[R] Trying to Generalize a Function in R

[rsherry8]

Peter,

Here is the R command and its output that you requested:

 > class(AVB)
[1] "xts" "zoo"

Bob
On 8/9/2018 5:29 PM, Peter Langfelder wrote:
> Well, your function uses AVB$AVB.Close, so I assumed AVB is a list (a
> data frame can be thought of as a special list). What do you get when
> you type class(AVB)?
>
> Peter
> On Thu, Aug 9, 2018 at 2:24 PM rsherry8 <rsherry8 using comcast.net> wrote:
>> Peter,
>>
>> Thanks for the response. I tired the following command:
>>       AVB[["AVB.Close"]]
>> and I got:
>>       Error in AVB[["AVB.Close"]] : subscript out of bounds
>> Are you assuming that AVB is a data frame? I do not think AVB is a data
>> frame. Is there a way
>> for me to check?
>> Thanks,
>> Bob
>>
>> On 8/9/2018 3:46 PM, Peter Langfelder wrote:
>>> If I understand it correctly, the function getSymbols creates a
>>> variable with the name being the stock symbol. Then use the function
>>> get(symbol) to retrieve the value of the variable whose name is
>>> contained in the character string `symbol'. Assign that to a variable
>>> (e.g. AVB). You may also have to modify the names of the components
>>> you retrieve from the list AVB. For that, you can use
>>> AVB[["AVB.Close"]] instead of AVB$AVB.Close. You can them use
>>> something like AVB[[paste0(symbol, ".Close"]] to generalize the
>>> retrieval of list components.
>>>
>>> HTH,
>>>
>>> Peter
>>> On Thu, Aug 9, 2018 at 12:40 PM rsherry8 <rsherry8 using comcast.net> wrote:
>>>> I wrote the following function:
>>>>
>>>> # This method gets historical stock data for the stock Avalon Bay whose
>>>> symbol is AVB.
>>>> getReturns <- function(norm = FALSE)
>>>> {
>>>>        library(quantmod)
>>>>
>>>>        getSymbols("AVB", src = "yahoo", from = start, to = end)
>>>>        length = length(  AVB$AVB.Close )
>>>>        close = as.numeric( AVB$AVB.Close )
>>>>        cat( "length = ", length(close ), "\n" )
>>>>        for( i in 1:length-1 )
>>>>            diff[i] = ((close[i+1] - close[i]) ) / close[i]
>>>>        u = mean(diff)
>>>>        stdDev = sd(diff)
>>>>        cat( "stdDev = ", stdDev, "\n" )
>>>>
>>>>        if ( norm == TRUE ) {
>>>>            diff = (diff - u)
>>>>            diff = diff / stdDev
>>>>        }
>>>>        return (diff)
>>>> }
>>>>
>>>> I would like to generalize it to work for any stock by passing in the
>>>> stock symbol. So the header for the
>>>> function would be:
>>>>
>>>> getReturns <- function(symbol, norm = FALSE)
>>>>
>>>> Now how do I update this line:
>>>>        length = length(  AVB$AVB.Close )
>>>> This statement will not work:
>>>>        length = length(  symbol$AVB.Close )
>>>> because the name that holds the closing price is a function of the stock
>>>> symbol.
>>>>
>>>> Thanks,
>>>> Bob
>>>>
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