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 wrote: > Dear all > > > How to test if xts date

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

>> as.numeric(SPY["2007-01-03"]$SPY.Adjusted) > >> as.numeric(SPY["2007-01-04"]$SPY.Adjusted) > [1] FALSE > > > Is this the expected behavior ? > Yes, see: http://stackoverflow.com/q/7097437/271616 -- Joshua Ulrich | about.me/joshuaulrich FOSS Tr

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 wrote: > Hi, > > I have done the following: > >

Re: [R] ts instead of xts object

will work if you drop the dimensions of your single-column xts object: testt <- cpt.mean(drop(testTSRad)) > My data is below. Is there a way to convert it to ts? > Yes, as is generally the case, use the "as" method: as.ts(testTSRad) Best, -- Joshua Ulrich | about.me/joshua

Re: [R] ts instead of xts object

wrote: >> >> Hello, >> >> On Tue, Mar 11, 2014 at 8:45 PM, Joshua Ulrich >> wrote: >> > On Tue, Mar 11, 2014 at 12:14 AM, Bill wrote: >> >> >> >> Hello. I have a dataframe that has a date column. The intervals between >> >

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 FO

Re: [R] xts objects comparison

n common, so there's nothing to compare. Convert 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

Re: [R] Column Name Matching in xts Objects

or > expected for xts objects? > xts doesn't have a $<- method, so $<-.zoo is dispatched. I'm not familiar with the function, but the behavior you found is explicitly defined, so that seems to suggest it was intended. >From "$<-.zoo": wi <- match(x, colnames(o

Re: [R] Merge xts and Return.portfolio

9 >> #2013-11-07 -0.004390787 -0.0188959585NA >> #2013-11-07 NANA 0.0068094113 >> #2013-11-080.0 0.0136779259NA >> #2013-11-10 NANA 0.0010398246 >> #2013-11-110.003

Re: [R] Installing quantstrat

s 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

esume that if it > were that simple, why would the version crated a week ago not work? > 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

Re: [R] Averaging half hourly data to hourly

69-12-31 20:30:009 1969-12-31 21:30:00 13 1969-12-31 22:30:00 17 1969-12-31 23:00:00 10 > period.apply(x, endpoints(x,"hours"), mean) [,1] 1969-12-31 18:30:00 1.0 1969-12-31 19:30:00 2.5 1969-12-31 20:30:00 4.5 1969-12-31 21:30:00 6.

Re: [R] R-help Digest, Vol 93, Issue 5

[,1]) # assumes "date" in first column You will need to ensure that Data[,"date"] is a time-based class (e.g. Date, POSIXt). If it is character, you will need to convert it to a time-based class before calling xts(). Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.co

Re: [R] Zoo - bug ???

> A1b <- rollapply(A1a,4,mean, na.rm=TRUE, na.pad=FALSE, align="right") > cbind(A1a,A1b) A1a A1b 1 NA NA 2 NA NA 31 1.0 42 1.5 53 2.0 6 4 3.0 75 4.0 86 5.0 9 NA 5.5 10 NA 6.0 HTH, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com >

Re: [R] Downloading quote data from yahoo finance

onnection(con) : >   unable to connect to 'quote.yahoo.com' on port 80. > The example works for me. Are you behind a firewall or proxy? > 2. How can I download Key Statistics Data from Yahoo Finance > > A. http://finance.yahoo.com/ > > B. ASH.AX (Using GET QUOTES) >

Re: [R] as.xts error

lease help me to use the function as.xts correctly. >> I recommend you use Gabor's solution, but I would like to expand on what as.xts is doing. as.xts.data.frame and as.xts.matrix attempt to coerce the object's rownames into the index attribute, unless specified otherwise via or

Re: [R] XTS : merge.xts seems to have problem with character vectors

NA NA > 2011-01-04 11:45:42  5 NA NA > > Warning message: > In merge.xts(y1, y2) : NAs introduced by coercion > > Why do I lose the character columns ? > Because zoo / xts objects are matrices with an ordered index (a time index in the case of xts). You can't mix types i

Re: [R] Interpolate xts

Use na.approx: set.seed(21) x <- xts(rnorm(10), Sys.time()-10:1) is.na(x) <- 2:4 is.na(x) <- 8:9 na.approx(x) na.spline(x) Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Tue, Jan 11, 2011 at 12:08 AM, Rustamali Manesiya wrote: > Hello, > >       I have a x

Re: [R] Aggragating subsets of data in larger vector with sapply

Hi Chris, This seems to work on the sample data you provided. FUN <- function(x) { x <- xts(as.numeric(x),index(x)) period.apply(x, endpoints(x,"secs"), sum) } lapply(split.default(xSym$Size,xSym$Direction), FUN) Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com

Re: [R] to append a column to a data frame, has I use loop/if in my case?

