Multiplying element in list with columns in another list in the same period

user_4322204 0
Viewed 107

I have these 2 lists. 

library(tidyquant)

standin1<-cbind(c("AAPL","JPM"),c("MSFT","FB"))
wantedstocks<-unique(c(standin1))
eeee<-tq_get(wantedstocks,"stock.prices", from = "2015-01-01", to = "2015-01-27")
prices_tbl1<-split(eeee,eeee$symbol)
prices_tbl2<-lapply(prices_tbl1,function(x) xts(x$adjusted,x$date))
prices_tbl3<-do.call(merge,prices_tbl2) #combine xts objects
split_prices_into_years<-split.xts(prices_tbl3,f="weeks",k=1)
jjj<-split_prices_into_years[2:4]
tt<-lapply(jjj, function(x) x[1,])

jjj
[[1]]
              FB      JPM     MSFT      AAPL
2015-01-05 77.19 55.15255 42.39050  99.43689
2015-01-06 76.15 53.72248 41.76831  99.44625
2015-01-07 76.15 53.80447 42.29900 100.84071
2015-01-08 78.18 55.00679 43.54335 104.71526
2015-01-09 77.74 54.05040 43.17737 104.82755

[[2]]
              FB      JPM     MSFT      AAPL
2015-01-12 76.72 53.58586 42.63753 102.24452
2015-01-13 76.45 53.59496 42.41794 103.15231
2015-01-14 76.28 51.74593 42.05195 102.75926
2015-01-15 74.05 50.08816 41.61278  99.97034
2015-01-16 75.18 50.94437 42.30815  99.19356

[[3]]
              FB      JPM     MSFT     AAPL
2015-01-20 76.24 50.74397 42.44539 101.7485
2015-01-21 76.74 50.90794 42.01535 102.5253
2015-01-22 77.65 52.45639 43.12246 105.1925
2015-01-23 77.83 51.62751 43.16822 105.7353

> tt
[[1]]
              FB      JPM    MSFT     AAPL
2015-01-05 77.19 55.15255 42.3905 99.43689

[[2]]
              FB      JPM     MSFT     AAPL
2015-01-12 76.72 53.58586 42.63753 102.2445

[[3]]
              FB      JPM     MSFT     AAPL
2015-01-20 76.24 50.74397 42.44539 101.7485

I want to multiply each column in the jjj list with the respective element in the tt list. So that 

             FB                    
2015-01-05 77.19               2015-01-05 5958.296 
2015-01-06 76.15      FB       2015-01-06 5878.019
2015-01-07 76.15 (X)  77.19 =  2015-01-07 5878.019             
2015-01-08 78.18               2015-01-08 6034.714
2015-01-09 77.74               2015-01-09 6000.751


          FB                    
2015-01-12 76.72               2015-01-12 5958.296 
2015-01-13 76.45      FB       2015-01-13 5865.244
2015-01-14 76.28  (X) 76.72  = 2015-01-14 5852.202             
2015-01-15 74.05               2015-01-15 5681.116
2015-01-16 75.18               2015-01-16 5767.81

and so on. So i want the output to be on the same form as jjj just with the elements from tt multiplied on like showed above. Any help is really appreciated.

xts multiplication multiple-columns r list
3 Answers

Not terribly pretty, but gets the job done with a loop:

result_list <- list(length=length(jjj))
for(i in 1:length(jjj)) {
    result_list[[i]] <- as.matrix(jjj[[i]]) * matrix(rep(tt[[i]], nrow(jjj[[i]])), ncol=ncol(tt[[i]]), byrow=T)
}

or with sapply, but not any prettier:

sapply(1:length(jjj), function(i) as.matrix(jjj[[i]]) * matrix(rep(tt[[i]], nrow(jjj[[i]])), ncol=ncol(tt[[i]]), byrow=T))
user_45731080

if we normalize the dimensions of each matrix or data.frame from jjj to those of tt, the product will be simply to multiply each element of a list by the other.

First, we put together a simpler data example

list1 <- list( data.frame(COL1 = c(1,2,3,4), 
                          COL2 = c(5,6,7,8)),
               data.frame(COL1 = c(2,2,2,2), 
                          COL2 = c(3,3,3,3)))

list2 <- list( data.frame(COL1 = c(2), 
                          COL2 = c(3)),
               data.frame(COL1 = c(3), 
                          COL2 = c(2))
               )

> list1
[[1]]
  COL1 COL2
1    1    5
2    2    6
3    3    7
4    4    8

[[2]]
  COL1 COL2
1    2    3
2    2    3
3    2    3
4    2    3

> list2
[[1]]
  COL1 COL2
1    2    3

[[2]]
  COL1 COL2
1    3    2

The multm function normalizes the data.frame df2 to the dimensions of df1 and returns the product between the two.

multm <- function(df1, df2) {
    m1 <- as.matrix(df1)
    m2 <- as.matrix(df2)
    m2 <- matrix(rep(as.vector(m2), nrow(m1)), ncol=ncol(m1), byrow=T)
    as.data.frame(m1 * m2)
}

Finally we apply the function to each element of both lists

lapply(1:length(list1), FUN=function(x){multm(list1[[x]], list2[[x]])})

[[1]]
  COL1 COL2
1    2   15
2    4   18
3    6   21
4    8   24

[[2]]
  COL1 COL2
1    6    6
2    6    6
3    6    6
4    6    6
user_68363770

You can try:

lapply(1:length(jjj),
       function(k) mapply("*", as.data.frame(jjj[[k]]), jjj[[k]][1,]))
#returns
[[1]]
          AAPL       FB      JPM     MSFT
[1,]  9887.695 5958.296 3041.803 1796.954
[2,]  9888.626 5878.019 2962.932 1770.580
[3,] 10027.287 5878.019 2967.454 1793.076
[4,] 10412.559 6034.714 3033.765 1845.824
[5,] 10423.726 6000.751 2981.017 1830.310

[[2]]
         AAPL       FB      JPM     MSFT
[1,] 10453.94 5885.959 2871.444 1817.959
[2,] 10546.76 5865.244 2871.932 1808.596
[3,] 10506.57 5852.202 2772.850 1792.991
[4,] 10221.42 5681.116 2684.017 1774.266
[5,] 10142.00 5767.810 2729.898 1803.915

[[3]]
         AAPL       FB      JPM     MSFT
[1,] 10352.76 5812.537 2574.951 1801.611
[2,] 10431.80 5850.657 2583.271 1783.358
[3,] 10703.18 5920.036 2661.846 1830.350
[4,] 10758.41 5933.759 2619.785 1832.292
user_43633150
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