[R-SIG-Finance] [R-sig-finance] quantmod: dailyReturn on a list of variables

[Jeff Ryan]

nbAssets in your code is simply the number 3.

Try:

myRet <- sapply(list(STOXX50E,GSPC,N225), dailyReturn)
cbind(myRet[[1]], myRet[[2]], myRet[[3]])

HTH
Jeff


On Wed, Nov 5, 2008 at 4:08 PM, patzoul <patzoul at free.fr> wrote:
>
> I run the following code:
> myAssets <- c("STOXX50E", "GSPC", "N225")
> nbAssets <- NROW(myAssets)
> myIndices <- paste("^", myAssets, sep="")
> getSymbols(myIndices)
>
> I would then like to apply the dailyReturn function on the 3 sets of data
> that I loaded.
>
> If I do dailyReturn(myAssets[1]) I get an error message.
>
> What do I need to change?
>
>
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com