[R] how to calculate the return?

Scionforbai scionforbai at gmail.com
Sat Nov 24 15:39:56 CET 2007


Hi Denver,

> I want  to calculate the return say AMR,so I use

If data is a matrix  or a data.frame you need to use the correct
index: [row,col] instead of [row]. Try:

re=numeric(10)
for (i in 2:nrow(data)) {
     re[1]=0
     re[i]=log(data[i,1]/data[i-1,1])
}

This works, but of course you have negative values of the ratio, so
the log cannot be computed.
See also ?apply.



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