[R] diff in a dataframe

From: Vishal Belsare <shoot.spam_at_gmail.com>
Date: Thu, 10 Jan 2008 12:46:38 +0530


I have a dataframe say:

date price_g price_s

         0.34        0.56
         0.36        0.76

. .
. .
. .

and so on. say, 1000 rows.

Is it possible to add two columns to this dataframe, by computing say diff(log(price_g) and diff(log(price_s)) ?

The elements in the first row of these columns cannot be computed, but can I coerce this to happen and assign a missing value there? It would be really great if I could do that, because in this case I don't have to re-index my transformed series to the dates again in a new dataframe.

Thanks in anticipation.

Vishal Belsare



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