[R] Newbie question: ROC function in TTR package

[David Winsemius]

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:

TTR::ROC

> wizardchef

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

-- 

David Winsemius
Alameda, CA, USA