retMatrixLtoC: Convert linear to continuous (log) returns for a matrix
In erolbicero/tsconv: Time Series Convenience
Description
Usage
Arguments
Value
Examples
Description
Convert linear to continuous (log) returns for a matrix
Usage
1
retMatrixLtoC(LRetMatrix)
Arguments
LRetMatrix
is a log return xts matrix
Value
a linear return xts matrix
Examples
1
none
erolbicero/tsconv documentation built on May 16, 2019, 8:49 a.m.
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Description Usage Arguments Value Examples
Description
Convert linear to continuous (log) returns for a matrix
Usage
1 | retMatrixLtoC(LRetMatrix)
|
Arguments
LRetMatrix |
is a log return xts matrix |
Value
a linear return xts matrix
Examples
1 | none
|
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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