PerformanceAnalytics: Return.convert – R documentation

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Return.convert

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

Examples

# TBD

PerformanceAnalytics

Econometric Tools for Performance and Risk Analysis

v2.0.4

GPL-2 | GPL-3

Authors

Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb], Joshua Ulrich [ctb], Eric Zivot [ctb], Dries Cornilly [ctb], Eric Hung [ctb], Matthieu Lestel [ctb], Kyle Balkissoon [ctb], Diethelm Wuertz [ctb], Anthony Alexander Christidis [ctb], R. Douglas Martin [ctb], Zeheng 'Zenith' Zhou [ctb], Justin M. Shea [ctb]

Initial release

2020-02-05