I have the following lines of code:
ind - rollapply(GSPC, 200, mean)
signal - ifelse(diff(ind, 5) 0 , 1 , -1)
signal[is.na(signal)] - 0
I never get a value of -1 for signal even though I know diff(ind , 5) is
less than zero frequently. It looks like when diff(ind , 5) is less than
zero, signal
Hi Eric,
tough to say. Please try to provide commented, minimal,
self-contained, reproducible code.
Cheers
Andrew
On Thu, Apr 28, 2011 at 06:46:16PM -0700, eric wrote:
I have the following lines of code:
ind - rollapply(GSPC, 200, mean)
signal - ifelse(diff(ind, 5) 0 , 1 , -1)
Hi:
It seems to work for me...here's a reproducible example.
set.seed(2053)
date - seq(as.Date('1990-01-01'), by = 'days', length = 5000)
range(date)
# [1] 1990-01-01 2003-09-09
date - sort(sample(date, 2000))
tdata - data.frame(date = date, GSPC = rpois(2000, 1000))
library(zoo)
tdata2 - tdata
equire(quantmod)
require(PerformanceAnalytics)
rm(list=ls())
getSymbols(^GSPC, src=yahoo, from=1990-01-01, to=Sys.Date())
GSPC -na.omit(Ad(GSPC))
ind - rollapply(GSPC, 200, mean)
signal - ifelse(diff(ind, 5) 0 , 1 , -1)
signal[is.na(signal)] - 0
--
View this message in context:
from the console ...
table(signal)
signal
01
1286 3885
note there is no -1 value.
This is consistent with what I see if if plot(signal). When I issue that
statement from the console, I see signal vary between 0 and 1.0 but it never
goes to - 1
--
View this message in context:
On Apr 28, 2011, at 10:28 PM, eric wrote:
equire(quantmod)
require(PerformanceAnalytics)
rm(list=ls())
getSymbols(^GSPC, src=yahoo, from=1990-01-01, to=Sys.Date())
GSPC -na.omit(Ad(GSPC))
ind - rollapply(GSPC, 200, mean)
signal - ifelse(diff(ind, 5) 0 , 1 , -1)
signal[is.na(signal)] - 0
Hi:
On Thu, Apr 28, 2011 at 7:28 PM, eric ericst...@aol.com wrote:
equire(quantmod)
require(PerformanceAnalytics)
rm(list=ls())
# Could you please not do this in the middle of a code chunk?
# Anyone who copies/pastes this into his/her session will lose everything
# (s)he had been doing.
Hi Eric,
On Thu, Apr 28, 2011 at 6:46 PM, eric ericst...@aol.com wrote:
I have the following lines of code:
ind - rollapply(GSPC, 200, mean)
signal - ifelse(diff(ind, 5) 0 , 1 , -1)
If you had looked at signal here, you would see that it is logical.
signal[is.na(signal)] - 0
but this is
The first line of this reply is a definite candidate for the fortunes package!
best
i
--- On Thu, 17/3/11, bill.venab...@csiro.au bill.venab...@csiro.au wrote:
From: bill.venab...@csiro.au bill.venab...@csiro.au
Subject: Re: [R] Why doesn't this work ?
To: ericst...@aol.com, r-help@r
-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of eric
Sent: Thursday, 17 March 2011 1:26 PM
To: r-help@r-project.org
Subject: [R] Why doesn't this work ?
Why doesn't this work and is there a better way ?
z -ifelse(t==1 || 2 || 3, 1,0)
t -3
z
[1
On Thu, Mar 17, 2011 at 3:54 AM, bill.venab...@csiro.au wrote:
It doesn't work (in R) because it is not written in R. It's written in some
other language that looks a bit like R.
It parses in R, so I would say it was written in R.
To paraphrase Obi-wan, it's just not the R you are looking
Why doesn't this work and is there a better way ?
z -ifelse(t==1 || 2 || 3, 1,0)
t -3
z
[1] 1
t -4
z
[1] 1
trying to say ...if t == 1 or if t== 2 or if t ==3 then true, otherwise
false
--
View this message in context:
http://r.789695.n4.nabble.com/Why-doesn-t-this-work-tp3383656p3383656.html
] On
Behalf Of eric
Sent: Thursday, 17 March 2011 1:26 PM
To: r-help@r-project.org
Subject: [R] Why doesn't this work ?
Why doesn't this work and is there a better way ?
z -ifelse(t==1 || 2 || 3, 1,0)
t -3
z
[1] 1
t -4
z
[1] 1
trying to say ...if t == 1 or if t== 2 or if t ==3 then true, otherwise
Eric -
What you mean to say is
t - 3
z - ifelse(t %in% c(1,2,3),1,0)
z
[1] 1
t - 4
z - ifelse(t %in% c(1,2,3),1,0)
[1] 0
Expressions don't recalculate themselves when you change
the value of a variable that they use. For that, you
would need a function:
makez = function(t)ifelse(t
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