[R] calculating IRR (accounting) in R

[Gabor Grothendieck]

On 11/30/05, Gabor Grothendieck <ggrothendieck at gmail.com> wrote:
> You can use uniroot:
>
> npv <- function(i, cf, tt = seq(along = cf)) sum(cf / (1-i)^tt)

Sorry that should 1+i

> 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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>