[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.



-----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 ?


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
Is there a function that realizes this?

Thank you,


ente http://mail.yahoo.fr

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