hey i need help with a case in my R project.
i have a vector Rt with returns from day 1 till day t now i want to form a
new vector r= which is rt = Xt ? Xt?1
then i want to definde positive and negative aggregates
r(n)+ _t= 1/n (rt +...+rt?n) I {(rt+...+ rt?n) ?0}
r(n)? _t= 1/n (rt +...+rt?n) I {(rt+...+ rt?n) <0}
thanks for the help
--
View this message in context:
http://r.789695.n4.nabble.com/RCOde-need-urgent-HELP-tp4668981.html
Sent from the R help mailing list archive at Nabble.com.