[R-sig-finance] Need help to modify rsiTA function from fSeries

[Neuro LeSuperHéros]

Need help to modify rsiTA function from fSeries

Hello,  in fSeries, this is the rsiTA function :

function (close, lag)
{
   sumlag = function(x, lag) {
       xs = x
       for (i in 1:lag) {
           x1 = c(x[1], x[1:(length(x) - 1)])
           xs = xs + x1
           x = x1
       }
       xs
   }
   close1 = c(close[1], close[1:(length(close) - 1)])
   x = abs(close - close1)
   x[close < close1] = 0
   rsi = sumlag(x, lag)/sumlag(abs(close - close1), lag)
   rsi[1] = rsi[2]
   rsi
}

The function is correct and works fine but does not correspond to what the 
market uses.  Data providers (Bloomberg, Datastream) usually use a Smoothed 
RS in the calculation.  Basically, what it means is that calculation of the 
first RS value is:  divide the average gain by the average loss. All 
subsequent RS calculations use the previous period's average gain and 
average loss for smoothing purposes.

For a calculation example see this page: 
http://www.stockcharts.com/education/IndicatorAnalysis/indic_RSI.html

I tried to change the function but it doesn't work.  I get the same data as 
rsiTA and this weird  code at the end of the results:

attr(,"tsp")
[1]   0 261   1

Here's my feeble attempt at making a smoothed RSI function:

rsiTA2<-function (close, lag)
{
   sumlag = function(x, lag) {
       xs = x
       for (i in 1:lag) {
           x1 = c(x[1], x[1:(length(x) - 1)])
           xs = xs + x1
           x = x1
       }
       xs
   }
   close1 = c(close[1], close[1:(length(close) - 1)])
   x = abs(close - close1)
   x[close < close1] = 0
#This is what is changed to smooth the RS#############
   rsi =((lag(sumlag(x, lag),1)*(lag-1)+ (close - close1)/lag)/((
lag(sumlag(abs(close - close1), lag),1)*(lag-1)+abs(close - close1))/lag)

   rsi[1] = rsi[2]
   rsi
}

rsiTA2(tsx at Data,14)

Can you help?