[R] diff in a dataframe

Vishal Belsare shoot.spam at gmail.com
Thu Jan 10 08:16:38 CET 2008


I have a dataframe say:

date   price_g   price_s
         0.34        0.56
         0.36        0.76
           .              .
           .              .
           .              .

and so on. say, 1000 rows.

Is it possible to add two columns to this dataframe, by computing say
diff(log(price_g) and diff(log(price_s)) ?

The elements in the first row of these columns cannot be computed, but
can I coerce this to happen and assign a missing value there? It would
be really great if I could do that, because in this case I don't have
to re-index my transformed series to the dates again in a new
dataframe.

Thanks in anticipation.


Vishal Belsare




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