Re: [R] Trying to Generalize a Function in R

rsherry8 Thu, 09 Aug 2018 14:24:50 -0700

Peter,

Thanks for the response. I tired the following command:
    AVB[["AVB.Close"]]
and I got:
    Error in AVB[["AVB.Close"]] : subscript out of bounds

Are you assuming that AVB is a data frame? I do not think AVB is a dataframe. Is there a way

for me to check?
Thanks,
Bob


On 8/9/2018 3:46 PM, Peter Langfelder wrote:

If I understand it correctly, the function getSymbols creates a
variable with the name being the stock symbol. Then use the function
get(symbol) to retrieve the value of the variable whose name is
contained in the character string `symbol'. Assign that to a variable
(e.g. AVB). You may also have to modify the names of the components
you retrieve from the list AVB. For that, you can use
AVB[["AVB.Close"]] instead of AVB$AVB.Close. You can them use
something like AVB[[paste0(symbol, ".Close"]] to generalize the
retrieval of list components.

HTH,

Peter
On Thu, Aug 9, 2018 at 12:40 PM rsherry8 <rsher...@comcast.net> wrote:


I wrote the following function:

# This method gets historical stock data for the stock Avalon Bay whose
symbol is AVB.
getReturns <- function(norm = FALSE)
{
      library(quantmod)

      getSymbols("AVB", src = "yahoo", from = start, to = end)
      length = length(  AVB$AVB.Close )
      close = as.numeric( AVB$AVB.Close )
      cat( "length = ", length(close ), "\n" )
      for( i in 1:length-1 )
          diff[i] = ((close[i+1] - close[i]) ) / close[i]
      u = mean(diff)
      stdDev = sd(diff)
      cat( "stdDev = ", stdDev, "\n" )

      if ( norm == TRUE ) {
          diff = (diff - u)
          diff = diff / stdDev
      }
      return (diff)
}

I would like to generalize it to work for any stock by passing in the
stock symbol. So the header for the
function would be:

getReturns <- function(symbol, norm = FALSE)

Now how do I update this line:
      length = length(  AVB$AVB.Close )
This statement will not work:
      length = length(  symbol$AVB.Close )
because the name that holds the closing price is a function of the stock
symbol.

Thanks,
Bob

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Re: [R] Trying to Generalize a Function in R

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