OHLC.Transformations {quantmod} | R Documentation |
Extract (transformed) data from an object of class
quantmod.OHLC
. Column names must contain the
complete description - either Open, High, Low, Close,
Volume, or Adjusted. This is the default for objects
of class quantmod.OHLC
In the case of functions consisting of combined
Op, Hi, Lo, Cl (e.g. ClCl(x)
) the one period
transformation will be applied.
For example, to return the Open to Close of a
particular quantmod.OHLC
object it is
necessary to call OpCl(x)
. If multiple periods
are desired a call to the function Delt
is
necessary.
These functions are merely for speed the model specification process. All columns may also be extracted through standard R methods
Op(x) Hi(x) Lo(x) Cl(x) Vo(x) Ad(x) OpCl(x) ClCl(x) HiCl(x) LoCl(x) LoHi(x) OpHi(x) OpLo(x) OpOp(x)
x |
An object of class quantmod.OHLC |
Internally, the code uses grep to locate the appropriate columns. Therefore it is necessary to use inputs with column names matching the requirements in the description section
Returns an object of class zoo
Jeffrey A. Ryan
## Not run: getSymbols('IBM',src='yahoo') Ad(IBM) Cl(IBM) ClCl(IBM) removeSymbols('IBM') ## End(Not run)