Re: [R] strptime with +03:00 zone designator

On Mon, Nov 6, 2023 at 3:02 AM Martin Maechler wrote: > > > Richard O'Keefe > > on Mon, 6 Nov 2023 18:37:34 +1300 writes: > > > Thanks to all who replied. On Mon, 6 Nov 2023 at 18:37, > > Richard O'Keefe wrote: > > >> OK, so the consensus is (1) One cannot make strptime

Re: [R] Unexpected result for df column $ subset with non-existent name

___ > > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > and provide commented, minim

Re: [R] Getting "Error in ect, plot.new has not been called yet" despite grouping plot call

From: Rolf Turner > > Sent: Wednesday, October 5, 2022 6:06 AM > > To: Deramus, Thomas Patrick > > Cc: r-help@r-project.org > > Subject: Re: [R] Getting "Error in ect, plot.new has not been called yet" > > despite grouping plot call > > > > External Email - Use Caution > > > &

Re: [R] Getting "Error in ect, plot.new has not been called yet" despite grouping plot call

Hi, My hunch is that you need to add print(plout) before you call dev.off(). See https://stackoverflow.com/a/39853861 Try that and let me know if that works. If not, I'll take a closer look later. Best, Josh On Wed, Oct 5, 2022, 1:40 AM Deramus, Thomas Patrick wrote: > Sorry to cross-post

Re: [R] getDividents() doesn't work

s Rural Roadside Honor System Vegetable and Flower Stand and Occasional > Dairy Produce > Rural area, USA > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listi

Re: [R] Finance & R

elp@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -

Re: [R] add trailing dates with rbind

UBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > <https://stat.ethz.ch/mailman/listinfo/r-help> > > PLEASE do read the posting guide > > http://www.R-project.org/posting-guide.html > > <http://www.r-project.org/posting-guide.html> > > and provide commented, m

Re: [R] hist from a list

%>% # using the cumprod > >> function > >>mutate(cumulative_returns = cr - 1) > >> > >> Viscofan_daily_returns <- Viscofan %>% > >>tq_transmute(select = adjusted, # this specifies which > >> column >

Re: [R] Creating xts objects from csv file

Dat$DTG, format = "%m/%d/%Y %H:%M") >irreg <- xts(x=myDat[,-1],order.by= as.POSIXct(myDat$DTG)) > >which seemed to work, so I'm not sure what I was doing wrong. But I > also gather I should probably use POSIXct objects as opposed to POSIXlt > objects. >

Re: [R] Creating xts objects from csv file

,-1], order.by = dat[,1]) > > > > head(dat.xts) > > > > Sincerely > > > > Jeff Reichman > > > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.c

Re: [R] Plot base 100

___ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, repro

Re: [R] outer join of xts's

orted. I have considered un-exporting them. The reason I don't is because it would break code like yours. I hope that helps you understand my rationale. Best, Josh > Regards, > Eric > > > On Fri, Jan 3, 2020 at 3:45 PM Joshua Ulrich wrote: > > > > On Fri, Jan 3, 2020

Re: [R] outer join of xts's

iling list -- To UNSUBSCRIBE and more, see > > > >>> https://stat.ethz.ch/mailman/listinfo/r-help > > > >>> PLEASE do read the posting guide > > > >> http://www.R-project.org/posting-guide.html > > > >>> and provide commented, minimal, se

Re: [R] Curl4, Quantmod, tseries and forecast

> > loaded via a namespace (and not attached): > [1] compiler_3.6.0 tools_3.6.0 > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE

Re: [R] Failed to install RQuantLib in Ubuntu machine

ion fault (core dumped)* > > *ERROR: loading failed* > > ** removing ‘/usr/local/lib/R/site-library/RQuantLib’* > > > *The downloaded source packages are in* > > * ‘/tmp/RtmpPvzBa6/downloaded_packages’* > > *Warning message:* > > *In install.packages("RQuantLib&q

Re: [R] Trying to Generalize a Function in R

ose ) >>> because the name that holds the closing price is a function of the stock >>> symbol. >>> >>> Thanks, >>> Bob >>> >>> __ >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and mor

Re: [R] adding overall constraint in optim()

__ >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >>> and provide commented, minim

Re: [R] Split charts with ggplot2, tidyquant

gt; Lawrence, KS, USA >> >> > > [[alternative HTML version deleted]] > > ______ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting gui

