import type { array, matrix } from "../types"; /** * Simple Rate of Return. * * Simple rate of return calculated from the last and the first value of * an array of numbers. Can work with return series or cumulative value series. * * @param x array or matrix of returns or values * @param mode mode of values, 'ret' for returns, 'cum' for cumulative (def: 'ret') * @param dim dimension 0: row, 1: column (def: 0) * @return Simple Rate of Return * * @example Simple rate of return on return series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * var x = [0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039]; * assertEquals(ror(x), 0.18779277315203946); * * ``` * * @example Rate of return on cumulative value series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * assertEquals(ror([100,101,99,98,97,102,103,104],'cum'), 0.040000000000000036); * * ``` * * @example Rate of return on multiple series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * var x = [0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039]; * * var y = [-0.005,0.081,0.04,-0.037,-0.061,0.058,-0.049,-0.021,0.062,0.058]; * assertEquals(ror(x,'ret'), 0.18779277315203946); * assertEquals(ror(y,'ret'), 0.12514883159358225); * ``` */ export default function ror(x: array, mode?: string, dim?: 0 | 1): number; /** * Simple Rate of Return. * * Simple rate of return calculated from the last and the first value of * an array of numbers. Can work with return series or cumulative value series. * * @param x array or matrix of returns or values * @param mode mode of values, 'ret' for returns, 'cum' for cumulative (def: 'ret') * @param dim dimension 0: row, 1: column (def: 0) * @return Simple Rate of Return * * @example Simple rate of return on return series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * var x = [0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039]; * assertEquals(ror(x), 0.18779277315203946); * * ``` * * @example Rate of return on cumulative value series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * assertEquals(ror([100,101,99,98,97,102,103,104],'cum'), 0.040000000000000036); * * ``` * * @example Rate of return on multiple series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * var x = [0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039]; * * var y = [-0.005,0.081,0.04,-0.037,-0.061,0.058,-0.049,-0.021,0.062,0.058]; * assertEquals(ror(x,'ret'), 0.18779277315203946); * assertEquals(ror(y,'ret'), 0.12514883159358225); * ``` */ export default function ror(x: matrix, mode?: string, dim?: 0 | 1): array | matrix; //# sourceMappingURL=ror.d.ts.map