Re: [R] converting individual data series to natural log (continuously compounded return)

Upananda, I don't know your fut data, next time would help a simple dput(fut). Taking into account the error message check the following: library(PerformanceAnalytics) df <- data.frame( sample(10)/100+100, seq(as.Date("2014-10-22"), as.Date("2014-10-31"), by="day")) str(df) Return.calculate(df, "

[R] converting individual data series to natural log (continuously compounded return)

Hi All, I want to convert my price data into natural log (continuously compounded return) by using Performance Analytics Package, I am getting the following error. rfut = Return.calculate(fut) Error in checkData(prices, method = "xts") : Please help me. With sincere regards, Upananda --