Internal Rate of Return (IRR) in R

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!

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