blakc05 - 9 months ago 42

R Question

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

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.

Source (Stackoverflow)