make_returns: Assets – An Asset has type: Time -> Time -> Return
In ryanholbrook/investmentsim: Investment Simulator
Description
Usage
Arguments
Details
Value
Description
An asset is identified with an accumulator. It takes an increment and
returns the asset's percent change over that increment.
Usage
1
make_returns(x)
Arguments
x
a vector of prices
Details
An asset should in addition have as an attribute 'dates' the vector
of dates over which it is defined. If left as 'NULL' it is assumed
to be valid for any date.
Compute absolute returns of an asset
Computes the absolute returns of an asset given its prices over
some regular period, that is \frac{x_k - x_{k-1}}{x_{k-1}}.
Value
a vector of absolute returns
ryanholbrook/investmentsim documentation built on Nov. 5, 2019, 5:10 a.m.
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Description Usage Arguments Details Value
Description
An asset is identified with an accumulator. It takes an increment and returns the asset's percent change over that increment.
Usage
1 | make_returns(x)
|
Arguments
x |
a vector of prices |
Details
An asset should in addition have as an attribute 'dates' the vector of dates over which it is defined. If left as 'NULL' it is assumed to be valid for any date. Compute absolute returns of an asset
Computes the absolute returns of an asset given its prices over some regular period, that is \frac{x_k - x_{k-1}}{x_{k-1}}.
Value
a vector of absolute returns
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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