durations {fSeries} | R Documentation |
Computes durations from an object of class 'timeSeries'.
durations(x, trim = FALSE, units = c("secs", "mins", "hours")) durationSeries(...)
trim |
a logical value. By default TRUE , the first missing
observation in the return series will be removed.
|
units |
[durationSeries] - a character value or vector which allows to set the units in which the durations are measured. By default durations are measured in seconds. |
x |
an object of class timeSeries .
|
... |
arguments to be passed. |
returns an object of class timeSeries
.
Diethelm Wuertz for the Rmetrics R-port.
## data - # Microsoft Data: myFinCenter <<- "GMT" MSFT = as.timeSeries(data(msft.dat))[1:20, "Open"] head(MSFT) ## durations - # Durations in hours: Continuous Returns: durations(MSFT, units = "hours")