returns: Returns

View source: R/returns.R

returnsR Documentation

Returns

Description

Estimates returns with a given period.

Usage

returns(series, dates = NULL, period = "daily", type = "arithmetic")

Arguments

series

object of state prices, or an OHLC type object.

dates

Initial and end date.

period

returns period. c(‘daily’, ‘weekly’, ‘monthly’, ‘quarterly’, ‘yearly’)

type

type of returns: arithmetic (discrete) or log (continuous)

Value

Returns


veldanie/SuraInvestmentAnalytics documentation built on March 29, 2025, 7:43 p.m.