Re: [R] Value-at-Risk Portfolio(both equity and option)

One thing that comes to mind immediately is the 'blotter' package which I believe is designed to handle and track multiple instruments. A sloppy temporary solution I guess would be to do some type of lookup or a flag that denotes which instrument is an option and apply the VaR methodology

Re: [R] time series datasets

What kind of time series data? Finance? Econometrics? The 'quantmod' package allows for downloading of stock and FRED data online for analysis. I believe PerformanceAnalytics also has some datasets as well. -c On 3/31/10, vibha patel vibhapatel...@gmail.com wrote: Hello, I am searching large

Re: [R] Value-at-Risk Portfolio(both equity and option)

Check out this discussion on r-sig-finance regarding VaR for options. Quite informative and should be a good starting point. -c On 3/30/10, zhang yn19...@msn.com wrote: Hello All, I am working on the risk measures for a portfolio, which contain both equity futures, equity options and

Re: [R] Value-at-Risk Portfolio(both equity and option)

It would help if I included the link: http://n4.nabble.com/VaR-for-path-dependent-option-portfolio-td1676787.html -c On 3/30/10, Cedrick Johnson cedr...@cedrickjohnson.com wrote: Check out this discussion on r-sig-finance regarding VaR for options. Quite informative and should be a good

Re: [R] Forecast

?forecast Maybe ?xts or ?timeSeries if you need to adjust dates, etc. On 3/11/10, chinna durgache...@gmail.com wrote: sample report data that i want to forecast quarter quarter_index Revenue 2007 Q1 1 $3,856,799 2007 Q2 2 $4,243,328

Re: [R] Three most useful R package

I think it depends on your particular domain, mine is in finance: Quantmod PerformanceAnalytics And Diethelm Wuertz's collection of packages (fOptions, fPortfolio,etc) Rgds, C On 3/2/10, Ralf B ralf.bie...@gmail.com wrote: Hi R-fans, I would like put out a question to all R users on this

Re: [R] Quantmod error

Can you ping the host 'finance.google.com' ?? The error msg is right there, Unable to Resolve -c I just tried it now: getSymbols(GOOG, src=google) [1] GOOG head(GOOG) GOOG.Open GOOG.High GOOG.Low GOOG.Close GOOG.Volume 2007-01-03466.00476.66 461.11 467.59 7527500

Re: [R] Java to R interface.

You could also try Rserve http://www.rforge.net/Rserve/ -cj vikrant S wrote: I want to call R functions from Java. I read a couple of forums that said to install package rJava in R. However I am not able to install rJava package in linux Ubuntu.I tried with two commands. One is

Re: [R] run R script automatically by double-clicking WinXP desktop icon

Here's something I use (in a batch file): Rterm --no-restore --file=EveningStartup.r Change EveningStartup.r to your particular file. When you create the shortcut, make sure to set the working directory to where your R script is located. Then in your file, you could have the graphs write out

Re: [R] Which one shall I use? '=' or '-'?

I don't have the link off the top of my head, but if you search the archives and look for 'R Google Style Guide' or 'Google R Style' there was quite an interesting conversation thread regarding the use of the two, mostly for readability purposes... -cj Peng Yu wrote: Hi, I was told to use

Re: [R] cluster-lite

perhaps a long shot but maybe the package 'nws' could handle some of it. I've recently begun looking into something similar lately as well. -c ivo welch wrote: I am about to write a cluster-lite R solution for myself. I wanted to know whether it already exists. If not, I will probably write

Re: [R] Insall package

Try downloading the rscproxy-.ZIP file on windows. Extension tar.gz is used (mostly) on linux or install.packages('rscproxy') -c wesley mathew wrote: Dear Sir Subject: - *Install rscproxy_1.3-1.tar.gz * I am working in Windows system. I was try to install *rscproxy* package in

Re: [R] Saving plots to file

Try this: png(file=Desktop/hist1.png) plot(glm1$residuals,gain,main = Hist of residuals and gain) dev.off() -c Sean MacEachern wrote: Appologies if this has been addressed before, but I can't seem to find it in the help archives. I'm looking to do something like the following but it looks

Re: [R] Multiple graphs

Try dev.new() after each graph is generated. Example code from my setup (adapted a bit to fit your situation): Alternate Method 1: Generate images and insert into PPT png(file = chart1.png, width=800, height=800) #do something pretty dev.off() Alternate Method 2: Generate images with new

Re: [R] RMySQL Error

Make a copy of the libmySQL.dll and put it in your R_HOME\bin directory and try again.. Just to be on the safe side, I created an env variable called R_HOME and added R_HOME\bin to my path. HTH -c Brock Tibert wrote: Hi Everyone, I am relatively new to R, but I want to try

Re: [R] remote database queries

Here's my MYSQL setup for retrieving data: library(RMySQL) channel - dbConnect(MySQL(), user=xx, password=xx, dbname=HistData, host=nomnom.cvgrllc.com) EDM1 = dbGetQuery(channel, paste(select Date, o, h, l, c, v, a from HistBondData Where Symbol = 'EDM1' AND a != 0 ORDER BY Date ASC))

Re: [R] how to run the R script in background in Windows XP?

Jie- This is what I use (contained within a batch file and runs using windows scheduler every day at 4AM): Rscript --verbose MorningStartup.r morningsummary-log.txt HTH, c -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Jie TANG

[R] POSIX, timezones and R-ODBC

Howdy- I recently upgraded to R 2.9.1 and did the updates for all of my packages. A few of them now *suggest* the TZ variable to be set, which I did: Sys.getenv(TZ) TZ Sys.setenv(TZ=America/New_York) Sys.getenv(TZ) TZ America/New_York Next up: library(RODBC)

Re: [R] Standalone program from R script

You could perhaps try Rserve (I'm not sure of your level of familiarity with Java, and the full functionality required of your application) or . From Gabor's link: Take a look at Rwui: http://rwui.cryst.bbk.ac.uk/ Or, my roundabout way of solving problems like this suits you: Basically if