rbali at ufmg.br
2008-Sep-05 15:05 UTC
[Rd] Passing method to returns() /fSeries (PR#12713)
Full_Name: Robert Iquiapaza
Version: 2.7.2
OS: Vista
Submission from: (NULL) (69.127.35.170)
In the help Examples for returns(fSeries) it is said that you can pass the
method to compute ("continuous", "discrete",
"compound", "simple") returns using
'type='
i.e.
# Discrete Returns:
returns(MSFT, type = "discrete")
However when you use 'type' it does compute always the continuous
returns, no
matter what method you select.
The only way to get the discrete returns is using 'method=' instead
i.e
# Discrete Returns:
returns(MSFT, method = "discrete")
I think the help and pdf documentation need to be updated
Robert
This is a concern of the package maintainer. Nothing to do with R-devel or R-bugs. See the Rmetrics site or fSeries package details for their contact information. Jeff On Fri, Sep 5, 2008 at 10:05 AM, <rbali at ufmg.br> wrote:> Full_Name: Robert Iquiapaza > Version: 2.7.2 > OS: Vista > Submission from: (NULL) (69.127.35.170) > > > In the help Examples for returns(fSeries) it is said that you can pass the > method to compute ("continuous", "discrete", "compound", "simple") returns using > 'type=' > i.e. > # Discrete Returns: > returns(MSFT, type = "discrete") > However when you use 'type' it does compute always the continuous returns, no > matter what method you select. > The only way to get the discrete returns is using 'method=' instead > i.e > # Discrete Returns: > returns(MSFT, method = "discrete") > I think the help and pdf documentation need to be updated > > Robert > > ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel >-- Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com