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

[s]

On 12/28/11 10:06 PM, Jeff Ryan wrote:
> Don't add the ... into your call. 
>
> open_close(x, n=10, N=252) not open_close(x, n=10, N=252, ...))
>
> HTH
> Jeff
>
Thanks Jeff. That seemed to have fixed that issue. However, now I get
the following:

> lapply(stock, function(x) open_close(x, n=10, N=252))
debugging in: dimnames.xts(x)
debug: {
    .Call("dimnames_zoo", x)
}
Browse[2]>
debug: .Call("dimnames_zoo", x)
Browse[2]> c
Error in dimnames(cd) <- list(as.character(index(x)), colnames(x)) :
  'dimnames' applied to non-array

I tried to debug this but it seems internal to the lapply call. Any
idea? Appreciate the help.


> 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.
>>
>> --
>> View this message in context: http://r.789695.n4.nabble.com/lapply-over-list-that-has-multiple-xts-objects-tp4241306p4241306.html
>> Sent from the Rmetrics mailing list archive at Nabble.com.
>>
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