Perhaps you should have used 'The trouble with tibbles" as your subject line :)
On Tue, Oct 17, 2023 at 6:21 AM Enrico Schumann <[email protected]> wrote: > On Mon, 16 Oct 2023, arnaud gaboury writes: > > > I work with a list of crypto assets daily closing prices in xts class. > Here > > is a limited example: > > > > asset.xts.lst <- list(BTCUSDT = structure(c(26759.63, 26862, 26852.48, > > 27154.15, > > 27973.45), dim = c(5L, 1L), index = structure(c(1697068800, 1697155200, > > 1697241600, 1697328000, 1697414400), tzone = "UTC", tclass = "Date"), > class > > = c("xts", > > "zoo")), ETHUSDT = structure(c(1539.61, 1552.16, 1554.94, 1557.77, > > 1579.73), dim = c(5L, 1L), index = structure(c(1697068800, 1697155200, > > 1697241600, 1697328000, 1697414400), tzone = "UTC", tclass = "Date"), > class > > = c("xts", > > "zoo")), TRXUSDT = structure(c(0.08481, 0.08549, 0.08501, 0.08667, > > 0.08821), dim = c(5L, 1L), index = structure(c(1697068800, 1697155200, > > 1697241600, 1697328000, 1697414400), tzone = "UTC", tclass = "Date"), > class > > = c("xts", > > "zoo"))) > > > > I will compute some function from PerformanceAnalytics package and write > > all results in a tibble. Let's apply a first function, > Return.annualized() > > (at first I computed returns from daily prices). I have now a list of > > arrays named my.ret.lst: > > > > my.ret.lst <- list(BTCUSDT = structure(15.36, dim = c(1L, 1L), dimnames = > > list( > > "Annualized Return", NULL)), ETHUSDT = structure(4.06, dim = c(1L, > > 1L), dimnames = list("Annualized Return", NULL)), TRXUSDT = > structure(10.9, > > dim = c(1L, > > 1L), dimnames = list("Annualized Return", NULL))) > > > > Now I can't find a way to start my tibble. The idea is to have variables > > BTCUSDT, ETHUSDT and TRXUSDT (token names), with observations (like > > annualized return) and the respective values. I will add of course many > > other observations.My row names can be either my token names, or the > > observation (annualized return). > > In my example, I can't find a way to pass each list element name to the > > wanted tibble. > > > > Thank you for help > > > > Do you mean something like this? > > data.frame(my.ret.lst) > ## BTCUSDT ETHUSDT TRXUSDT > ## Annualized Return 15.36 4.06 10.9 > > (I don't use tibbles, but there is probably an 'as.tibble' method or > similar.) > > -- > Enrico Schumann > Lucerne, Switzerland > http://enricoschumann.net > > _______________________________________________ > [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.
