[R-SIG-Finance] xts and sapply

[R. Michael Weylandt]

Just a guess, but you are missing a comma in the GSPC part of the "y <- " line.

Your bigger problem is that you don't need sapply() in the first place
here (best I remember): I think this works:

y <- merge(Ad(FNMIX), Ad(DBLTX), Ad(AGG), Ad(GSPC))
ROC(y) # Note that you don't need sapply() because ROC handles
everything nicely for you.

Michael

On Sun, Apr 1, 2012 at 2:24 PM, Eric Thungstom
<eric.thungstrom at gmail.com> wrote:
> I have prices for several securities in a data frame. I'm wondering how to
> calculate returns for each of them in a vectorized fashion.
>
> require(quantmod)
> group <-c('FNMIX','DBLTX','AGG','^GSPC')
> getSymbols(group, src="yahoo", from="2012-01-01", to=Sys.Date())
> y <- merge(FNMIX[,4],DBLTX[,4],AGG[,4],GSPC[4])
> x <-sapply(y[,1:4], dailyReturn)
>
> When I execute the above code I get an "error in arrary" message that
> indicates that the "length of dim names [1] not equal to array extent".
>
> What am I doing wrong ?
>
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