[R] Log-Returns

Horace Tso Horace.Tso at pgn.com
Tue Apr 24 23:27:12 CEST 2007


diff(log(x))

And this should be made into a function.

H.




>>> "Soare Marcian-Alin" <soarealin at gmail.com> 4/24/2007 2:17 PM >>>
Hello,

I have a Problem to make Log-Returns of the dataset EuStockMarkets.
Is there any function which could calculate it for me?

data(EuStockMarkets)

Thanks!

Alin Soare

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