quantmod: dailyReturn on a list of variables
nbAssets in your code is simply the number 3. Try: myRet <- sapply(list(STOXX50E,GSPC,N225), dailyReturn) cbind(myRet[[1]], myRet[[2]], myRet[[3]]) HTH Jeff
On Wed, Nov 5, 2008 at 4:08 PM, patzoul <patzoul at free.fr> wrote:
I run the following code:
myAssets <- c("STOXX50E", "GSPC", "N225")
nbAssets <- NROW(myAssets)
myIndices <- paste("^", myAssets, sep="")
getSymbols(myIndices)
I would then like to apply the dailyReturn function on the 3 sets of data
that I loaded.
If I do dailyReturn(myAssets[1]) I get an error message.
What do I need to change?
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Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com