Return.convert {PerformanceAnalytics} | R Documentation |
Convert coredata content from one type of return to another
Description
This function takes an xts object, and using its attribute information, will convert information in the object into the desired output, selected by the user. For example, all combinations of moving from one of 'discrete', 'log', 'difference' and 'level', to another different data type (from the same list) are permissible.
Usage
Return.convert(
R,
destinationType = c("discrete", "log", "difference", "level"),
seedValue = NULL,
initial = TRUE
)
Arguments
R |
an xts object |
destinationType |
one of 'discrete', 'log', 'difference' or 'level' |
seedValue |
a numeric scalar indicating the (usually initial) index level or price of the series |
initial |
(default TRUE) a TRUE/FALSE flag associated with 'seedValue', indicating if this value is at the begginning of the series (TRUE) or at the end of the series (FALSE) |
Author(s)
Erol Biceroglu
See Also
Examples
# TBD
[Package PerformanceAnalytics version 2.0.4 Index]