lapply over list that has multiple xts objects
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. -- 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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