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

[Robert Nicholson]

It seems the missing piece in the puzzle was to define the column first with

SD$STDDEV = rep(0, NROW(SD))
for (i in 1:NROW(SD)) {
SD[i, "STDDEV"] = SD[i, "StdDev Log Change"] * Cl(AAPL)[i];
}

then I can expect to assign values to it.

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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