I am investigating options for calculating IRR for a largish number of cashflows.
While I am familiar in principle with the subject this will be the first time I tackle it in R context.
Are you familiar with any packages that offer a fast & reliable implementation of IRR (beyond a simple base::uniroot
, which should do the trick).
I am in particular looking for implementations built on {tsibble}
data structure, as my raw data will be in a database and I would like to leverage {dplyr}
/ {dbplyr}
access.
From my research there used to be a irr.z()
function in the {zoo}
package, but it seems to be decommissioned in the current version.
Any advice is much appreciated!