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
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