[R] Log-Returns

AA aa2007r at gmail.com
Wed Apr 25 00:06:36 CEST 2007

?getReturns in fMultivar package (part of Rmetrics).
the function has an option between continuous(log returns) or discrete 
I used it with timeSeries objects. works well.
good luck.
----- Original Message ----- 
From: "Soare Marcian-Alin" <soarealin at gmail.com>
To: <R-help at stat.math.ethz.ch>
Sent: Tuesday, April 24, 2007 5:17 PM
Subject: [R] Log-Returns

> Hello,
> I have a Problem to make Log-Returns of the dataset EuStockMarkets.
> Is there any function which could calculate it for me?
> data(EuStockMarkets)
> Thanks!
> Alin Soare
> [[alternative HTML version deleted]]
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