Description Usage Arguments Value Note See Also Examples
Calculates log-returns between values with specified lag.
1 | logReturns(x, lag = 1, na_padding = TRUE, base = exp(1))
|
x |
A numeric vector containing the values for which returns are calculated. |
lag |
Integer indicating which lag to use (default: 1). |
na_padding |
Flag whether to pad truncated values with NA's (default: TRUE). |
base |
A positive number giving the base with respect to which the logarithm is
computed. Default is e, i.e. |
Numeric vector with log-returns of specified lag.
Parameter na_padding
behaves slightly different from diff
in order to achieve consistency with lead
and lag
.
1 2 3 | logReturns(1:10)
logReturns(c(1, 2, 4, 8, 16, 32), base = 2)
logReturns(c(1, 2, 4, 8, 16, 32), base = 2, na_padding = FALSE)
|
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