[R-SIG-Finance] [R-sig-finance] n-period return

[Brian G. Peterson]

ehxpieterse wrote:
> Apologies if this has been asked before.
>
> I am looking for a function to calculate the n-period return for a time
> series. For example, the user would specify 11, 90 or 180 and then generate
> an accompanying n-period delta.
>   
See to.period() in xts to decompose.  Also see period.apply()

Regards,

  - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
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