blakc05 blakc05 - 1 year ago 63
R Question

How to calculate to return of a vector of prices?

I'm using R 2.13.1, and I have to calculate the return of a vector of prices. Those prices are an historical price series of a stock. I need to calculate daily gain/loss (%).

Is there a function to calculate it automatically?

Answer Source

Using your sample data, I think you mean the following:

a <- c(10.25, 11.26, 14, 13.56) 
> diff(a)/a[-length(a)]
[1]  0.09853659  0.24333925 -0.03142857

diff returns the vector of lagged differences and a[-length(a)] drops the last element of a.

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