1. Please read the last line on every message to r-help and in particular the part about providing reproducible code when you post.
2. Your third argument to apply is wrong. sharpe is a function but sharpe(...whatever...) is not. Suggest you carefully review the examples on the ?apply page if the difference is not clear. On Dec 30, 2007 9:58 AM, Bernd Dittmann <[EMAIL PROTECTED]> wrote: > 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. > ______________________________________________ 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.
