R beginner: matrix algebra
Convenient ways of computing both simple and log returns are at the very end of: http://www.portfolioprobe.com/2012/11/05/an-easy-mistake-with-returns/ Those work whether you have a vector or a matrix. Pat
On 17/12/2012 17:16, kevj1980 wrote:
Hi, I have an n x m matrix of numerical observations. ie. stock prices I wish to convert the matrix of observations to a matrix of simple returns (by taking the differences between (column) observations.) Can any good soul suggest a function for this? -- View this message in context: http://r.789695.n4.nabble.com/R-beginner-matrix-algebra-tp4653335.html Sent from the R help mailing list archive at Nabble.com.
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Patrick Burns pburns at pburns.seanet.com twitter: @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of 'Some hints for the R beginner' and 'The R Inferno')