Normalization of xts

normalize_xts.fun.R

library(xts)
library(inline)
library(Rcpp)

#' normalization
#' 
#' This function will normalize the input \code{Rxts}.
#' 
#' @param Rxts xts object which will be normalize
#' @return NULL
normalize_xts <- rcpp(sig=c(Rxts="xts"), body='
  NumericMatrix xts(Rxts);
  double base_value;
  for(int i = 0;i < xts.nrow();i++) {
    base_value = xts(i, 0);
    xts.row(i) = xts.row(i) - base_value;
    xts.row(i) = xts.row(i) / base_value;
  }
  ')