Question

Hi my xts structure is :

head(sym)

                     BidSize  Bid  Ask    AskSize Quantity Mid
   2006-01-04 09:01:00    3771 181000 182000    5783    15625 181500
   2006-01-04 09:02:00    3952 181000 182000    5659      180 181500
   2006-01-04 09:03:00    3556 181000 182000    5943     1059 181500
   2006-01-04 09:04:00    3747 181000 182000    6133      261 181500
   2006-01-04 09:05:00    3957 181000 182000    6077      101 181500
   2006-01-04 09:06:00    3898 181000 182000    6511      311 181500

I have a function getTickSize(x,date) which is designed for x as a single numeric (not an array).

I would like if possible to replace the following for loop by a “smart” call to the apply family of functions

for (i in 1:nrow(sym[1:10])){
    sym$TS[i] <- getTickSize(sym$Mid[i],index(sym)[i])
  }

Any pointer ? all my attempts were met with the following warnings:

    the condition has length > 1 and only the first element will be used 

Answer 1

I believe in this case, mapply is the easiest solution:

sym$TS<-mapply(getTickSize, sym$Mid, index(sym))

Note: the *apply family of functions is not always better than a simple loop (most of the myth around that dates way back to early version of S).

But I admit it looks a lot sexier.