Hi Adai, Many Thanks for the examples.
I work for a financial institution. We are exploring R as a tool to implement our portfolio optimization strategies. Hence, R is still a new language to us. The script I wrote tried to make a returns matrix from the daily return indices extracted from a SQL database. Please find below the output that produces the 'X' prefix in the colnames. The reason to preserve the column names is that they are stock identifiers which are to be used by other sub systems rather than R. I would welcome any suggestion to improve the script. Regards, Gilbert > "p.RIs2Returns" <- + function (RIm) + { + x<-RIm[1:(nrow(RIm)-1), 1:ncol(RIm)] + y<-RIm[2:nrow(RIm), 1:ncol(RIm)] + RReturns <- (y/x -1) + RReturns + } > > > channel<-odbcConnect("ourSQLDB") > result<-sqlQuery(channel,paste("select * from equityRIs;")) > odbcClose(channel) > result stockid sdate dbPrice 1 899188 20050713 7.59500 2 899188 20050714 7.60500 3 899188 20050715 7.48000 4 899188 20050718 7.41500 5 902232 20050713 10.97000 6 902232 20050714 10.94000 7 902232 20050715 10.99000 8 902232 20050718 11.05000 9 901714 20050713 17.96999 10 901714 20050714 18.00999 11 901714 20050715 17.64999 12 901714 20050718 17.64000 13 28176U 20050713 5.19250 14 28176U 20050714 5.25000 15 28176U 20050715 5.25000 16 28176U 20050718 5.22500 17 15322M 20050713 11.44000 18 15322M 20050714 11.50000 19 15322M 20050715 11.33000 20 15322M 20050718 11.27000 > r1<-reshape(result, timevar="stockid", idvar="sdate", direction="wide") > r1 sdate dbPrice.899188 dbPrice.902232 dbPrice.901714 dbPrice.28176U dbPrice.15322M 1 20050713 7.595 10.97 17.96999 5.1925 11.44 2 20050714 7.605 10.94 18.00999 5.2500 11.50 3 20050715 7.480 10.99 17.64999 5.2500 11.33 4 20050718 7.415 11.05 17.64000 5.2250 11.27 > #Set sdate as the rownames > rownames(r1) <-as.character(r1[1:nrow(r1),1:1]) > #Get rid of the first column > r1 <- r1[1:nrow(r1),2:ncol(r1)] > r1 dbPrice.899188 dbPrice.902232 dbPrice.901714 dbPrice.28176U dbPrice.15322M 20050713 7.595 10.97 17.96999 5.1925 11.44 20050714 7.605 10.94 18.00999 5.2500 11.50 20050715 7.480 10.99 17.64999 5.2500 11.33 20050718 7.415 11.05 17.64000 5.2250 11.27 > colnames(r1) <- as.character(sub("[[:alnum:]]*\\.","", colnames(r1))) > r1 899188 902232 901714 28176U 15322M 20050713 7.595 10.97 17.96999 5.1925 11.44 20050714 7.605 10.94 18.00999 5.2500 11.50 20050715 7.480 10.99 17.64999 5.2500 11.33 20050718 7.415 11.05 17.64000 5.2250 11.27 > RRs<-p.RIs2Returns(r1) > RRs X899188 X902232 X901714 X28176U X15322M 20050714 0.001316656 -0.002734731 0.002225933 0.011073664 0.005244755 20050715 -0.016436555 0.004570384 -0.019988906 0.000000000 -0.014782609 20050718 -0.008689840 0.005459509 -0.000566006 -0.004761905 -0.005295675 > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html