absolute_to_relative: Convert Absolute Returns

Description Usage Arguments Value

View source: R/util.R

Description

Convert absolute returns to relative (log) returns.

Usage

1

Arguments

r_n

an absolute return over a single time period

n

the number of time periods over which to compute the logarithmic return

Value

a relative (log) percent return


ryanholbrook/investmentsim documentation built on Nov. 5, 2019, 5:10 a.m.