn split adjusted dividends into unadjusted dividends.

In e-mu-pi/adjustr: Adjust Stock Price Data for Splits and Dividends

Turn split adjusted dividends into unadjusted dividends.

Description

Assumes that unadjusted dividends are only accurate to 3 decimal places unless max_decimals specifies otherwise.

Usage

## S3 method for class 'xts'
unadjust(split_adjusted_dividend, splits, ...)

Arguments

split_adjusted_dividend	An xts of dividends, either 1 column or with a column name matching dividend.
splits	An xts of splits, either 1 column or with a column spl.
...	Additional arguments passed to unadjust.default, for example, max_decimals.

Value

An xts of merged splits and dividends with new fields shares and unadjusted_dividend. Missing splits are filled in with 1. Missing dividends are filled in with 0.

e-mu-pi/adjustr documentation built on Sept. 26, 2024, 9:34 p.m.