[R] Help with data type
David Winsemius
dwinsemius at comcast.net
Tue Aug 4 00:56:10 CEST 2009
On Aug 3, 2009, at 10:48 AM, ehxpieterse wrote:
> Using a quantmod function, I calculate the daily change between two
> points
> in a time series. However, I don't think I am using the data
> correctly.
>
> Code:
> getSymbols("^GSPC", src="yahoo")
> CloseData <- Cl(GSPC)
> Delta <- diff(CloseData, lag=1)
> for (i in 3:length(Delta)) {
> if (Delta[i]>Delta[i-1]) sum <- sum + Delta # ? Delta[i] ?
> }
>
> I can't seem to use the Delta variable. Can anyone point me in the
> right
> direction to transform the variable into a usable one?
Looking at the code I would have expected you to use only one element
at a time from the Delta vector rather than trying to add a vector to
a scalar. And did you ever initialize "sum"? And you should probably
avoid using "sum" as a variable name anyway, since it is a function
name.
>
> Example:
>> Delta[i-1]
> GSPC.Close
> 2000-01-04 -55.8
>> Delta[i]
> GSPC.Close
> 2000-01-05 2.69
>> Delta[i-1]*10
> GSPC.Close
> 2000-01-04 -558
>> Delta[i-1]+Delta[i]
> Data:
> numeric(0)
>
> Index:
> NULL
>
> Thanks in advance,
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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