. Given the extreme
runtime difference though, I thought I should offer my help in this
case, since zoo is such a useful package in my work.
Regards,
James Marca
pgp9V1vTe92wd.pgp
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On Wed, Mar 10, 2010 at 12:08:52AM -0800, hvollmeier wrote:
James,
you may post your question to the R-SIG finance group with a small example.
If I understand your problem correctly it's like converting tick data of
financial time series into aggregates. (to 1-minute, hourly, daily ...
hacking around with lists.
thanks,
James Marca
? Generally you want to work with data frames in R, if at all possible.
Hadley
--
Assistant Professor / Dobelman Family Junior Chair
Department of Statistics / Rice University
http://had.co.nz/
--===1710152797==
Content
) {
cor(df[,c(v, o)])
}
library(plyr)
dlply(df, obsfivemin, cor.dat)
Good luck,
Ista
On Tue, Mar 9, 2010 at 9:36 PM, James Marca jma...@translab.its.uci.edu
wrote:
Hello,
I do not understand the correct way to approach the following problem
in R.
I have observations of pairs
towards the proper R-way would be appreciated.
Regards,
James Marca
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