ror: Accounting rolling returns
In lovetoken/useful.lovetoken: Useful functions for lovetoken

Accounting rolling rate of returns (years, months, days)

ror_y(xts, k)

ror_m(xts, k)

ror_d(xts, k)

`xts`	time series dataset produced by `xts`. Should be satisfied "ymd" term of `index(xts)`.
`k`	an integer vector.

xts about returns dataset.

ror_y(sample_index2, 1)
ror_m(sample_index2, 1)
ror_d(sample_index2, 1)

ror_y(sample_index2, 2)
ror_m(sample_index2, 15)
ror_d(sample_index2, 50)

lovetoken/useful.lovetoken documentation built on June 14, 2019, 3:21 p.m.

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