[R] apply on xts

David Winsemius dwinsemius at comcast.net
Thu Jun 25 06:39:27 CEST 2009


On Jun 24, 2009, at 9:26 PM, R_help Help wrote:

> Hi,
>
> I do not understand why after I called apply on a function that  
> returns an
> xts (getIdvAdjSeries) it returns a matrix whose columns are just  
> numeric
> value of time series in xts instead of a list of xts objects.
>
> Basically, I called the following:
>
> apply(matrix(tickers,ncol=1),1,FUN=getDivAdjSeries)
>
> getDivAdjSeries <- function(ticker) {
>    seriesName <- paste(ticker,"Adjusted",sep=".");
>    command <- parse(text=paste(ticker,"[,'",seriesName,"']",sep=""));
>    s <- eval(command);
>    dimnames(s)[[2]] <- ticker;
>    command <- parse(text=paste(ticker,"@index",sep=""));
>    s <- xts(s,index=eval(command));
>    return(s);
> }
>
> This doesn't seem to work. Can anyone shed some light please? Thank  
> you.

That would appear to be the expected behavior after reading the Value
section of the help page for apply.


David Winsemius, MD
Heritage Laboratories
West Hartford, CT




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