[R-SIG-Finance] Most common way to add derived columns to an XTS object?

[Robert Nicholson]

The previous post was when I had something given to me already as in

library('quantmod')
getSymbols('AAPL')
CHANGE = rollapply(Cl(AAPL),width=2, function(x) log(x[2]/x[1]), by=1, align = "right", na.pad = TRUE)
merge.zoo(AAPL, CHANGE)

and this worked fine

however

I'm not using rollapply and simply want to iterate over my existing XTS object and create a new column
with a derived value.

I was trying

SD = rollapply(CHANGE, width=20, function(x) sd(x) * sqrt(252), by=1, align = "right", na.pad = TRUE)
colnames(SD) = "StdDev Log Change"
for (i in 1:NROW(SD)) {
SD[i, "STDEV"] = SD[i, "StdDev Log Change"] * Cl(AAPL)[i];
}

but it wasn't working

I'm sorry if you thought it was a duplicate question. In my mind the context where I was trying to perform
the change was different because in the original case some other function built me a series that I then
merged with my original. My question was how to I go about modifying the original without generating
a new series and merging.

In this case I'm iterating because I'm trying to perform a transformation where I map to another series
using the same index.

On Mar 10, 2010, at 8:12 AM, Joshua Ulrich wrote:

> You already asked and received an answer for this question.  I also
> answered you when you asked me this question off-list.  Please don't
> post duplicate questions, especially when they were answered only days
> ago!
> 
> As Jeff Ryan said, use merge.xts.  See ?merge.xts.
> 
> x <- .xts(1:10,1:10)
> y <- merge(x,d=diff(x))
> 
> As I said, use "$<-".  See ?"$".
> y$r <- rnorm(NROW(y))
> 
> Do some work.  No one is going to spoon feed you.
> 
> --
> Joshua Ulrich
> FOSS Trading: www.fosstrading.com
> 
> 
> 
> On Wed, Mar 10, 2010 at 7:52 AM, Robert Nicholson
> <robert.nicholson at gmail.com> wrote:
>> So you have data in your XTS object and all I'm trying to do is add columns (attributes) that are derived values.
>> 
>> does anybody have an example of this?
>> 
>> I'm trying to perform a simply transformation on an existing attribute in my XTS object and store the value as a new attribute.
>> 
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