search for: stockreturns

...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

Dear R experts---I am struggling with memory and speed issues. Advice would be appreciated. I have a long data set (of financial stock returns, with stock name and trading day). All three variables, stock return, id and day, are irregular. About 1.3GB in object.size (200MB on disk). now, I need to merge the main data set with some aggregate data (e.g., the S&P500 market rate of return,