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