Hi Josh,

I do not see how you were able to get the "individual column testing" to
work with the code you supplied (even if I make up my own data for your
`data` object and assign your 'function(x)' to StdTS -- please follow the
posting guide and give reproducible code).

Your immediate problem is that the first value that `returns` gives is NA.
 So, the first time through the for loop, you are trying to multiply 100 *
(1 + NA) which is NA.

FYI, `returns` calculates log returns by default

here are a few functions to look at
?lag
?quantmod:::Lag
?cumsum
?cumprod

Here is how you could create some example data which would be the first
step towards making your code reproducible.

1> A <- xts(9+cumsum(rnorm(1:10)), Sys.Date()-10:1)
1> B <- xts(50+cumsum(rnorm(1:10)), Sys.Date()-10:1)
1> mydata <- cbind(A,B)
1> colnames(mydata) <- c("A","B")
1> mydata
                   A        B
2011-10-21  9.779622 50.81187
2011-10-22 11.235407 53.00871
2011-10-23 10.591079 55.05790
2011-10-24  9.037941 56.69034
2011-10-25  7.440232 56.94461
2011-10-26  9.245329 57.43580
2011-10-27  8.763682 57.11172
2011-10-28  9.384062 55.44967
2011-10-29  9.996185 57.21740
2011-10-30  9.833874 57.24320

Garrett

On Mon, Oct 31, 2011 at 3:11 AM, JOSH CHIEN <joshchien@yahoo.com> wrote:

> Hi All,
> About "apply" function, I need your guys' help to figure out my problem.
>
> below is my example.
> > data
> GMT
>               A    B
> 2011-02-24 47.3 87.9
> 2011-02-25 47.4 88.1
> 2011-03-01 48.1 88.6
>
> I want to do standardized process to compare both series.
> Like,
> > StdTS(data[,1])
> GMT
>                   A
> 2011-02-24 100.0000
> 2011-02-25 100.2112
> 2011-03-01 101.6803
> > StdTS(data[,2])
> GMT
>                   B
> 2011-02-24 100.0000
> 2011-02-25 100.2273
> 2011-03-01 100.7945
>
>
> I code a function.
>
> function(x) {
>
>
> require(fBasics)
>
>
> x.ret <- returns(x)
>
>
> x[1] <- 100
>
> for(i in 2:length(x)){
>
> x[i] <- x[i-1]*(1+x.ret[i-1])
>
>       }
>
>   x
>
> }
>
> Individual column testing is well as above.
> But, I use "apply(data,2,StdTS)"
>
> > apply(data,2,StdTS)
> GMT
>              A   B
> 2011-02-24 100 100
> 2011-02-25  NA  NA
> 2011-03-01  NA  NA
>
>
> I don't know why ?
>
> Anyone can help me ?
>
> Sincerely,
> Josh
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>
>
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