[R] Newbie question: ROC function in TTR package

Ernie Stokely wizardchef at gmail.com
Mon Nov 17 02:54:41 CET 2014


One of the great frustrations for a newbie to R is the documentation 
uses the same syntax in its description as the items it is trying to 
describe, a general no-no when giving language definitions. Why does the 
documentation not include the equation being represented by the 
function, thereby clarifying what the function is doing??

That gripe aside, can anyone explain to me what the rate of change (ROC) 
function in the TTR package is doing? I have run it on a set of returns 
and I cannot reverse engineer what it is calculating. Also, what is the 
difference between the discrete and the continuous types?? Thanks.

wizardchef



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