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

[Gabor Grothendieck]

Or diff.

On Mon, Jul 14, 2008 at 5:09 PM, Josh Ulrich <josh.m.ulrich at gmail.com> wrote:
> 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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>>
>
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