get_return: Compute (simple net) return of values in vector

In tharte/tutils: Tom's UTILity functionS

Description

Compute (simple net) return of values in vector

Usage

get_return(x, nan.replace = FALSE)

Arguments

x	numeric vector
nan.replace	logical if TRUE, replace NaN (not-a-number) symbols with NA

Value

numeric vector

Author(s)

Thomas P. Harte

See Also

numeric, NaN, vector

Examples

  get_return(c(NA))
  get_return(c(NA, NA))
  get_return(c(NaN, NA))
  get_return(c(NaN, 1, 1.1), nan.replace=TRUE)
  get_return(c(1, +Inf, 1.1), nan.replace=TRUE)

  dates<- seq(as.Date("2011-01-01"), by=1, len=6)
 z<- zoo(c(NA, 1, 2, 3, 0, 0), order.by=dates)

  zoo::rollapply(z, 2, get_return, align="right", nan.replace=TRUE)
  # 2011-01-02 2011-01-03 2011-01-04 2011-01-05 2011-01-06
  #	  NA        1.0        0.5       -1.0         NA

  zoo::rollapply(z, 2, get_return, align="right", nan.replace=FALSE)
  # 2011-01-02 2011-01-03 2011-01-04 2011-01-05 2011-01-06
  #	  NA        1.0        0.5       -1.0         NaN

tharte/tutils documentation built on Feb. 11, 2020, 9:17 a.m.