ror_diff: Accounting k diff returns

In lovetoken/useful.lovetoken: Useful functions for lovetoken

Description

Accounting k diff rate of returns

Usage

ror_diff(xts, k, log.returns = F, start.omit = T, ...)

Arguments

xts	time series dataset produced by xts.
k	an integer vector.
log.returns	logical asking whether to calculate log returns. Default is FALSE.

Value

xts about returns dataset.

Examples

ror_diff(sample_index, 1)
ror_diff(sample_index, 1, log.returns = T)

ror_diff(sample_index, 0:19)
ror_diff(sample_index, 0:19, log.returns = T)

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