Although not as brief as Kenneth's solution ;-) but my brief answer would be:
cumsum(na.omit(long)) Kind regards, -Mark- 2013/5/28 Kenneth B Vaughn <[email protected]> > > Sent from my BlackBerry 10 smartphone on the Verizon Wireless 4G LTE > network. > *From: *Martin Bauer > *Sent: *Tuesday, May 28, 2013 12:30 AM > *To: *[email protected] > *Subject: *[R-SIG-Finance] row sum in XTS object > > Hi, > > here my code > > require(quantmod) > indexes<-c("XLB","XLE","XLF","XLI","XLK","XLP","XLU","XLV","XLY") > getSymbols(indexes) > > > p=cbind(Ad(XLB),Ad(XLE),Ad(XLF),Ad(XLI),Ad(XLK),Ad(XLP),Ad(XLU),Ad(XLV),Ad(XLY)) > > XLB.CCI=CCI(p[,1],10) > XLE.CCI=CCI(p[,2],15) > XLF.CCI=CCI(p[,3],16) > XLI.CCI=CCI(p[,4],22) > XLK.CCI=CCI(p[,5],28) > XLP.CCI=CCI(p[,6],32) > XLU.CCI=CCI(p[,7],9) > XLV.CCI=CCI(p[,8],6) > XLY.CCI=CCI(p[,9],10) > > > p.CCI=cbind(XLB.CCI,XLE.CCI,XLF.CCI,XLI.CCI,XLK.CCI,XLP.CCI,XLU.CCI,XLV.CCI,XLY.CCI) > > > long=lag(p.CCI,k=1)*ROC(p,type="discrete",n=1) > charts.PerformanceSummary(long,ylog=TRUE,main="TEST") > > How can I now sum each column now in the object long, keeping the day and > just addsum (p.CCI*ROC) > > Any idea ? > > Many thanks > > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
