[R] Computing day-over-day log return for a matrix containing multiple time series

From: Anyi Zhu <anyi.zhu_at_gmail.com>
Date: Sun, 06 Jun 2010 23:11:20 -0400


Hi all,  

Thanks a lot for anyone's help in advance.  

I am trying to find a way to compute the day-to-day return (log return) from a n x r matrix containing, n different stocks and price quotes over r days. The time series of prices are already split by using unstack function.  

For the result, I would like to see a n x (r-1) matrix, where by each entry is the day-over-day return of each stock.  

I tried to look into the zoo package, however it seems to give only the plots but not the actual data.  

Would apply function work in this case?  

Thanks a lot!

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