One of the great frustrations for a newbie to R is the documentation
uses the same syntax in its description as the items it is trying to
describe, a general no-no when giving language definitions. Why does the
documentation not include the equation being represented by the
function, thereby clarifying what the function is doing??
That gripe aside, can anyone explain to me what the rate of change (ROC)
function in the TTR package is doing? I have run it on a set of returns
and I cannot reverse engineer what it is calculating. Also, what is the
difference between the discrete and the continuous types?? Thanks.
wizardchef
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