Hi
What is wrong with my suggestion then.
> rate1
USD GBP EURO CHF AUD
1 112.05 171.52 42.71 41.50 109.55
2 112.90 168.27 42.68 41.47 102.52
3 110.85 169.03 41.86 42.84 114.91
4 109.63 169.64 44.71 43.44 122.48
5 108.08 169.29 44.14 43.69 122.12
6 111.23 169.47 44.58 42.30 123.96
7 112.49 170.90 41.07 42.05 100.36
8 108.87 168.69 42.23 41.23 110.19
9 109.33 170.90 44.55 42.76 121.58
10 111.88 169.96 41.12 43.79 103.46
> portfolio<-c("USD", "USD", "CHF", "AUD", "USD")
> log(rate1[-1,portfolio]/rate1[-nrow(rate1),portfolio])
USD USD.1 CHF AUD USD.2
2 0.007557271 0.007557271 -0.000723153 -0.066323165 0.007557271
3 -0.018324535 -0.018324535 0.032501971 0.114091312 -0.018324535
4 -0.011066876 -0.011066876 0.013908430 0.063798538 -0.011066876
5 -0.014239366 -0.014239366 0.005738567 -0.002943583 -0.014239366
6 0.028728436 0.028728436 -0.032332157 0.014954765 0.028728436
7 0.011264199 0.011264199 -0.005927700 -0.211195211 0.011264199
8 -0.032709819 -0.032709819 -0.019693240 0.093442427 -0.032709819
9 0.004216322 0.004216322 0.036436939 0.098366334 0.004216322
10 0.023056037 0.023056037 0.023802395 -0.161387418 0.023056037
>
As I said instead fiddling with several loop/if/function/variables attempt
it seems to me better to use powerful R indexing and "whole object"
approach where it is possible.
Regards
Petr
Amelia Vettori <amelia_vett...@yahoo.co.nz> napsal dne 07.01.2011
13:46:53:
> Dear sir, I am extremely sorry for messing up the logic asking for help
w.r.t.
> my earlier mails
>
> I have tried to explain below what I am looking for.
>
>
> I have a database (say, currency_rates) storing datewise currency
exchange
> rates with some base currency XYZ.
>
> currency_rates <- data.frame(date = c("12/31/2010", "12/30/2010",
"12/29/
> 2010", "12/28/2010", "12/27/2010","12/24/2010", "12/23/2010",
"12/22/2010",
> "12/21/2010", "12/20/2010"),
> USD = c(112.05, 112.9, 110.85, 109.63, 108.08, 111.23, 112.49, 108.87,
109.33, 111.88),
> GBP = c(171.52, 168.27,169.03, 169.64, 169.29, 169.47, 170.9, 168.69,
170.9, 169.96),
> EURO = c(42.71, 42.68, 41.86, 44.71, 44.14, 44.58, 41.07, 42.23, 44.55,
41.12),
> CHF = c(41.5, 41.47, 42.84, 43.44, 43.69, 42.3, 42.05, 41.23, 42.76,
43.79),
> AUD = c(109.55, 102.52, 114.91, 122.48, 122.12, 123.96, 100.36, 110.19,
121.
> 58, 103.46))
>
> I have a portfolio consisting of some of these currencies.
>
> At this moment, suppose my portfolio has following currency
transactions. i.e
> following is my current portfolio and
> has 2 USD transactions, 2 EURO transactions and a CHF transactions.
>
> portfolio_currency_names = c("USD", "USD", "EURO", "CHF", "EURO", "USD")
>
>
> # ____________________________________
>
> My objective is AS PER THE PORTFOLIO, I need to generate a data.frame
giving
> respective currency returns.
>
> Thus, I need to have an output like
>
> USD USD EURO CHF
> EURO USD
> -0.0076 -0.0076 0.0007 0.0007 0.
> 0007 -0.0076
> 0.0183 0.0183 0.0194 -0.0325 0.
> 0194 0.0183
> 0.0111 0.0111 -0.0659 -0.0139 -0.
> 0659 0.0111
> 0.0142 0.0142 0.0128 -0.0057 0.
> 0128 0.0142
> -0.0287 -0.0287 -0.0099 0.0323 -0.
> 0099 -0.0287
> -0.0113 -0.0113 0.0820 0.0059 0.
> 0820 -0.0113
> 0.0327 0.0327 -0.0279 0.0197 -0.
> 0279 0.0327
> -0.0042 -0.0042 -0.0535 -0.0364 -0.
> 0535 -0.0042
> -0.0231 -0.0231 0.0801 -0.0238 0.
> 0801 -0.0231
>
> Thus, my requirement is to have the dataframe as per the composition of
my
> portfolio. Thus, if there are only 2 transactions i.e. if my portfolio
> contains say only CHF and AUD, I need the return calculations done only
forCHF and AUD.
>
>
> CHF AUD
> 0.0007 0.0663
> -0.0325 -0.1141
> -0.0139 -0.0638
> -0.0057 0.0029
> 0.0323 -0.0150
> 0.0059 0.2112
> 0.0197 -0.0934
> -0.0364 -0.0984
> -0.0238 0.1614
>
> I once again apologize for not asking my requirement properly thereby
causing
> not only inconvenience to all of you, but also wasting your valuable
time. Its
> not that I wasn't careful while asking for guidance for my requirement,
I
> wasn't clear about it. I am sorry for the same once again.
>
> I request you to please help me.
>
> Amelia Vettori
>
>
>
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