[R] converting individual data series to natural log (continuously compounded return)

Upananda Pani upananda.pani at gmail.com
Fri Oct 31 19:24:32 CET 2014


Hi All,

I want to convert my price data into  natural log (continuously compounded
return)  by using Performance Analytics Package, I am getting the following
error.

 rfut = Return.calculate(fut)
Error in checkData(prices, method = "xts") :


Please help me.

With sincere regards,
Upananda

-- 


You may delay, but time will not.


Research Scholar
alternative mail id: upani at iitkgp.ac.in
Department of HSS, IIT KGP
KGP


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