[R-SIG-Finance] How to compute percentage change of xts ?

[Jorge Nieves]

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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