Hi,
Couldn't reproduce the error after running your code:
d <- dcast(d, date ~ id, value.var="simple_return")
dim(d)
#[1] 356 9
sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: x86_64-unknown-linux-gnu (64-bit)
locale:
[1] LC_CTYPE=en_CA.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_CA.UTF-8 LC_COLLATE=en_CA.UTF-8
[5] LC_MONETARY=en_CA.UTF-8 LC_MESSAGES=en_CA.UTF-8
[7] LC_PAPER=en_CA.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_CA.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] plyr_1.8 quantmod_0.4-0 TTR_0.22-0 xts_0.9-7 zoo_1.7-10
[6] Defaults_1.1-1 stringr_0.6.2 reshape2_1.2.2
loaded via a namespace (and not attached):
[1] grid_3.0.2 lattice_0.20-23
A.K.
On Tuesday, January 21, 2014 2:57 PM, rcse2006 <rcse2...@gmail.com> wrote:
Trying to run below code.
library(quantmod)
symbols <- c("AAPL", "DELL", "GOOG", "MSFT", "AMZN", "BIDU", "EBAY", "YHOO")
d <- list()
for(s in symbols) {
tmp <- getSymbols(s, auto.assign=FALSE, verbose=TRUE)
tmp <- Ad(tmp)
names(tmp) <- "price"
tmp <- data.frame( date=index(tmp), id=s, price=coredata(tmp) )
d[[s]] <- tmp
}
d <- do.call(rbind, d)
d <- d[ d$date >= as.Date("2007-01-01"), ]
rownames(d) <- NULL
# Weekly returns
library(plyr)
library(reshape2)
d$next_friday <- d$date - as.numeric(format(d$date, "%u")) + 5
d <- subset(d, date==next_friday)
d <- ddply(d, "id", mutate,
previous_price = lag(xts(price,date)),
log_return = log(price / previous_price),
simple_return = price / previous_price - 1
)
d <- dcast(d, date ~ id, value.var="simple_return")
Getting error
> d <- dcast(d, date ~ id, value.var="simple_return")
Error in structure(ordered, dim = ns) :
dims [product 1] do not match the length of object [0]
Please help me how to use ddply and dcast or using other similar function to
get same data.
--
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