## adjRatiosR <- function(split, div, close){
##   split[is.na(split)] <- 1
##   #backpopulate the split ratio vector from the tail
##   split <- rev(cumprod(rev(split)))
##   coredata(split) <- c(coredata(split)[-1],1)
##   div.index <- !is.na(div)
##   stopifnot(is.na(div[1]))
##   if(any(div.index)){
##     div[div.index] <- 1-div[div.index]/coredata(close[which(div.index)-1])
##     div[!div.index] <- 1
##     div <- rev(cumprod(rev(div)))
##     coredata(div) <- c(coredata(div)[-1],1)
##   }else{
##     coredata(div) <- rep(1,length(div))
##   }
##   return(try.xts(merge(split,div),error="bad things are going to happen"))
## }

adjRatios <- function (splits, dividends, close) 
{
    if (!missing(dividends) && missing(close)) 
        stop("\"close\" must be specified to adjust dividends")
    if (missing(close) || all(is.na(close)) || NROW(close) == 
        0) {
        close <- NA
    }
    else {
        close <- try.xts(close, error = stop("\"as.xts(close)\" failed"))
    }
    if (missing(splits) || all(is.na(splits)) || NROW(splits) == 0) {
        splits <- NA
    }
    else {
        splits <- try.xts(splits, error = stop("\"as.xts(splits)\" failed"))
    }
    if (missing(dividends) || all(is.na(dividends))|| NROW(dividends) == 0) {
        dividends <- NA
    }
    else {
        dividends <- try.xts(dividends, error = stop("\"as.xts(dividends)\" failed"))
    }
    obj <- merge.xts(close, splits, dividends)
    # for a non NA dividend value, close from the previous day must be non NA
    #otherwise we can't compute the dividend ratio
    if(any(is.na(close[-length(close)][!is.na(dividends)[-1]]))){
      stop("can't compute dividend ratio")
    }
    # if close is NA, then we can't compute the dividend ratio anway
    #if (!isTRUE(is.na(close))) {
    #    obj <- obj[!is.na(obj[, 1]), ]
    #}
    adj <- .Call("adjRatios", obj[, 2], obj[, 3], obj[, 1], PACKAGE = "TTR")
    adj <- xts(cbind(adj[[1]], adj[[2]]), index(obj))
    colnames(adj) <- c("Split", "Div")
    return(adj)
}