Hope this helps a <- matrix(runif(150),nrow=3,ncol=50) p2r <- function(x) 100 * diff(log(x)) t(apply(a,1,function(x){p2r(c(x))}))
On Mon, Jun 7, 2010 at 8:41 AM, Anyi Zhu <anyi....@gmail.com> wrote: > Hi all, > > > > Thanks a lot for anyone's help in advance. > > > > I am trying to find a way to compute the day-to-day return (log return) > from > a n x r matrix containing, n different stocks and price quotes over r days. > The time series of prices are already split by using unstack function. > > > > For the result, I would like to see a n x (r-1) matrix, where by each entry > is the day-over-day return of each stock. > > > > I tried to look into the zoo package, however it seems to give only the > plots but not the actual data. > take a look at vignette("zoo-quickref",package="zoo") It gives an exact solution to your problem > > > > Would apply function work in this case? > > > > Thanks a lot! > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.