Re: [R] RQuantLib

osting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2018 | www.rinfinance.com __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and

Re: [R] Problem with tq_mutate_xy() from the tidyquant package

___ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible cod

Re: [R] require help

; > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal

Re: [R] Using quantmod to obtain current Dow Jones index

https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 20

Re: [R] Zoo rolling window with increasing window size

oblem. > > Any better idea? Thanks, > > On Fri, Aug 11, 2017 at 12:04 AM, Joshua Ulrich <josh.m.ulr...@gmail.com> > wrote: >> Use a `width` of integer index locations. And you likely want = >> "right" (or rollapplyr(), as I used). >> >> R> set.see

Re: [R] Zoo rolling window with increasing window size

_ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.

Re: [R] Looping Through QuantMod Objects

5, 35490, 24169, 8499, 2500, 9952, 80610, 53329, NA, 53329, 64328, > 24062, NA, 12989, 170990, NA, NA, 27416, NA, 92284, NA, -1117, 119355, > 290345, NA, 5578.75, NA, 14845, 25077, 17460, NA, 27219, 2111, NA, 14124, > 68531, 39015, -18391, 4616, 4142, 130162, 3764, 231839, 30196, 7689, 6308, &g

Re: [R] how apply.monthly() in package xts works

On Thu, Mar 9, 2017 at 9:03 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > On Thu, Mar 9, 2017 at 3:46 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: >> On Thu, Mar 9, 2017 at 3:31 PM, Waichler, Scott R >> <scott.waich...@pnnl.gov> wrote: >>&

Re: [R] Quantmod cant download data

___ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich

Re: [R] CRAN package submission failed on solaris : timezone problem

ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com

Re: [R] how apply.monthly() in package xts works

On Thu, Mar 9, 2017 at 3:46 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > On Thu, Mar 9, 2017 at 3:31 PM, Waichler, Scott R > <scott.waich...@pnnl.gov> wrote: >> Hi, >> >> I found that apply.monthly() in xts does not work as I expected in the case >&

Re: [R] how apply.monthly() in package xts works

ts documentation discuss the problem of sparse data? No, because it shouldn't be a problem. :) > > Regards, > Scott Waichler > Pacific Northwest National Laboratory > Richland, WA USA > > __ > R-help@r-project.org mailing list -- To

Re: [R] HTTP status was '404 Not Found'

__ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua U

Re: [R] order.by requires an appropriate time-based object

e) > > >> both.curves <- cbind(ag.curve, buy.hold.curve) > nan, nan > Error in merge.xts(..., all = all, fill = fill, suffixes = suffixes) : > 'NA' not allowed in 'index' > > > > > > On Monday, 27 February 2017, 12:05, Joshua Ulrich <josh.m.ulr...@gmail.c

Re: [R] order.by requires an appropriate time-based object

/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com __ R-help@r-project.org mailing list -

Re: [R] How to create 10 minute time series from hourly data

92 ... > $ TEMPERATURE: num 25.2 18 18 16.3 15 ... > $ Level_m : num 9.4 9.4 9.39 9.39 9.39 ... > > [[alternative HTML version deleted]] > > ______ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and

Re: [R] how to transform db query result into a set of timeseries ?

___ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.

Re: [R] source() does not include added code

ence of 0.3014359 secs > [1] "trade blotter portfolio update:" > Time difference of 0.1732061 secs > >> > > ______ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/m

Re: [R] source() does not include added code

gt; R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible

Re: [R] Quantmod - modify decimal places

version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, mi

Re: [R] [R-SIG-Finance] [VC++ calling R] How to create a real-time interactive ticking time-series chart using dygraph via RInside?

> > Thanks a lot! > > > > > > > > [[alternative HTML version deleted]] > > > ___ > r-sig-fina...@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting

Re: [R] Quantmod abline and axis configuration

uot;white") > t$BBands$col=c('red','blue','green') > t$BBands$col='blue' > reChart(theme="t") > > [[alternative HTML version deleted]] > > ______ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > ht

Re: [R] Is this a bug in quantmod::OpCl?

