[R-SIG-Finance] IRR - Calculation in R

[Thomas Etheber]

Hi there,

can anyone recommend a comfortable package for the calculations of the internal rate of return (IRR)? I had a quick look at google and the history of this newsgroup, but couldnt find something usefull.

Is polyroot the right choice?
The polyroot function returns all values including the complex ones.

Is there a possibility to filter for real-numbers only?
Here is a piece of code:

> p <- c(-10000, 1322, -1200, 12000)
> p
[1] -10000   1322  -1200  12000
> 1/polyroot(p) - 1
[1]  0.06936167+0.000000i -1.46858084-0.950051i -1.46858084+0.950051i
> a <- 1/polyroot(p) - 1
> is.complex(a)
[1] TRUE
> is.complex(a[1])
[1] TRUE
> is.complex(a[2])
[1] TRUE
> is.complex(a[3])
[1] TRUE
> is.complex(a[4])
[1] TRUE

Why are all of those TRUE, I expected that  is.complex(a[1]) would bring a FALSE?

Thx in advance 
Thomas






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