[R-SIG-Finance] lapply over list that has multiple xts objects

[Jeff Ryan]

Don't add the ... into your call. 

open_close(x, n=10, N=252) not open_close(x, n=10, N=252, ...))

HTH
Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Dec 28, 2011, at 5:29 PM, algotr8der <algotr8der at gmail.com> wrote:

> I've been going through various examples on how to use lapply when the list
> in question has multiple parts but I can't seem to get things working.
> 
> I have a function that computes open_close volatility as follows:
> 
> close_open <- function (OHLC, n = 10, N = 252, ...) 
> {
>    Cl1 <- lag(OHLC[, 4])
>    OHLC <- try.xts(OHLC, error = as.matrix)
>    s2o <- 18.59 * runSD(log(OHLC[, 1]/Cl1), n)
>    reclass(s2o, OHLC)
> }
> 
> I have a list object stocks that has 909 xts OHLC objects:
> 
>> class(stocks)
> [1] "list"
> 
>> length(stocks)
> [1] 909
> 
> I want to compute the open_close volatility for every component in the list
> stock by using lapply. I have tinkered with various variants of
> 
> lapply(stocks, function(x) open_close(x, n=10, N=252, ...))
> 
> I get errors like so:
> 
> Error in FUN(X[[1L]], ...) : '...' used in an incorrect context
> 
> Any guidance on how I can achieve my goal would be greatly appreciated.
> THank you.
> 
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