R help - Apr 2007 - Log-Returns

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diff(log(x))

And this should be made into a function.

H.



>>> "Soare Marcian-Alin" <soarealin at gmail.com>
4/24/2007 2:17 PM >>>
Hello,

I have a Problem to make Log-Returns of the dataset EuStockMarkets.
Is there any function which could calculate it for me?

data(EuStockMarkets)

Thanks!

Alin Soare

	[[alternative HTML version deleted]]

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help 
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html 
and provide commented, minimal, self-contained, reproducible code.

see
?getReturns in fMultivar package (part of Rmetrics).
the function has an option between continuous(log returns) or discrete 
calculation.
I used it with timeSeries objects. works well.
good luck.
A.
----- Original Message ----- 
From: "Soare Marcian-Alin" <soarealin at gmail.com>
To: <R-help at stat.math.ethz.ch>
Sent: Tuesday, April 24, 2007 5:17 PM
Subject: [R] Log-Returns

> Hello,
>
> I have a Problem to make Log-Returns of the dataset EuStockMarkets.
> Is there any function which could calculate it for me?
>
> data(EuStockMarkets)
>
> Thanks!
>
> Alin Soare
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.