returns: Lagged returns

In sfeuerriegel/ResearchGroupTools: Collection of Custom Helper Functions

Description

Calculates returns between values with specified lag.

Usage

returns(x, lag = 1, na_padding = TRUE)

Arguments

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).

Value

Numeric vector with returns of specified lag.

Note

Parameter na_padding behaves slightly different from diff in order to achieve consistency with lead and lag.

See Also

diff, logReturns

Examples

returns(1:10)
returns(c(1, 2, 4, 8, 16, 32))

returns(c(1, 2, 4, 8, 16, 32), lag = 2)

sfeuerriegel/ResearchGroupTools documentation built on May 29, 2019, 8:01 p.m.