Message-ID: <4A76DA5E.301@braverock.com>
Date: 2009-08-03T12:38:54Z
From: Brian G. Peterson
Subject: n-period return
In-Reply-To: <24788735.post@talk.nabble.com>
ehxpieterse wrote:
> Apologies if this has been asked before.
>
> I am looking for a function to calculate the n-period return for a time
> series. For example, the user would specify 11, 90 or 180 and then generate
> an accompanying n-period delta.
>
See to.period() in xts to decompose. Also see period.apply()
Regards,
- Brian
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock