[R] Automatic creation of columns in zoo object

Sergey Goriatchev sergeyg at gmail.com
Tue Feb 3 14:44:30 CET 2009


Hello, everyone

I have a question.

Assume I have the following zoo object:

me.la <- structure(c(1524.75, 1554.5, 1532.25, 1587.5, 1575.25, 1535.5,
1550, 1493.5, 1492.5, 1472.25, 1457.5, 1442.75, 1399, 1535.75,
1565.25, 1543.5, 1598.5, 1586.5, 1547, 1561.5, 1504.75, 1503.75,
1483.75, 1468.75, 1453.75, 1410, 1546.75, 1575.25, 1554, 1609,
1597.5, 1558.5, 1573, 1516.25, 1515.5, 1495, 1480, 1465, 1421.25,
1561.5, 1590, 1568.75, 1623.5, 1612, 1573, 1587.5, 1530.5, 1530,
1509.75, 1494.5, 1479.5, 1435.75, 1573.5, 1601.5, 1580.25, 1635,
1623.5, 1584.5, 1599, 1541.75, 1541.5, 1521.5, 1506, 1491, 1447.25,
1585.5, 1613, 1591.75, 1646, 1634.5, 1595.5, 1610, 1552.75, 1552.75,
1532.75, 1517, 1502, 1458.25, 1600, 1627.5, 1606.5, 1660, 1649,
1609.75, 1624.25, 1567, 1567, 1547, 1531, 1516, 1472.25, 1612,
1639.5, 1618.25, 1671.5, 1661, 1621.5, 1635.75, 1578, 1578, 1558,
1542, 1527, 1483.5), .Dim = c(13L, 8L), index = structure(c(14245,
14246, 14249, 14250, 14251, 14252, 14253, 14256, 14257, 14258,
14259, 14260, 14263), format = "m/d/y", origin = structure(c(1,
1, 1970), .Names = c("month", "day", "year")), class = c("dates",
"times")), class = "zoo", .Dimnames = list(NULL, c("LA1 COMDTY",
"LA2 COMDTY", "LA3 COMDTY", "LA4 COMDTY", "LA5 COMDTY", "LA6 COMDTY",
"LA7 COMDTY", "LA8 COMDTY")))

I also have a following variable (used in RBloomberg) in my environment:

me.la.tickers <- c("LA1 Comdty", "LA2 Comdty", "LA3 Comdty", "LA4
Comdty", "LA5 Comdty", "LA6 Comdty", "LA7 Comdty", "LA8 Comdty")

What I need to do is to automate the following manual piece of code:

me.la$LA2tr <- 0
me.la$LA3tr <- 0
me.la$LA4tr <- 0
me.la$LA5tr <- 0
me.la$LA6tr <- 0
me.la$LA7tr <- 0
me.la$LA8tr <- 0

Basically, I need to automatically create new columns in futures
object taking first part of names in me.la.tickers.

I tried with paste() and assign() combination, but could not get.

I could do the manual part, of course, it does not take much time, but:

1) I want to learn how to automatically create new columns in zoo objects
2) I have many more variables that have to be treated similarly (that
is, I have me.lp with corresponding me.lp.tickers, me.qc with
me.qc.tickers, etc. Then I have a bunch of variables starting with
"en", like en.co and en.cl, and corresponding ticker vectors, then
"ag" variables and "so" variables, as well). I have all in all 24 zoo
variables with 24 corresponding ticker vectors, and for each a
corresponding ticker vector, and for each zoo variable I need to
create 7 extra columns. That would take much time to do manually, and
a lot of code.

How would I do this automatically, please?

Thank you in advance for your help!

Regards,
Sergey




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