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

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Thu 01 Dec 2005 - 09:02:56 EST

On 11/30/05, Gabor Grothendieck <ggrothendieck@gmail.com> wrote:
> You can use uniroot:
>
> npv <- function(i, cf, tt = seq(along = cf)) sum(cf / (1-i)^tt)

Sorry that should 1+i

> 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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> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
> >
>



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 09:23:07 2005

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