adjRatios {TTR} | R Documentation |
Create split and dividend adjustment ratio vectors.
adjRatios(splits, dividends, close)
splits |
Split series that is coercible to xts. |
dividends |
Dividend series that is coercible to xts. |
close |
Close price series that is coercible to xts. |
If only splits
is provided, the resulting object will only have as
many observations as splits
.
If splits
and close
are provided, the resulting object
will have as many observations as max(NROW(splits),NROW(close))
.
close
is required if dividends
is provided.
A xts object containing the columns:
Split |
The split adjustment ratio. |
Div |
The dividend adjustment ratio. |
Joshua Ulrich