returns {fSeries} | R Documentation |
Functions to calculate financial returns.
returns(x, ...) ## Default S3 method: returns(x, method = c("continuous", "discrete", "compound", "simple"), percentage = FALSE, ...) ## S3 method for class 'timeSeries': returns(x, method = c("continuous", "discrete", "compound", "simple"), percentage = FALSE, na.rm = TRUE, trim = TRUE, ...) ## S3 method for class 'zoo': returns(x, method = c("continuous", "discrete", "compound", "simple"), percentage = FALSE, na.rm = TRUE, trim = TRUE, ...) getReturns(...) returnSeries(...)
percentage |
a logical value. By default FALSE , if TRUE the
series will be expressed in percentage changes.
|
method |
... |
na.rm |
... |
trim |
... |
x |
an object of class timeSeries .
|
... |
arguments to be passed. |
all functions return an object of class timeSeries
.
The functions returnSeries
, getReturns
,
are synonymes for returns.timeSeries
.
Diethelm Wuertz for the Rmetrics R-port.
## data - # Microsoft Data: myFinCenter <<- "GMT" MSFT = as.timeSeries(data(msft.dat))[1:10, 1:4] head(MSFT) ## returnSeries - # Continuous Returns: returns(MSFT) # Discrete Returns: returns(MSFT, type = "discrete") # Don't trim: returns(MSFT, trim = FALSE) # Use Percentage Values: returns(MSFT, percentage = TRUE, trim = FALSE)