[R] Help with data type

[Don MacQueen]

Something like this should work:

   tmp <- as.Numeric(Delta)
   tmp3 <- tmp[ -c(1,2)]                       ## elements 3 through 
last  (the "i" in the loop)
   tmp2 <- tmp[ -c(1,length(tmp)) ]       ## elements 2 through next 
to last  (the "i-1" in the loop)
   mysum <- sum( tmp3[tmp3 > tmp2])  ## sum of elements that are 
larger than the previous element

-Don

At 7:48 AM -0700 8/3/09, ehxpieterse wrote:
>Hi there,
>
>Using a quantmod function, I calculate the daily change between two points
>in a time series. However, I don't think I am using the data correctly.
>
>Code:
>getSymbols("^GSPC", src="yahoo")
>CloseData <- Cl(GSPC)
>Delta <- diff(CloseData, lag=1)
>for (i in 3:length(Delta)) {
>  if (Delta[i]>Delta[i-1]) sum <- sum + Delta 
>}
>
>I can't seem to use the Delta variable. Can anyone point me in the right
>direction to transform the variable into a usable one?
>
>Example:
>>  Delta[i-1]
>            GSPC.Close
>2000-01-04      -55.8
>>  Delta[i]
>            GSPC.Close
>2000-01-05       2.69
>>  Delta[i-1]*10
>            GSPC.Close
>2000-01-04       -558
>>  Delta[i-1]+Delta[i]
>Data:
>numeric(0)
>
>Index:
>NULL
>
>Thanks in advance,
>Eduard
>
>
>--
>View this message in context: 
>http://*www.*nabble.com/Help-with-data-type-tp24792149p24792149.html
>Sent from the R help mailing list archive at Nabble.com.
>
>______________________________________________
>R-help at r-project.org mailing list
>https://*stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide http://*www.*R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.


-- 
--------------------------------------
Don MacQueen
Environmental Protection Department
Lawrence Livermore National Laboratory
Livermore, CA, USA
925-423-1062