new to R coding.
Assuming that d(x) is equal to x, (I don't know a d() function in R) these should be the same. log(a/b) = log(a) - log(b) = diff(log(c(a,b)) If you mean simple returns instead of continuous/log returns, perhaps try this: x[-1]/x[-length(x)] - 1 Michael
On Mon, Oct 24, 2011 at 11:44 AM, tynashy <tynashy at yahoo.co.uk> wrote:
how do I code the following in R. I want to produce a vector where dx=log( (d(x))/(d(x-1)) ). I can do it for dx=diff(log(x)). I am learning/trying to model log returns of a stock market index. But instead of using the difference of the closing values of two consecutive days, i want to use the log of the quotient of the two days. any help is most appreciated. d is a vector of the closing values of the stock market index of length 5000. -- View this message in context: http://r.789695.n4.nabble.com/new-to-R-coding-tp3933588p3933588.html Sent from the R help mailing list archive at Nabble.com.
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