On 12/28/11 10:06 PM, Jeff Ryan wrote:

> Don't add the ... into your call.

>

> open_close(x, n=10, N=252) not open_close(x, n=10, N=252, ...))

>

> HTH

> Jeff

>

Thanks Jeff. That seemed to have fixed that issue. However, now I get

the following:

> lapply(stock, function(x) open_close(x, n=10, N=252))

debugging in: dimnames.xts(x)

debug: {

.Call("dimnames_zoo", x)

}

Browse[2]>

debug: .Call("dimnames_zoo", x)

Browse[2]> c

Error in dimnames(cd) <- list(as.character(index(x)), colnames(x)) :

'dimnames' applied to non-array

I tried to debug this but it seems internal to the lapply call. Any

idea? Appreciate the help.

> Jeffrey Ryan | Founder |

[hidden email]
>

> www.lemnica.com

>

> On Dec 28, 2011, at 5:29 PM, algotr8der <

[hidden email]> wrote:

>

>> I've been going through various examples on how to use lapply when the list

>> in question has multiple parts but I can't seem to get things working.

>>

>> I have a function that computes open_close volatility as follows:

>>

>> close_open <- function (OHLC, n = 10, N = 252, ...)

>> {

>> Cl1 <- lag(OHLC[, 4])

>> OHLC <- try.xts(OHLC, error = as.matrix)

>> s2o <- 18.59 * runSD(log(OHLC[, 1]/Cl1), n)

>> reclass(s2o, OHLC)

>> }

>>

>> I have a list object stocks that has 909 xts OHLC objects:

>>

>>> class(stocks)

>> [1] "list"

>>

>>> length(stocks)

>> [1] 909

>>

>> I want to compute the open_close volatility for every component in the list

>> stock by using lapply. I have tinkered with various variants of

>>

>> lapply(stocks, function(x) open_close(x, n=10, N=252, ...))

>>

>> I get errors like so:

>>

>> Error in FUN(X[[1L]], ...) : '...' used in an incorrect context

>>

>> Any guidance on how I can achieve my goal would be greatly appreciated.

>> THank you.

>>

>> --

>> View this message in context:

http://r.789695.n4.nabble.com/lapply-over-list-that-has-multiple-xts-objects-tp4241306p4241306.html>> Sent from the Rmetrics mailing list archive at Nabble.com.

>>

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