[R] passing namees

Gabor Grothendieck ggrothendieck at gmail.com
Tue Aug 29 18:24:54 CEST 2006


Put the data into a list, not into individual variables.  Something
like this (untested):

L <- sapply(symbols[-length(symbols)],
	get.hist.quote, start = "2005-01-09", quote = "Close", simplify = FALSE)
mat <- do.call(cbind, L)

cor.mat <- cor(mat, use = "complete")
symnum(cor.mat)


On 8/29/06, BBands <bbands at gmail.com> wrote:
> R 2.3.1
>
> I wrote a little script to do some cross correlations. The symbols are
> in a text file like so:
>
> symbols.txt
> ibm
> dd
> csco
>
> """
> require(tseries)
> symbols <- scan("symbols.txt", what = 'character')
>
> for(line in 1:(length(symbols)-1)) {
>   assign(symbols[line], get.hist.quote(instrument = symbols[line],
>   start = "2005-09-01", quote = "Close"))
>   }
> # this results in objects ibm, dd... with the last symbol skipped
>
> mat <- cbind(symbols) # this is the problem
> (cor_mat <- cor(mat))
> symnum(cor_mat)
> """
>
> How can I pass a list of the objects to cbind()? As written cbind gets
> only the names of the objects and binds the names not the objects.
>
> Thanks in advance,
>
>     jab
> --
> John Bollinger, CFA, CMT
> www.BollingerBands.com
>
> If you advance far enough, you arrive at the beginning.
>
> ______________________________________________
> R-help at stat.math.ethz.ch 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.
>



More information about the R-help mailing list