retVectorLtoC: Convert linear to log returns for a vector

Description Usage Arguments Value Examples

Description

Convert linear to log returns for a vector

Usage

1
retVectorLtoC(timeseriesLRetVector)

Arguments

timeseriesLRetVector

is an xts linear return vector

Value

a log-return xts object

Examples

1
none

erolbicero/tsconv documentation built on May 16, 2019, 8:49 a.m.