Convert2dIndexArrayToLogRelativeReturns
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Function Description
Returns an array of logged relative returns given as input
an array of index values, for several different series simultaneously, i.e. if input
array is
for
,
(actually
passed as a unidimensional array of size
whose
’th
element is
) and
benchmark index vector is
for
then
returns an output array
for
,
(actually
passed as a unidimensional array of size
whose
’th
element is
)
calculated as:

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Output type / Parameter details
Output type: Double()
Parameter Name | Variable Type | Description |
IndexArray | Double() | Array of index values |
BenchmarkIndexVector | Double() | Array (vector) of benchmark index values |
NoIndices | Integer | Number of indices in IndexArray |
NoSeriesElements | Integer | Number of elements per index series |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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