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" <[EMAIL PROTECTED]> To: <R-help@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@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. ______________________________________________ R-help@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.