Hi R users, could anyone guide me in the right direction reg. the column-wise application of a function on a zoo dataframe.
The tseries function sharpe() can only be applied to a univariate time series. Suppose you have merged the returns of two assets with get.hist.quote(), i.e. set <- merge(log(ibm), log(ge)) is it possible to apply the function sharpe(), in this case with the argument scale=sqrt(52) since I am using weekly close prices to the dataset "set" column per column? I tried apply() with no result: > apply(set, 2, sharpe(set, scale=sqrt(52))) Fehler in sharpe(zz) : x is not a vector or univariate time series In the case of two securities, I could easily do it by hand, but for say 100 or even 500, I am looking for an automated solution. Many thanks in advance! Bernd ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