On Fri, Apr 8, 2016 at 10:51 AM, James Hirschorn <james.hirsch...@hotmail.com> wrote: > > > On 04/06/2016 07:58 PM, Joshua Ulrich wrote: >> >> On Tue, Apr 5, 2016 at 9:17 PM, James Hirschorn >> <james.hirsch...@hotmail.com> wrote: >>> >>> O

Re: [R] Is this a bug in quantmod::OpCl?

colnames' on an object with less than two dimensions > > # OK > OpCl(as.xts(q)) > > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do

Re: [R] ts or xts with high-frequency data within a year

[[alternative HTML version deleted]] >>> >>> __ >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the

Re: [R] Conversion problem with write.csv and as.character()

t; Thanks in advance, > Peter > > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide

Re: [R] Downloading Google finance data onto R

oes not. So you have to scrape the data from the HTML. > Thanks for your help. > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http

Re: [R] Downloading Google finance data onto R

Google does not make data for LIQUIDBEES available for download. > Duncan Murdoch > > > ______ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the po

Re: [R] unexpected behaviour of an extended time series (using packages spuRs and xts)

d’Alès (C2MA, site de Pau) > > Ingénierie de l'aspect visuel et tactile des matériaux > > Pôle « Recherche sur les Interactions des Matériaux avec leur > Environnement » (RIME) > > Hélioparc, 2 av. P. Angot, F-64053 PAU CEDEX 9 > > Tel : 05 59 30 90 35 (direct) - 05 59

Re: [R] xts/zoo index problem?

lue >> >> Why second line doesn't show the value? Something to do with miliseconds ? >> Thanks >> CE >> >> ______ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/ma

Re: [R] Trading Strategy and Bootstrap

ase refer to http://disclaimer.bnymellon.com/eu.htm for certain > disclosures relating to European legal entities. > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE an

Re: [R] Working with Data Frames

___ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Josh

Re: [R] Bollinger Band quantmod

What levels are you referring to? > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/po

Re: [R] Loading data chartseries

dec=",", format="%m/%d/%Y")) chartSeries(X, theme="white", TA="addBBands(200,2)") > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, se

Re: [R] merge xts objects with different data types ?

> __________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-cont

Re: [R] Getting previous day data and implementing it for quantstrat

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com

Re: [R] inbuilt crossover function for backtesting

-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me

Re: [R] inbuilt crossover function for backtesting

-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https

Re: [R] Milisecond problem in as.POSIXct ?

On Wed, Jun 10, 2015 at 8:05 PM, Joshua Ulrich josh.m.ulr...@gmail.com wrote: This is known behavior with how POSIXt objects are printed. See the discussion on StackOverflow: http://stackoverflow.com/questions/7726034/how-r-formats-posixct-with-fractional-seconds To summarize the relevant

Re: [R] Milisecond problem in as.POSIXct ?

the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com [[alternative HTML version deleted

Re: [R] Unable to Scale/Display properly in plotting a xts/timeseries graph in a single plot

, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read

Re: [R] Unable to Scale/Display properly in plotting a xts/timeseries graph in a single plot

The sessionInfo() function does not create a plot... On Tue, Apr 7, 2015 at 12:10 PM, Raghuraman Ramachandran optionsra...@gmail.com wrote: Thanks Josh. I am not sure if I can attach a Jpeg. Please find attached. On Tue, Apr 7, 2015 at 5:47 PM, Joshua Ulrich josh.m.ulr...@gmail.com wrote

Re: [R] A portfolio return function?

the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list

Re: [R] How to create a time series object with time only (no date)

(index(x), %H:%M:%S)), tz=UTC) Note that you should ensure your timezone is UTC, GMT, or any timezone that doesn't have daylight saving time. Otherwise you might have instances in your data where certain hours either do not exist or exist twice. ce -Original Message- From: Joshua Ulrich

Re: [R] How to create a time series object with time only (no date)

On Dec 20, 2014 11:11 PM, ce zadi...@excite.com wrote: Dear all, I want to create a time series object from 00:00:00 to 23:59:00 without dates ? I can't figure it out with xts ? You can't create an xts object without a date in the index. If the date doesn't matter, you can just set it to

Re: [R] reading data using XTS package

commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http

Re: [R] Newbie question: ROC function in TTR package

On Nov 16, 2014 8:10 PM, Ernie Stokely wizardc...@gmail.com wrote: One of the great frustrations for a newbie to R is the documentation uses the same syntax in its description as the items it is trying to describe, a general no-no when giving language definitions. Why does the documentation not

Re: [R] lappy and xts get all indexes from a list ?

