[R] zoo performance regression noticed (1.6-5 is faster...)

2011-11-04 Thread James Marca
. 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 Description: PGP signature __ R-help@r-project.org mailing list https

Re: [R] Help with aggregate and cor

2010-03-12 Thread James Marca
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 ...

Re: [R] Help with aggregate and cor

2010-03-11 Thread James Marca
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

Re: [R] Help with aggregate and cor

2010-03-10 Thread James Marca
) { 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

[R] Help with aggregate and cor

2010-03-09 Thread James Marca
towards the proper R-way would be appreciated. Regards, James Marca -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r