On Nov 16, 2014 8:10 PM, "Ernie Stokely" <wizardc...@gmail.com> wrote: > > One of the great frustrations for a newbie to R is the documentation uses the same syntax in its description as the items it is trying to describe, a general no-no when giving language definitions. Why does the documentation not include the equation being represented by the function, thereby clarifying what the function is doing?? > A great frustration for those who took time to attempt to provide useful documentation is when people criticize it instead of providing patches to improve it. The documentation is often written by the authors of the code and it's extremely difficult to view it through the eyes of a neophyte when it's something you know so intimately.
> That gripe aside, can anyone explain to me what the rate of change (ROC) function in the TTR package is doing? I have run it on a set of returns and I cannot reverse engineer what it is calculating. Also, what is the difference between the discrete and the continuous types?? Thanks. > It's calculating log first differences, or continuously compounded returns. The discrete type is p(t)/p(t-1)-1. You also have the source code and could have referenced it in your attempt to reverse engineer the calculations. > wizardchef > > ______________________________________________ > 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.
