[R] using lapply

2011-03-09 Thread Kushan Thakkar
I have a function with the follow signare: apply.strategy(instr, strat) where instr and strat are both objects of classes instrument and strategy respectively. I want to apply this function to a list that holds objects of the class instrument. Currently I am doing this by explicit looping:

[R] if statements on vectors

2011-02-24 Thread Kushan Thakkar
I have two vectors: both have possible values of 1,-1, or 0 trend1 - c(1,1,1,1,1,1,-1,-1,-1,-1,-1,-1) trend2 - c(1,1,1,1,1,1,1,1,1,1,1,1,1,1,) i want to create a third vector that is conditional upon these two vectors: if (trend2 == 1 trend1 == 1) {position - 1} elseif (trend2 == -1 trend1==

Re: [R] if statements on vectors

2011-02-24 Thread Kushan Thakkar
- c(1,1,1,1,1,1,1,1,1,1,1,-1) position - as.numeric((trend1 == 1 trend2 == 1) | (trend1 == -1 trend2 == -1)) position I hope it helps. Best, Dimitris How about (trend1 * trend2 + 1)/2 Jim On 2/24/2011 9:41 AM, Kushan Thakkar wrote: I have two vectors: both have possible values

[R] Using string to call/manipulate an object

2011-02-23 Thread Kushan Thakkar
I am using getSymbols function from quantmod package to get price data from internet. Currently I have: my.ticker - IBM getSymbols(my.ticker,src=google) This creates an xts object named my.ticker which contains historical price data for IBM. How can I call and manipulating this xts object

Re: [R] Using string to call/manipulate an object

2011-02-23 Thread Kushan Thakkar
: On Feb 23, 2011, at 8:55 AM, Kushan Thakkar wrote: I am using getSymbols function from quantmod package to get price data from internet. Currently I have: my.ticker - IBM getSymbols(my.ticker,src=google) This creates an xts object named my.ticker which contains historical price data

[R] accessing members from a data frame

2011-02-10 Thread Kushan Thakkar
I have a data frame with the following columns: Date Price Buy Sell The Buy and Sell variables are binary. They are either zero or 1. Additionally, they are mutually exclusive. Either Buy is 1, Sell is 1 or they are both 0. But they are never both 1 for a given observation. I want to see

[R] if a variable is defined

2011-02-10 Thread Kushan Thakkar
I have an object type my.object. One of its slots contains a data frame (i.e. my.obj...@my.data.frame) .. I want to check if one of the variables exists in this data frame (i.e. my.obj...@my.data.frame$my.var) I am trying to use the exists function but can't figure out how the arguments work.