R: Miscellaneous Tools

lags {TTR} | R Documentation

## Miscellaneous Tools

### Description

Various functions that may be useful in designing technical trading rules.

### Usage

    lags(x, n = 1)

    growth(price, signals, ...)

    naCheck(x, n = 0)

### Arguments

`x` | Object that is coercible to xts or matrix.
`n` | Number of periods to use.
`price` | Price series that is coercible to xts or matrix.
`signals` | Signals to use (defaults to vector of ones). Use '0' for no position, '1' for long position, and '-1' for short position.
`...` | Further arguments to be passed from or to other methods.

### Details

`growth` calculates the growth of an investment using given prices and signals.

`lags` calculates the lags of a given series.

### Value

`growth` returns a vector of the growth of the investment.

`lags` returns a matrix of lagged values of the original vector.

### Note

In `growth` you can specify the number of periods and type of compounding to use when calculating returns of the price series via the `'\dots'` argument.

### Author(s)

Joshua Ulrich

[Package TTR version 0.23-1 Index]