logret: Computes (de-meaned) log returns.
Description
Small utlity function returning either diff(log(x)) in case the argument demean is set to FALSE, or diff(log(x)) - mean(diff(log(x))) in case that demean is TRUE.
Usage
logret(x, demean = FALSE)
Arguments
demean
A single logical value indicating whether the returns should be de-meaned. Defaults to FALSE.
Value
A vector of length length(x) - 1, containing (de-meaned) returns.