period.prod {quantmod}R Documentation

Calculate Product By Period

Description

Calculate a product for each period of INDEX. Essentially a rolling application of prod over a series of non-overlapping sections.

Usage

period.prod(x, INDEX)

Arguments

x a univariate data object
INDEX a vector of breakpoints to calculate product on

Details

Used to calculate a product per period given an arbitrary index of sections to be calculated over. This is an optimized function for product. There are additionally optimized versions for min, max, and sum.

Value

A numeric vector of products per period.

Author(s)

Jeffrey A. Ryan

See Also

period.sum, period.min, period.max

Examples

period.prod(c(1,1,4,2,2,6,7,8,-1,20),c(0,3,5,8,10))
[Package quantmod version 0.3-2 Index]