>but your function is way too complicated. The usual way to do it would be
>
> calcLOG <- function(x) diff(log(x))
>
>finish. This makes you wonder if you need a special function to do the job at
>all...
Insightful decided to supply one in the finmetrics module anyway:
ret <- getReturns(x)
Jeffrey Wang of Insightful pointed out to me that for multiple price series,
this is more efficient than:
ret <- apply(log(x), 2, diff)
which is what I was using before.
Rgds
Robert
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