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具有R和quantmod monthlyReturn函数的奇数结果_R_Xts_Quantmod - Fatal编程技术网

具有R和quantmod monthlyReturn函数的奇数结果

具有R和quantmod monthlyReturn函数的奇数结果,r,xts,quantmod,R,Xts,Quantmod,我使用quantmodmonthlyReturn函数得到了奇怪的结果。以下是一个例子: require(quantmod) getSymbols("VOO") adj <- Ad(VOO["2010-09"]) monthlyReturn(adj) (as.numeric(tail(adj)[6]) - as.numeric(adj[1])) / as.numeric(adj[1]) require(quantmod) getSymbols(“VOO”) 当你用这么少的数字打印数

我使用quantmod
monthlyReturn
函数得到了奇怪的结果。以下是一个例子:

require(quantmod)

getSymbols("VOO")

adj <- Ad(VOO["2010-09"])

monthlyReturn(adj)

(as.numeric(tail(adj)[6]) - as.numeric(adj[1])) / as.numeric(adj[1])
require(quantmod)
getSymbols(“VOO”)

当你用这么少的数字打印数字时,你正在失去精度

options(digits=20)
as.numeric(tail(adj)[6]) 
# 92.815557999999995786
as.numeric(adj[1]) 
# 89.625084999999998558

(as.numeric(tail(adj)[6]) - as.numeric(adj[1])) / as.numeric(adj[1]) 
#0.035597991343606506798
(92.815557999999995786 - 89.625084999999998558)/89.625084999999998558 
#0.035597991343606506798