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
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