Please do not cross post: http://stackoverflow.com/q/4720076/271616 At the minimum, it would be polite to respond here with the answer you accepted on Stack Overflow. -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Mon, Jan 17, 2011 at 8:59 AM, Daniel Wu wrote: > days=Sys.Date(

Re: [R] Plotting multiple xts/zoo time series on a single plot.

See ?plot.zoo, specifically plot.type="single". -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Sat, Jan 22, 2011 at 8:02 PM, Nick Torenvliet wrote: > So I've got a 154 column wide xts time series object and I want to plot the > 154 series on a single plot and h

Re: [R] Another quantmod question

ion" manual to see how method dispatch is normally done. But you've been writing quite sophisticated code for a fairly long time, so I'm not telling you anything you don't know... you just don't think you should have to do the legwork. > -- Russ > > -- Joshua Ulri

Re: [R] More effective calculation for loop

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 | FOSS Trading: www.fosstrading.com __ R-

Re: [R] How to do a moving window on standard deviation

TTR::runSD will do what you want and the same call will work on data.frame, matrix, vector, xts/zoo, or any other time-series object. Note that time-series objects will generally put time periods in ascending order. library(TTR) d$st.dev <- runSD(d$Close,4) z <- zoo(d[,2,FALS

Re: [R] SMA and EMA in package TTR

t. I would appreciate patches. Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Sat, Jan 29, 2011 at 7:39 PM, Anyi Zhu wrote: > Hi, > > Just wondering for the SMA and EMA in package TTR, is it possible to me to > code it so that, say if I need to calculate SMA (x, n=100)

[R] R Users Group in Saint Louis, MO

data analysis, statistical modeling, visualization, and programming. Anyone with a background or interest in R is welcome! The group will use meetup.com to communicate with members. Please sign up to receive updates and RSVP to events: http://www.meetup.com/Saint-Louis-RUG/ Best, -- Joshua Ulrich

Re: [R] xts POSIXct index format

Hi Chris, Perhaps something like this? require(xts) ds <- options(digits.secs=6) # so we can see sub-seconds x <- xts(1:10, as.POSIXct("2011-01-21") + c(1,1,1,2:8)/1e3) x indexFormat(x) <- "%H:%M:%OS3" x Hope that helps, -- Joshua Ulrich  |  FOSS Trading: www.fos

Re: [R] xts POSIXct index format

Hi David, On Sat, Mar 5, 2011 at 11:00 PM, David Winsemius wrote: > > On Mar 5, 2011, at 11:28 AM, Joshua Ulrich wrote: > >> Hi Chris, >> >> Perhaps something like this? >> >> require(xts) >> ds <- options(digits.secs=6) # so we can see sub-second

Re: [R] pass character vector in instrument field of get.hist.quote function

-01-05 31.36 19.90 57.87 137.2938.40 # 2011-01-06 32.04 19.79 57.49 138.0737.23 # 2011-01-07 31.95 19.77 57.20 138.3537.30 # 2011-01-10 31.55 19.76 58.22 142.69 37.04 Hope that helps, -- Joshua Ulrich  |  FOSS

Re: [R] possible problem with "endpoints"?

roject.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 | FOSS Trading: www.fosstrading.com _

Re: [R] Need to abstract changing name of column within loop

> > How can I change the name of that column within my big loop?  Any > ideas?  Thanks! > I usually make a copy of the object, change it, then overwrite the original: tmp <- get(i) colnames(tmp)[7] <- "foo" assign(i,tmp) Hope that helps. > Best regards, > > &g

Re: [R] quantmod Some Single Letter Tickers Not getFin

NYSE:F works, while http://www.google.com/finance?fstype=ii&q=F results in a 400 'Bad request' error. This seems to work for this one symbol, maybe it will work for others as well. getFin("NYSE:F") Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Thu, Mar 17,

Re: [R] Package Installation

http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Joshua Ulrich | FOSS Trading: www.fosstrading.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinf

Re: [R] multiple plots with QQplot of PerformanceAnalytics

Please don't cross-post. -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Fri, Mar 25, 2011 at 8:33 AM, William Mok wrote: > Hi All, > > I am trying to plot 4 graphs on to 1 page using layout(...), or par(mfcol = > c(...)); with the function QQplot

Re: [R] How to speed up grouping time series, help please

t;, buildTimeSeriesFromDataFrame, >      env = e1) >  return(get("xx", e1)) # return xx from env > } > > ##replicate 100 times > #Time03 <- replicate(100, > #  system.time(tsDaply(X, X$ID))[[1]]) > #median(Time03) > > # result > tsDaply(X, X$ID) > >

