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