On Wed, Jul 11, 2012 at 1:49 PM, Cren <oscar.soppe...@bancaakros.it> wrote:
> # One more question, Joshua: let instead of merging tickers
> # I would like to put prices from an OHLC object
> # in weekly format, then selecting just the close prices.
> # What would be a code to do it?
> # I guess:
>
> data = new.env()
> ticker.list <- c('SPY', 'TLT', 'GLD')
> getSymbols(ticker.list, env = data)
> X <- do.call(to.weekly, list(data))I think you need do.call(rbind, as.list(eapply(data, function(x) Cl(to.weekly(x))))) Working from the inside out: to.weekly -- go to weekly frequency Cl -- take the close eapply -- do this to each element of the data environment as.list -- convert to list do.call(cbind, ...) -- put them all together. Though there may be something simpler. Best, Michael > > # or something like this, but it doesn't work. > # What could I do? > > -- > View this message in context: > http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708p4636162.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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.
