I have a dataframe for Bitcoin time series data with 3 columns: the date, the closing price (Close) and the return.
> head(BTC.USD)
# A tibble: 6 x 3
Date Close Return
<date> <dbl> <dbl>
1 2015-12-31 430. NA
2 2016-01-01 434. 0.940
3 2016-01-02 434. -0.0622
4 2016-01-03 431. -0.696
5 2016-01-04 433. 0.608
6 2016-01-05 431. -0.489
Now I want to calculate the standard deviation for the return. I used the basic function and this function works:
> sd(BTC.USD$Return, na.rm = TRUE)
[1] 4.10426
Now I want to transform it in a "pipe"-form, so I can implement that into a apply-function, for example. But it doesn't work:
library(tidyverse)
> BTC.USD %>% sd(Return, na.rm = TRUE)
Error in sd(., Return, na.rm = TRUE) : unused argument (Return)
Can someone help me?