Thanks to all for help. The filter function appears most straightforward way
for this problem.
Kevin
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Convenient ways of computing both simple
and log returns are at the very end of:
http://www.portfolioprobe.com/2012/11/05/an-easy-mistake-with-returns/
Those work whether you have a vector or
a matrix.
Pat
On 17/12/2012 17:16, kevj1980 wrote:
Hi, I have an n x m matrix of numerical observati
ct.org [mailto:r-help-boun...@r-project.org] On
> Behalf
> Of Richard M. Heiberger
> Sent: Monday, December 17, 2012 1:54 PM
> To: kevj1980
> Cc: r-help@r-project.org
> Subject: Re: [R] R beginner: matrix algebra
>
> I think this is what you are looking for.
>
> > t
I think this is what you are looking for.
> tmp <- matrix(sample(20), 5, 4)
> tmp
[,1] [,2] [,3] [,4]
[1,]6 15 18 20
[2,]45 10 19
[3,]7913
[4,]8 14 11 13
[5,] 17 12 162
> t(apply(tmp, 1, diff))
[,1] [,2] [,3]
[1,]932
[
Hi, I have an n x m matrix of numerical observations. ie. stock prices
I wish to convert the matrix of observations to a matrix of simple returns
(by taking the differences between (column) observations.)
Can any good soul suggest a function for this?
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