a) Avoid mixing Date objects and POSIXt objects. The timezones will mess you up
in the conversions. Just eliminate the as.Date conversion entirely.
b) By the time you reach the do.call function call, amortsByYears is a matrix.
While a data.frame is a special kind of list, a matrix is not. Hence, the error
message.
You can replace the do.call with
t( t( amortsByYears )/amortsByYears[1,] )
which is rather more efficient than do.call anyway.
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Sent from my phone. Please excuse my brevity.
Keith Weintraub <kw1...@gmail.com> wrote:
>Folks,
>
>I call the function calcAmorts like so:
> calcAmorts(prevAm, amort, myDates)
>
>Note that I use the package lubridate.
>
>The last line where do.call is called to first divide all the rows by
>the first row and then rbind gives the following error:
>Error in do.call("rbind", apply(amortsByYears, 1, "/", amortsByYears[,
>:
> second argument must be a list
>
>By contrast if I run
>do.call('rbind', apply(amortsByYears, 1, "/", amortsByYears[,1]))
>
>On its own with any kind of numeric data.frame the call works fine.
>That is it divides every row in the data.frame by the first row.
>
>Thanks so much for your time,
>KW
>
>_____________
>My data:
>
>myDates<-structure(c(1338523200, 1341115200, 1343793600, 1346472000,
>1349064000,
>1351742400, 1354334400, 1357012800, 1359691200, 1362110400, 1364788800,
>
>1367380800, 1370059200, 1372651200, 1375329600, 1378008000, 1380600000,
>
>1383278400, 1385870400), class = c("POSIXct", "POSIXt"))
>
>
>
>amort<-structure(c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0333,
>0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0333,
>0, 0, 0.0333, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>0, 0, 0.0333, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>0, 0, 0.0333, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>0.0357142857142857,
>0, 0, 0, 0, 0.0333, 0, 0, 0.0333, 0, 0, 0.0357142857142857, 0,
>0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0333, 0, 0, 0, 0,
>0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0333, 0, 0, 0, 0,
>0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0357142857142857, 0, 0, 0, 0, 0.0333,
>0, 0, 0.0333, 0, 0, 0.0357142857142857, 0, 0, 0, 0, 0, 0, 0,
>0, 0, 0, 0, 0, 0, 0, 0, 0.0333, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>0, 0, 0, 0), .Dim = c(10L, 19L))
>
>prevAm<-c(0, 0, 0, 0.0666, 0, 0.0666, 0.0666, 0, 0, 0)
>
>calcAmorts<-function(prevAmort, currAmorts, dates) {
> yrs<-year(as.Date(dates))
> currAmorts<-data.frame(yrs,t(currAmorts))
>amortsByYears<-aggregate(x = currAmorts, by = list(yrs), FUN =
>"sum")[,-c(1,2)]
> amortsByYears<-rbind(prevAmort, amortsByYears)
> amortsByYears<-(1-apply(amortsByYears, 2, cumsum))[-1,]
>
> do.call('rbind', apply(amortsByYears, 1, "/", amortsByYears[,1]))
>
>}
>
>______________________________________________
>R-help@r-project.org mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
