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listrxts

R divide 2 list objects which each contain the same size xts objects

I have 2 lists whose components are xts objects (co and oc). I want to produce another list object that has the result of oc / co. 

> length(co)
[1] 1064
> length(oc)
[1] 1064

> tail(co[[1]])
                [,1]
2011-12-22 0.3018297
2011-12-23 0.2987450
2011-12-27 0.2699710
2011-12-28 0.2706428
2011-12-29 0.2098897
2011-12-30 0.2089051


> tail(oc[[1]])
                [,1]
2011-12-22 0.6426411
2011-12-23 0.6462834
2011-12-27 0.6466680
2011-12-28 0.6741420
2011-12-29 0.6781371
2011-12-30 0.6650130


> co / oc
Error in co/oc : non-numeric argument to binary operator

If I specify an index of the lists the operation succeeds as follows:

> tail(co[[1]] / oc[[1]])
                [,1]
2011-12-22 0.4696707
2011-12-23 0.4622507
2011-12-27 0.4174800
2011-12-28 0.4014627
2011-12-29 0.3095093
2011-12-30 0.3141369

I want to do this without writing a loop to iterate through each component of the two lists (1064 components in total).

Any help would be greatly appreciated. Thank you.

Solution

  • Something like this may work:

    mapply("/",co,oc,SIMPLIFY = FALSE)

    although there are probably countless ways of doing this that are all mostly equivalent.

    Here's a minimal example using some sample data from the xts package:

    data(sample_matrix)
sample.xts <- as.xts(sample_matrix, descr='my new xts object')
v1 <- list(a = sample.xts[,1],b = sample.xts[,2])
v2 <- list(a = sample.xts[,3],b = sample.xts[,4])
mapply("/",v1,v2,SIMPLIFY = FALSE)

    Update: We can now use Map which is basically the mapply(..., simplify = FALSE) by default. 

    Map("/",co,oc)