[R] apply on xts

David Winsemius dwinsemius at comcast.net
Fri Jun 26 14:37:52 CEST 2009


The way to get the best answers on r-help (and the method advised in  
the Posting Guide)  is to offer the audience a specification of the  
libraries being used, to create examples that illustrate the sort of  
input expected, to offer the code that is being used,  and to clearly  
specify what output is needed. I only saw one of those aspects in your  
posting.

The lack of example input was the feature that held me off from  
further efforts, although others may have had their own reasons. You  
may think ticker objects are a well defined data type, but they are  
not so for me.

(You should also send plain text, again as the Posting Guide specifies.)

-- 
DW

On Jun 25, 2009, at 11:27 PM, R_help Help wrote:

> Thanks David for reading for me. Anyhow, is there better way to do  
> looping on xts objects than using apply? Thanks again.
>
> adschai
>
> On Thu, Jun 25, 2009 at 12:39 AM, David Winsemius <dwinsemius at comcast.net 
> > wrote:
>
> 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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