durations {timeSeries} | R Documentation |
Compute durations from an object of class 'timeSeries'.
durations(x, trim = FALSE, units = c("secs", "mins", "hours")) durationSeries(...)
trim |
a logical value. By default |
units |
[durationSeries] - |
x |
an object of class |
... |
arguments to be passed. |
returns an object of class timeSeries
.
## Load Microsoft Data - data(MSFT) setRmetricsOptions(myFinCenter = "GMT") MSFT = MSFT[1:20, "Open"] MSFT ## Compute Durations in hours, Use Continuous Returns - durations(MSFT, units = "hours")