The names of the list entries are not the same as the column names of
the elements of the list (if that makes any sense)...you need to add
them manually after the merge: this works
library(quantmod)
tickers <- c("SHY","TLT","SPY","IWM","GLD","IEV")
getSymbols(tickers)
AdjCloseReturns <- do.call(merge, lapply(tickers, function(x)
dailyReturn(Ad(get(x)))))
names(AdjCloseReturns) <- tickers
pairs(as.matrix(AdjCloseReturns))
Michael
On Tue, Dec 6, 2011 at 7:36 PM, alan lapedes <asl87...@earthlink.net> wrote:
> I want to get data for a set of ticker symbols and compute the daily return
> of the adjusted close using quantmod, and then scatterplot returns using
> pairs().
>
> The following gets data for the list of tickers:
> tickers <-
> c("SHY","TLT","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA")
> AdjClosePrices <- do.call(merge, lapply(tickers, function(x) Ad(get(x))))
> #get adjusted close prices
>
> First try at getting returns and plotting:
> AdjCloseReturns <- do.call(merge, lapply(tickers, function(x)
> dailyReturn(Ad(get(x))) ))
> But the resulting pairs plot
> pairs(data.matrix(AdjCloseReturns),cex=0.01)
> has uninformative text "daily.returns" down the diag on the plot.
>
> Second try at getting returns and plotting: using lapply instead
> AdjCloseReturns <- lapply(AdjClosePrices,dailyReturn)
> head(AdjCloseReturns)
> this prints long columns of numbers (not what I expected) but at least I see
> a ticker symbol e.g:
> $IEV.Adjusted
> daily.returns
> 2001-03-01 0.0000000000
> 2001-03-02 0.0037147103
> 2001-03-05 0.0088823094
>
>
> However trying to plot:
> pairs(data.matrix(AdjCloseReturns),cex=0.01)
> gives error:
> Error in pairs.default(data.matrix(AdjCloseReturns), cex = 0.01) :
> non-numeric argument to 'pairs'
>
> Any insight would be appreciated: I want to scatterplot the returns for a set
> of tickers using pairs() with the ticker symbol info down the diag (and would
> be nice to also have scatterplot on lower panel and the numerical correlation
> on upper panel)
> Thanks!
>
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