Try this:
library(quantmod)
s <- c("MSFT","AAPL","ORCL")
f <- function(x) Delt(Cl(getSymbols(x, auto.assign = FALSE)))
Delt3 <- do.call(merge, lapply(s, f))
plot(as.zoo(Delt3), screen = 1, col = 1:3)
On Thu, Feb 5, 2009 at 7:49 PM, Fuchs Ira <irafu...@gmail.com> wrote:
> VERY nice. That certainly works. Now how does one plot all three variables
> on one graph? :-)
>
> Thanks very much.
>
> Ira
>
> On Feb 5, 2009, at 7:29 PM, Phil Spector wrote:
>
>> Ira -
>> As you say, there are many ways to solve this problem.
>> Here's one of them:
>>
>> list=c("MSFT","AAPL","ORCL")
>> getSymbols(list)
>>
>> #First, create a function that will take the name of a variable,
>> #get the Close value from it and pass it to the Delt function:
>>
>> makedelt = function(l){now = get(l) ;
>> Delt(now[,paste(l,".Close",sep='')])}
>>
>> #Now create a list of the results from Delt:
>>
>> allclose = lapply(list,makedelt)
>>
>> #Finally pass the list to Reduce to merge them all together:
>>
>> result = Reduce(merge,allclose)
>>
>> #To better identify the columns, you can use
>>
>> colnames(result) = list
>>
>> Hope this helps.
>> - Phil Spector
>> Statistical Computing Facility
>> Department of Statistics
>> UC Berkeley
>> spec...@stat.berkeley.edu
>>
>>
>>
>> On Thu, 5 Feb 2009, Fuchs Ira wrote:
>>
>>> These are all great resposes but I think I should have given a
>>> slightly more complete description of the problem.
>>>
>>> I am using the quantmod package and I have called getSymbols with a
>>> character vector that has a list of stock symbols. For example:
>>>
>>> library("quantmod")
>>> list=c("MSFT","AAPL","ORCL")
>>> getSymbols(list)
>>>
>>> this returns 3 objects (MSFT,AAPL, ORCL)
>>>
>>> now imagine that I want to use the Delt function (also in quantmod) to
>>> calculate the percent difference for each of these stocks using their
>>> closing price.
>>>
>>> each closing price is SYMBOL$SYMBOL.Close (can also be retrieved with
>>> Cl(SYMBOL)
>>>
>>> I want to construct the call to Delt with the symbols in list appended
>>> with $SYMBOL.Adjusted
>>>
>>> in other words I want a way to create
>>>
>>> Delt(MSFT$MSFT.Close) merged with Delt(AAPL$AAPL.Close) and so on
>>> (one object having the result of the Delt function for each stock).
>>>
>>> I am sure that there are many ways to solve this particular problem.
>>> Perhaps what I need to understand is how to take the characters in the
>>> list and construct an expression and then evaluate the expression.
>>>
>>>
>>> On Feb 5, 2009, at 5:50 PM, <markle...@verizon.net> wrote:
>>>
>>>> Hi: there's mget but I couldn't figure out how to use it. if you
>>>> figure
>>>> it out, let me know.
>>>> I'm sure one of the guRus will reply with something that uses mget.
>>>> List
>>>> is slow now
>>>> because Europe is sleeping. Good luck.
>>>>
>>>>
>>>>
>>>>
>>>> On Thu, Feb 5, 2009 at 5:42 PM, Ira Fuchs wrote:
>>>>
>>>>> Thanks, that is better but doesn't actually solve my problem which
>>>>
>>>> is
>>>>>
>>>>> that n is an arbitrary length vector and I'd like to find a way that
>>>>> avoids having to enumerate the elements of the character vector.
>>>>> Thanks,
>>>>> Ira
>>>>> ----- Original Message -----
>>>>> From: markle...@verizon.net <markle...@verizon.net>
>>>>> To: Fuchs Ira <irafu...@gmail.com>
>>>>> Sent: Thu Feb 05 17:25:39 2009
>>>>> Subject: RE: [R] eval and as.name
>>>>>
>>>>>
>>>>> Hi: below works but it's not much shorter than yours. there must
>>>>
>>>> be a
>>>>>
>>>>> better way so I'm sending off line in order to encourage better
>>>>> replies.
>>>>>
>>>>> sum(get(n[1]),get(n[2]))
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> On Thu, Feb 5, 2009 at 5:10 PM, Fuchs Ira wrote:
>>>>>
>>>>>> I'm sure there is a more general way to ask this question but how
>>>>
>>>> do
>>>>>>
>>>>>> you use the elements of a character vector as names of objects in
>>>>
>>>> an
>>>>>>
>>>>>> expression?
>>>>>> For example, say you have:
>>>>>>
>>>>>> a = c(1,3,5,7)
>>>>>> b = c(2,4,6,8)
>>>>>>
>>>>>> n=c("a","b")
>>>>>>
>>>>>> and you want to use the names a and b in a function (e.g. sum)
>>>>>>
>>>>>> sum(eval(as.name(n[1])),eval(as.name(n[2])))
>>>>>>
>>>>>> works but
>>>>>>
>>>>>> what is a simpler way to effect this level of indirection?
>>>>>>
>>>>>> ______________________________________________
>>>>>> 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.
>>>>
>>>
>>>
>>> [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> 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.
>
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