如何计算 R 中多列的回报

Question

I have a data frame with in column 1 the dates and in columns 2 to 180 returns for stocks. I want to compute the returns for all stocks. I have tried for loops however cannot find the right syntax. Should I maybe use apply function? Help is appreciated.

Answer 1

colSums

To sum up the columns 2:180 you can and store it in another column of the data.frame you can do simply:

data$totalReturn <- colSums(data[,c(seq(2,180))])

rowSums

If you want to get the sum columwise, you can use the function rowSums, eg

totalReturn <- rowSums(data[,c(seq(2,180))])

dplyr

If there are several entries (rows) for one day you should consider using the package dplyr and the functions group_by and summarize or the function aggregate .