Re: [R] calculating IRR (accounting) in R

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Thu 01 Dec 2005 - 09:01:09 EST

You can use uniroot:

npv <- function(i, cf, tt = seq(along = cf)) sum(cf / (1-i)^tt) npv0 <- npv(0.1, 1:10)
npv0
f <- function(i, cf, npv0) npv0 - npv(i, cf) uniroot(f, c(0.01, .99), cf = 1:10, npv0 = npv0)

On 11/30/05, paul sorenson <sourceforge@metrak.com> wrote:
> I am trying to replace a spreadsheet model of a project justification
> with an R script.
>
> I can't seem to track down R functions to calculate Internal Rate of
> Return and NPV? Am I missing something? NPV doesn't seem so difficult
> to calculate (at least for a regular series) but I am struggling to
> identify how to solve for IRR in R.
>
> It would be sufficient if it worked for a regular series but really
> useful if there was something that worked with irregular time series.
>
> cheers
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Dec 01 09:07:17 2005

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