[R] calculating IRR (accounting) in R

[Gabor Grothendieck]

You can use uniroot:

npv <- function(i, cf, tt = seq(along = cf)) sum(cf / (1-i)^tt)
npv0 <- npv(0.1, 1:10)
npv0
f <- function(i, cf, npv0) npv0 - npv(i, cf)
uniroot(f, c(0.01, .99), cf = 1:10, npv0 = npv0)


On 11/30/05, paul sorenson <sourceforge at metrak.com> wrote:
> I am trying to replace a spreadsheet model of a project justification
> with an R script.
>
> I can't seem to track down R functions to calculate Internal Rate of
> Return and NPV?  Am I missing something?  NPV doesn't seem so difficult
> to calculate (at least for a regular series) but I am struggling to
> identify how to solve for IRR in R.
>
> It would be sufficient if it worked for a regular series but really
> useful if there was something that worked with irregular time series.
>
> cheers
>
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