get_price_relatives: Get price relatives
In ngloe/olpsR: Algorithms and functions for On-line Portfolio Selection
Description
Usage
Arguments
Value
Examples
Description
calculates the price relatives of according asset prices; that is the
closing (opening) price at time t divided by the closing (opening)
price at time t-1.
Usage
1
get_price_relatives(prices)
Arguments
prices
Matrix of asset prices, where each column represents
an asset.
Value
Matrix of price relatives
Examples
1
2
3
4
5
6
7
# load stock prices, for more information see quantmod-package
library(quantmod)
getSymbols("SPY", src="yahoo")
# closing prices
prices <- Cl(SPY)
# get price relatives
get_price_relatives(prices)
ngloe/olpsR documentation built on May 23, 2019, 4:42 p.m.
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Description Usage Arguments Value Examples
Description
calculates the price relatives of according asset prices; that is the closing (opening) price at time t divided by the closing (opening) price at time t-1.
Usage
1 | get_price_relatives(prices)
|
Arguments
prices |
Matrix of asset prices, where each column represents an asset. |
Value
Matrix of price relatives
Examples
1 2 3 4 5 6 7 | # load stock prices, for more information see quantmod-package
library(quantmod)
getSymbols("SPY", src="yahoo")
# closing prices
prices <- Cl(SPY)
# get price relatives
get_price_relatives(prices)
|
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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