[Rd] Passing method to returns() /fSeries (PR#12713)

Jeff Ryan jeff.a.ryan at gmail.com
Fri Sep 5 17:19:45 CEST 2008


This is a concern of the package maintainer.  Nothing to do with
R-devel or R-bugs.

See the Rmetrics site or fSeries package details for their contact information.

Jeff

On Fri, Sep 5, 2008 at 10:05 AM,  <rbali at ufmg.br> wrote:
> Full_Name: Robert Iquiapaza
> Version: 2.7.2
> OS: Vista
> Submission from: (NULL) (69.127.35.170)
>
>
> In the help Examples for returns(fSeries) it is said that you can pass the
> method to compute ("continuous", "discrete", "compound", "simple") returns using
> 'type='
> i.e.
> # Discrete Returns:
>   returns(MSFT, type = "discrete")
> However when you use 'type' it does compute always the continuous returns, no
> matter what method you select.
> The only way to get the discrete returns is using 'method=' instead
> i.e
> # Discrete Returns:
>   returns(MSFT, method = "discrete")
> I think the help and pdf documentation need to be updated
>
> Robert
>
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> https://stat.ethz.ch/mailman/listinfo/r-devel
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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