r - To calculate equal-weight portfolio by rowMeans -


the head(pri) of data below,

      date     aapl      googl     bac      wfc      wmt      sp500   1 2011-01-03 44.90084  308.5285  13.84028 27.94722 47.98998 1271.50   2 2011-01-10 46.55196  312.4024  14.81153 29.05624 48.63777 1293.24   3 2011-01-18 43.64513  306.2212  13.84028 28.84330 49.45417 1283.35   4 2011-01-24 44.89817  300.7958  13.20897 28.24887 50.31493 1276.34   5 2011-01-31 46.28746  305.7958  13.87913 29.10863 49.72038 1310.87   6 2011-02-07 47.67007  312.5626  14.34533 29.99717 49.41867 1329.15

the head(ret) after calculating stock returns stock price shown below.

ret<-sapply(pri[2:7], function(x) x[-1] / x[-length(x)] - 1) head(ret)    aapl         googl        bac          wfc          wmt          sp500     [1,]0.03677256  0.012555957  0.070175516  0.039682516  0.013498507  0.017097908 [2,]-0.06244261 -0.019785965 -0.065573838 -0.007328272 0.016785269 -0.007647470 [3,]0.02870957  -0.017717306 -0.045613952 -0.020608977 0.017405369  -0.005462275 [4,]0.03094320  0.016622572  0.050735209  0.030435196  -0.011816591 0.027053943 [5,]0.02987016  0.022128341  0.033589994  0.030525034  -0.006068175 0.013944960 [6,]-0.01762647 0.008935126  -0.001354099 -0.033175357 -0.005566520 0.010427706

then, try add new column, ret$equ_port, calculated row row first 5 stocks, aapl, googl, bac, wfc,and wmt.

 ret$equ_port<-rowmeans(ret[,1:5])

however, not work.

 warning message:  in ret$equ_port <- rowmeans(ret[, 1:5]) : coercing lhs list

and head(ret) below,

[[1]] [1] 0.03677256  [[2]] [1] -0.06244261  [[3]] [1] 0.02870957  [[4]] [1] 0.0309432  [[5]] [1] 0.02987016  [[6]] [1] -0.01762647  > dim(ret) null

how can solve problem? data need below,

       date        aapl        googl          bac          wfc          wmt  2 2011-01-10  0.03677256  0.012555957  0.070175516  0.039682516  0.013498507  3 2011-01-18 -0.06244261 -0.019785965 -0.065573838 -0.007328272  0.016785269  4 2011-01-24  0.02870957 -0.017717306 -0.045613952 -0.020608977  0.017405369  5 2011-01-31  0.03094320  0.016622572  0.050735209  0.030435196 -0.011816591  6 2011-02-07  0.02987016  0.022128341  0.033589994  0.030525034 -0.006068175  7 2011-02-14 -0.01762647  0.008935126 -0.001354099 -0.033175357 -0.005566520           sp500     equ_port  2  0.017097908  0.034537012  3 -0.007647470 -0.027669084  4 -0.005462275 -0.007565059  5  0.027053943  0.023383917  6  0.013944960  0.022009072  7  0.010427706 -0.009757463

your logic correct. add coercion data.frame first:

ret <- as.data.frame(ret) ret$equ_port<-rowmeans(ret[,1:5]) ret #          v1         v2         v3          v4         v5         v6 # 1  1.750000 -0.7500000       -inf  -1.0204082  1.8235294 -1.6326531 # 2 -1.000000  4.1666667 -0.3043478 -21.0000000 -0.2291667 -0.3548387 # 3      -inf -1.8064516 -1.5000000  -3.2000000 -0.7027027 -0.5500000 # 4  0.600000  0.4800000 -1.4375000  -0.6818182  3.0000000 -6.5555556 # 5 -1.541667 -0.3783784  4.1428571  -3.1428571 -0.3863636 -1.5000000 # 6  2.000000 -1.6956522 -0.1666667  -2.5333333 -2.3333333 -2.5200000 #           v7   equ_port # 1 10.5000000       -inf # 2  0.3043478 -3.6733696 # 3  0.1333333       -inf # 4 -0.1470588  0.3921364 # 5 -0.8620690 -0.2612817 # 6 -8.2500000 -0.9457971

if you'd names transfer on try:

names(ret)[1:6] <- names(pri[2:7])

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