[R-SIG-Finance] Why this R code dont work ?

[Josh Ulrich]

You could also use lag.zoo (which may be easier to understand):

xCl > as.xts(lag(xCl,-1,na.pad=TRUE))


On Mon, Jul 14, 2008 at 3:59 PM, Josh Ulrich <josh.m.ulrich at gmail.com> wrote:
> Ops.xts (like Ops.zoo) requires both observations to have the same
> index value.  You want to compare observations with different index
> values... so you should use:
>
> coredata(xCl[1]) < coredata(xCl[2])
>
> Best,
> Josh
> --
> http://quantemplation.blogspot.com
>
>
> On Mon, Jul 14, 2008 at 3:38 PM, Pierre8r <pierre8r-gmane at yahoo.fr> wrote:
>> Hello,
>>
>>
>> Why this R code dont work ?
>>
>> Error in French :
>> Erreur dans if (xCl[1] < xCl[2]) { : l'argument est de longueur nulle
>>
>> Thanks,
>>
>> Pierre8r
>>
>> library(quantmod) # this also pulls in zoo
>> library(xts) # this also pulls in zoo
>>
>> Lines <-
>> "2007-12-03  100.00  110.00  90.00  110.00  10.0
>> 2007-12-04  110.00  120.00 100.00  120.00 10.0
>> 2007-12-05  120.00  130.00 110.00  130.00 10.0
>> 2007-12-06  130.00  140.00 120.00  140.00 10.0
>> 2007-12-07  140.00  140.00 120.00  140.00 10.0
>> 2007-12-08  130.00  130.00 110.00  120.00 10.0
>> 2007-12-09  120.00  120.00 120.00  140.00 10.0
>> 2007-12-10  110.00  130.00 120.00  140.00 10.0
>> 2007-12-11  100.00  120.00 120.00  140.00 10.0 "
>>
>>
>> x <- read.zoo(textConnection(Lines))
>>
>> x <- as.xts(x)
>>
>> colnames(x) <- c('Open','High','Low','Close','Volume')
>>
>> xCl  <- Cl(x)
>>
>> if (xCl[1] < xCl[2] ) {
>>  print("xCl[1] < xCl[2] OK")
>> } else
>> {
>>  print("xCl[1] < xCl[2] KO")
>> }
>>
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>