[R] Trying to Generalize a Function in R
Peter Langfelder
peter@|@ng|e|der @end|ng |rom gm@||@com
Thu Aug 9 23:29:37 CEST 2018
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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>
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