-guide.html and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read

Re: [R] Problem getting Option Quotes

-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com

Re: [R] new error with QuantMod getSymbols

. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Thu, Aug 28, 2014 at 11:12 PM, Adolfo Yanes adolfoya...@gmail.com wrote: Hello, I use getSymbols function daily to run some models with stock data. Today when I tried to update the stock info i get this error

Re: [R] Aggregating 15 minute xts sequence to hourly

. __ Costas Vorlow http://www.linkedin.com/in/costasvorlow http://www.vorlow.com ▇ ▅ █ ▅ ▇ ▂ ▃ ▁ ▁ ▅ ▃ ▅ ▅ ▄ ▅ ▇ ▅ █ ▅ ▇ ▂ ▃ ▁ ▁ ▅ ▃ ▅ ▅ ▄ ▅ ▇ ▅ █ ▅ ▇ On 16 June 2014 13:31, Joshua Ulrich josh.m.ulr...@gmail.com wrote: On Mon, Jun 16, 2014 at 3:41 AM, Costas Vorlow costas.vor

Re: [R] Aggregating 15 minute xts sequence to hourly

/in/costasvorlow* *http://www.vorlow.com* http://www.vorlow.com ▇ ▅ █ ▅ ▇ ▂ ▃ ▁ ▁ ▅ ▃ ▅ ▅ ▄ ▅ ▇ ▅ █ ▅ ▇ ▂ ▃ ▁ ▁ ▅ ▃ ▅ ▅ ▄ ▅ ▇ ▅ █ ▅ ▇ Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list

Re: [R] Collapsing data.frame to its or xts

in the footer. Here are some suggestions of how to create a *minimal*, reproducible example: http://stackoverflow.com/q/5963269/271616 Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list

Re: [R] help with xts

, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Sun, May 18, 2014 at 9:25 AM, Pete freeri...@gmail.com wrote: I have 3 xts objects: test, cond1, cond2 You can download here: https://dl.dropboxusercontent.com/u/102669/obj.rar My problem is very simple

Re: [R] ts instead of xts object

: Hello, On Tue, Mar 11, 2014 at 8:45 PM, Joshua Ulrich josh.m.ulr...@gmail.com wrote: On Tue, Mar 11, 2014 at 12:14 AM, Bill william...@gmail.com wrote: Hello. I have a dataframe that has a date column. The intervals between dates vary. I want to convert this to a ts object. I was able

Re: [R] ts instead of xts object

, as is generally the case, use the as method: as.ts(testTSRad) Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http

Re: [R] Merging xts List created using panel data

This is related to: http://stackoverflow.com/q/21393866/271616 http://stackoverflow.com/q/21484267/271616 -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Tue, Feb 4, 2014 at 6:07 PM, Jairaj Gupta j.gu...@2012.hull.ac.uk wrote: Hi, I have done the following

Re: [R] testing xts values in if command?

: http://stackoverflow.com/q/7097437/271616 -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R

Re: [R] testing if xts date exists ?

You can use the which.i argument to [.xts: is.null(SPY[2009-01-18,which.i=TRUE]) [1] TRUE Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Sat, Jan 25, 2014 at 9:27 AM, ce zadi...@excite.com wrote: Dear all How to test if xts date exists ? is.null

Re: [R] xts error: number of items to replace is not a multiple of replacement length

function. I would encourage you to use Arun's solution. It's cleaner and faster because it's only one function call and it avoids the $ function (which is marginally slower on xts objects). Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Thu, Jan 16, 2014

Re: [R] [R-SIG-Finance] error in ca.jo

On Tue, Dec 24, 2013 at 3:36 PM, mamush bukana mamushbuk...@gmail.com wrote: Hi Jeff, From your words (if our words really describe us), I hope you don't expect me to teach you that this is r-help room. I don't expect you to tell me that I am a layman. I already know it and that is why I am

Re: [R] Installing quantstrat

that is the end of it. Does anyone know if it is possible to run quantstrat with the current version of R? Yep, see here: http://stackoverflow.com/q/11105131/271616 Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com

Re: [R] Installing quantstrat

? I don't know; that's a question for the R-Forge maintainers. It looks like they're building with 3.0.2, but I'm not sure that matters. The easiest thing to do it just check out the source and build it yourself. On Nov 26, 2013, at 12:41 PM, Joshua Ulrich wrote: On Tue, Nov 26, 2013 at 11:34

Re: [R] Merge xts and Return.portfolio

NA #2013-11-13 NANA 0.0067416934 #2013-11-140.010764042 0.0028130469NA Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list

