Speed issue issue with periodReturn
Hi, I noticed that the periodReturn function seems to a take non-trivial amount of time to compute weekly returns. The calls below all compute the log returns from 1/1/2007 to now and they take slightly different amounts of time. I'd like to be able to compute weekly returns as fast as possible. Does anyone have suggestions for minimizing the processing time? Different data type? Different function to call? Thanks, Ian
yhoo=getSymbols("GOOG",source="yahoo",from = "01-01-2004")
system.time(weeks<-periodReturn(GOOG,period="weekly",type='log',
subset="2007::")) user system elapsed 0.06 0.00 0.06
yhoo=getSymbols("GOOG",source="yahoo",from = "01-01-2007")
system.time(weeks<-periodReturn(GOOG,period="weekly",type='log',
subset="2007::")) user system elapsed 0.04 0.00 0.07
yhoo=getSymbols("GOOG",source="yahoo")
system.time(weeks<-periodReturn(GOOG,period="weekly",type='log'))
user system elapsed 0.05 0.00 0.05