CalculateReturns    package:PerformanceAnalytics    R Documentation

_c_a_l_c_u_l_a_t_e _s_i_m_p_l_e _o_r _c_o_m_p_o_u_n_d _r_e_t_u_r_n_s _f_r_o_m _p_r_i_c_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     calculate simple or compound returns from prices

_U_s_a_g_e:

     CalculateReturns(prices, method=c("compound","simple"))

_A_r_g_u_m_e_n_t_s:

  prices: data object containing ordered price observations 

  method: calculate "simple" or "compound" returns, default compound 

_V_a_l_u_e:

     vector or matrix of simple or compound returns

_A_u_t_h_o_r(_s):

     Peter Carl

_R_e_f_e_r_e_n_c_e_s:

_S_e_e _A_l_s_o:

     'Return.cumulative'

_E_x_a_m_p_l_e_s:

     require(tseries)
     prices = get.hist.quote("^gspc", start = "1999-01-01", end = "2007-01-01", quote = "Close", compression = "m")
     returns = CalculateReturns(prices, method="simple")
     colnames(returns)="SP500"

