[英]XTS Apply Family and a Multi Column XTS?
How do I use the apply family of functions, say apply.daily
to a multivariate XTS? 如何使用apply系列函数,例如
apply.daily
到多变量XTS?
So for example: 例如:
Time,a,b ... 2012-02-11 16:21:24 4.7258 7.7258 2012-02-11 16:26:25 4.9096 12.3796 2012-02-11 16:31:25 4.7904 2.2204 ...
How would I use apply.daily
and mean
to the entire matrix by column. 我如何使用
apply.daily
并按列对整个矩阵mean
。 So the result would be a single time stamp for the day, the mean of a
for the next column, and the mean of b
for the column after that. 因此,其结果将是一天一个时间戳,平均
a
对下一列,并且平均b
的后列。
I would like to do this for arbitrary number columns (the amount of columns and names are not known -- all numeric of course). 我想为任意数字列执行此操作(列和名称的数量未知 - 当然所有数字)。
You could simply use colMeans
to take the mean of every column: 您可以简单地使用
colMeans
来获取每列的平均值:
library(quantmod)
getSymbols("SPY")
spy1 <- apply.weekly(SPY, colMeans)
You could also define an arbitrary function that uses apply
over the columns of your object: 您还可以定义一个任意函数,该函数使用
apply
对象的列:
spy2 <- apply.weekly(SPY, function(x) apply(x,2,mean))
identical(spy1,spy2)
# [1] TRUE
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