search for: stockreturn

...component 'density', are plotted (so that the histogram has a total area of one). Defaults to 'TRUE' _iff_ 'breaks' are equidistant (and 'probability' is not specified). I therefore expect that the following command: > h <- hist(StockReturns, freq=FALSE) where StockReturns has the following data in it: > sourcedata$StockReturns [1] -0.006983 0.111565 0.053782 0.027966 0.068956 0.165424 -0.022133 [8] -0.001910 0.052174 0.072589 -0.023002 0.000521 -0.015688 0.148459 [15] 0.054111 0.141044 0.096686 -0.012256 -0.030397...

Hello Every one I have data on Stock prices and I want to calculate the return on all the stocks and then replace all the stock prices with the returns can any one tell me how to do My data is in the format given below Date Stock1 Stock2 Stock3 01/01/2000 1 2 3 01/02/2000 5 6 7 01/03/2000 1 2 3 01/04/2000

...rows). let's say my (dumb statistical) plan is to run one grand regression, where the individual rate of return is y and the market rate of return is x. the following should work without a problem: combined <- merge( main, aggregate.data, by="day", all.x=TRUE, all.y=FALSE ) lm( stockreturn ~ marketreturn, data=combined ) alas, the merge is neither space-efficient nor fast. in fact, I run out of memory on my 16GB linux machine. my guess is that by whittling it down, I could work it (perhaps doing it in chunks, and then rbinding it), but this is painful. in perl, I would define a h...