durations {fSeries}R Documentation

Computes durations from a timeSeries

Description

Computes durations from an object of class 'timeSeries'.

Usage

  
durations(x, trim = FALSE, units = c("secs", "mins", "hours"))   
durationSeries(...)

Arguments

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.

Value

returns an object of class timeSeries.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

## 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")

[Package fSeries version 260.73 Index]