data.frame,
series,
bdTimeSeries, and
bdSignalSeries objects.
colProds(x, na.rm=F)
FALSE, missing values (
NA) in the input result in
missing values in corresponding elements of the output.
If
TRUE then missing values are omitted from calculations.
Equivalent to apply(x, 2, FUN=prod)
## compute djia daily returns for one year period
end(djia)
djia.sub <- djia[timeEvent("02/20/1989", "02/20/1990"), c("high","low")]
djia.ret <- djia.sub/seriesLag(djia.sub, k=1, trim=F)
## compute geometric cummulative returns using high and low prices
colProds(djia.ret, na.rm=T)-1