ratios {stocks} | R Documentation |
Calculates vector of ratios of a numeric vector, i.e. ratio of x[2]
to
x[1]
, ratio of x[3]
to x[2]
, and so forth.
ratios(x)
x |
Numeric vector. |
Numeric vector.
This function uses C++ code to achieve a 1.5-2 times speed increase compared to
the base R code:
len <- length(prices); prices[2: len] / prices[1: (len - 1)]
.
Dane R. Van Domelen
Acknowledgment: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship under Grant No. DGE-0940903.
# Randomly generate 10 values from a standard normal distribution x <- rnorm(10) # Calculate vector of ratios y <- ratios(x) # View results x y