[R-SIG-Finance] How to compute percentage change of xts ?
Jorge Nieves
jorge.nieves at moorecap.com
Wed Jul 2 21:24:34 CEST 2008
Take a look at
Return.calculate,Return.cumulative, and Return.annualized in the
PerformnaceAnalytics package.
http://cran.r-project.org/web/packages/PerformanceAnalytics/PerformanceA
nalytics.pdf
-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of
pierre8r-list at yahoo.fr
Sent: Wednesday, July 02, 2008 02:56 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] How to compute percentage change of xts ?
Helllo,
Sorry, I repost my e-mail because I forgot the title.
My script creates an xts object.
First question:
I would like to compute for each Open Close from this time-series, the
percentage change.
Is there a function that realizes this?
Second question:
I wish also to calculate the percentage change between two consecutive
Close.
Is there a function that realizes this?
Thank you,
Pierre8r
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