Columnwise Products

DESCRIPTION:

Returns product of all the elements in each column. Missing values may optionally be removed before the computations. This is a generic function; methods currently exist for data.frame, series, bdTimeSeries, and bdSignalSeries objects.

USAGE:

colProds(x, na.rm=F)

REQUIRED ARGUMENTS:

x
a matrix, data frame, bdFrame, timeSeries, signalSeries, bdTimeSeries or bdSignalSeries object.

OPTIONAL ARGUMENTS:

na.rm
if 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.

VALUE:

a vector of column products.

DETAILS:

Equivalent to apply(x, 2, FUN=prod)

SEE ALSO:

, , .

EXAMPLES:

## 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