YRmisc (version 0.1.6)

pt.cmrtn: Cumulative return

Description

Cumulative return is the compounded return in a given period.

Usage

pt.cmrtn(r)

Arguments

r

:a vector of periodic returns

Examples

# NOT RUN {
rt <- runif(12,-1,1) # generate random number to simulate returns
pt.cmrtn(rt)
# }