[R] RCOde need urgent HELP

felice felix11_6 at gmx.de
Fri Jun 7 21:50:45 CEST 2013

hey i need help with a case in my R project.

i have a vector Rt with returns from day 1 till day t  now i want to form a
new vector r= which is rt = Xt − Xt−1

then i want to definde positive and negative aggregates

r(n)+ _t= 1/n (rt +...+rt−n) I {(rt+...+ rt−n) ≥0}
r(n)− _t= 1/n (rt +...+rt−n) I {(rt+...+ rt−n) <0}

thanks for the help 

View this message in context: http://r.789695.n4.nabble.com/RCOde-need-urgent-HELP-tp4668981.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list