[R] Newbie question: ROC function in TTR package

David Winsemius dwinsemius at comcast.net
Mon Nov 17 03:15:24 CET 2014

On Nov 16, 2014, at 5:54 PM, Ernie Stokely wrote:

> 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??

If you have issues with the documentation of non-recommended packages, you should address them to the maintainer. There is a maintainer function:

> maintainer("TTR")
[1] "Joshua Ulrich <josh.m.ulrich at gmail.com>"

> 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.

It's rather simple to look at the code. Just type:


> wizardchef

Reading the code is considered an important first step in answering such questions.


David Winsemius
Alameda, CA, USA

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