Description Usage Arguments Value Note Author(s) References See Also Examples
Calculates vector of ratios of a numeric vector, i.e. ratio of x[2]
to
x[1]
, ratio of x[3]
to x[2]
, and so forth.
1 | ratios(x)
|
x |
Numeric vector. |
Numeric vector.
This function uses C++ code to achieve a 1.5-2 times speed increase compared to
the base R code:
len <- length(prices); prices[2: len] / prices[1: (len - 1)]
.
Dane R. Van Domelen
Acknowledgment: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No. DGE-0940903.
1 2 3 4 5 6 7 8 9 |
Loading required package: rbenchmark
Loading required package: quantmod
Loading required package: xts
Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
as.Date, as.Date.numeric
Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.
[1] -0.1149643 -0.6784881 -0.2858641 -0.9166020 1.1780163 1.8047989
[7] -0.3740372 1.0690101 -0.3006783 -0.2770259
[1] 5.9017301 0.4213252 3.2064258 -1.2851993 1.5320662 -0.2072459 -2.8580314
[8] -0.2812680 0.9213364
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