Re: [R] xts objects comparison

series1's index to yearmon, and the comparison works. index(series1) - as.yearmon(index(series1)) tail(series1 series2) GSPC 2013-06-01 TRUE 2013-07-01 TRUE 2013-08-01 TRUE 2013-09-01 TRUE 2013-10-01 TRUE 2013-11-01 TRUE Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading

Re: [R] Column Name Matching in xts Objects

))) dim(object) - c(length(object), 1) colnames(object)[NCOL(object)] - x } else { ... Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman

Re: [R] package ‘build-essential’ is not available (for R version 3.0.2)

Have you read these instructions? http://cran.r-project.org/bin/linux/ubuntu/README.html They say to run sudo apt-get install r-base-dev which should install 'build-essential' (which is an Ubuntu package, not an R package). -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading

Re: [R] cross-sectional analysis of a financial time series

(YHOO) YHOO$YHOO.Return - ROC(Ad(YHOO),type=discrete) f - function(x,n) { coredata(last(x,n)) } # one way x - sapply(split(YHOO$YHOO.Return, months), f, n=10) rowMeans(x) # another way ep - endpoints(YHOO,months) y - period.apply(YHOO$YHOO.Return, ep, f, n=10) colMeans(y) Best, -- Joshua Ulrich

Re: [R] help

someone help me using this data or help me to download different data? Use quantmod::getSymbols. library(quantmod) getSymbols(MCD) str(MCD) And read ?xts for ways to subset the MCD object. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com

Re: [R] error in VaR calculation

r != R (you mis-typed the first argument to VaR). This works: library(PerformanceAnalytics) data(sample_matrix) x - Return.calculate(as.xts(sample_matrix)) VaR(R=x, p=0.99, method=historical) Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Tue, Jun 25

Re: [R] how to get growth rate of a (time series) data?

, not discrete, compounding by default. So you need: ROC(test$Y, n=1, type=discrete) Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] Math problem with xts objects

] ) But, that is horrendously slow. Suggestions? Use lag. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com __ R-help@r-project.org mailing list https://stat.ethz.ch

Re: [R] Can DEoptim trace output be customized?

Hi David, Unfortunately, there's no way for the user to do that. You would need to change line 522 in de4_0.c (where the printing occurs) and rebuild/install the package. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance

Re: [R] importing and merging many time series

can always convert the final object back to zoo. Regards, Anton Lebedevich. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com __ R-help@r-project.org

Re: [R] cbind for list of zoo objects

at gmail.com -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read

Re: [R] cbind for list of zoo objects

'fill', 'suffixes', or 'drop'. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com On Mon, Apr 8, 2013 at 2:54 PM, Harry Mamaysky h.mamay...@gmail.com wrote: Can someone explain why this happens when

Re: [R] xts object translation

) aaabbbcccddd 2001-01-03 179.7061 239.11 1712.6 271.10 2001-01-04 181.1751 243.24 1689.1 267.15 Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com On Sun, Apr 7, 2013 at 8:34

Re: [R] Find NA in xts object

On Sat, Mar 16, 2013 at 2:25 PM, Pete freeri...@gmail.com wrote: Hi to all, i'm new to R I have an xts object. Can i find: a) how many NA are in my object ? sum(is.na(obj)) b) eventually where (in which line) they are which(is.na(obj)) Thank you Best, -- Joshua Ulrich | about.me

Re: [R] Zoo Data

=,, header=TRUE, FUN=as.POSIXct, format=%d.%m.%Y %H:%M:%S)) dat1[T02:30/T03:00] Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com On Sat, Mar 9, 2013 at 11:59 AM, arun smartpink...@yahoo.com wrote

Re: [R] R function for estimating historical-VaR

Cross-posted, verbatim, on stackoverflow: http://stackoverflow.com/q/15203347/271616 -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com On Mon, Mar 4, 2013 at 7:07 AM, Аскар Нысанов nysanas...@mail.ru

Re: [R] Inserting rows of interpolated data

# object that has all the index values you want Z - merge(z, zoo(,seq(start(z),end(z),by=1 min))) # interpolate between the 5-min observatoins Z - na.approx(Z) HTH, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R

Re: [R] How to convert xts data into list

chron indexes aren't well-supported in xts. Convert the index class to POSIXct and it will plot. indexClass(zc) - POSIXct plot(zc) Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Wed, Dec 19, 2012 at 9:47 AM, 박상규 birdfir...@naver.com wrote: Thank

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