RTL (version 0.1.5)

returns: returns

Description

Computes periodic returns from a dataframe ordered by date

Usage

returns(df = dflong, retType = "abs", period.return = 1, spread = FALSE)

Arguments

df

Long dataframe with colnames = c("date","value","series")

retType

"abs" for absolute, "rel" for relative, or "log" for log returns.

period.return

Number of rows over which to compute returns.

spread

TRUE if you want to spread into a long dataframe.

Value

A dataframe object of returns.

Examples

# NOT RUN {
returns(df=dflong,retType="rel",period.return=1,spread=TRUE)
returns(df=dflong,retType="rel",period.return=1,spread=FALSE)
# }