Re: [R] 'RQuantLib for 2.12 version

Hi Mauricio, A Windows binary is now available on CRAN: http://dirk.eddelbuettel.com/blog/2011/04/04/#rquantlib_0.3.7 Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Tue, Mar 29, 2011 at 10:38 AM, Mauricio Romero wrote: > Dear R users, > > I have been trying to use

Re: [R] Avoiding for Loop for moving average

WMA. > SMA still calls Fortran code, so that's why it's slower than caTools::runmean. I've moved the EMA code to C, so it's about as fast as it can be. Noah, use EMA's ratio argument to replicate your for loop. > Hope this helps, > > Michael Weylandt > Be

Re: [R] Avoiding for Loop for moving average

faster language? > As I said, the function is in C. You could also use the compiler package to compile your pure R function for a 3-4x speedup. Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com > > -- > Noah Silverman > UCLA Department of Statistics > 8117 Math Sciences

Re: [R] Getting Rcpp SEXP data in C++

?  I have tried googling it > to no avail. > See the R Internals manual: http://cran.r-project.org/doc/manuals/R-ints.html > cheers > Worik > Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com __ R-help@r-project.org mailing list h

Re: [R] Gaps on merging xts objects

Eric, I'd be happy to help. Please follow the posting guide (specifically the "Surprising behavior and bugs" section) and provide a *minimal*, reproducible example and the output from sessionInfo(). http://www.r-project.org/posting-guide.html Best, -- Joshua Ulrich  

Re: [R] what does .indexDate() do - R::xts

. '2010-01-01' is a character string. > > I am sure i am missing something - what is .indexDate() supposed to do? > Though it's not well documented, what it's doing is pretty clear from the source: R> .indexDate function (x) { .index(x)%/%86400L } > > than

Re: [R] DEoptim example illustrating use of fnMap parameter for enforcement of cardinality constraints

=lower, upper=upper, control=controlDE, fnMap=mappingFun) Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Fri, Jun 15, 2012 at 3:24 AM, David-Michael Lincke wrote: > Function DEoptim in package DEoptim for differential evolution defines an > optional parameter fnMap: > > fn

Re: [R] DEoptim example illustrating use of fnMap parameter for enforcement of cardinality constraints

meant that the mapping example near the end of slimLargeN_map.R uses the objective function in the vignette. > Best regards, > David > Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com > -Original Message- > From: Joshua Ulrich [mailto:josh.m.ulr...@gmail.co

Re: [R] Profit calculation

On Tue, Jun 19, 2012 at 6:07 PM, Bert Gunter wrote: > 1. Don't double post. (obviously belongs on finance list) > 2. Homework? (we don't do homework on r-help) > We don't do homework on R-SIG-Finance either... > -- Bert > Best, -- Joshua Ulrich | FOSS Trading:

Re: [R] Getting objects from quantmod ticker list

Load the data into an environment, then merge them using do.call(): series.env <- new.env() getSymbols(ticker.list, src='FRED', env=series.env) series <- do.call(merge, as.list(series.env)) HTH, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com On Sat, Jul 7, 2012 at 7:00

Re: [R] RES: time series interpolation

$time), format="%d.%m.%y > %H:%M:%S")) > w03_11temp_y <- merge(w03_11temp_z, zoo(order.by=seq(start(w03_11temp_z), > end(w03_11temp_z), by=1))) > w03_11temp_x <- na.approx(w03_11temp_y) > w03_11temp_w <- data.frame(date=format(index(w03_11temp_x), "%d.%m.%y&qu

Re: [R] AR-GARCH with additional variable - estimation problem

Please don't cross-post: https://mailman.stat.ethz.ch/pipermail/r-sig-finance/2011q3/008230.html -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Wed, Jul 13, 2011 at 11:11 AM, Marcin P?�ciennik wrote: > Dear list members, > > I am trying to estimate parameters of the A

Re: [R] FOMULATING TIME SERIES DATA FROM DATA FRAME

; d <- as.xts(d,order.by =year, frequency = 1) > > #Error in xts(coredata(x), order.by = order.by, frequency = frequency,  : >  # order.by requires an appropriate time-based object > > > Peter Maclean > Department of Economics > UDSM > Best, -- Joshua Ulrich | FOSS Tra

Re: [R] Plotting intraday data in quantmod

What's your problem? What have you tried? -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Mon, Jul 18, 2011 at 11:39 PM, kev946 wrote: > Hello, I'm new to R and am having trouble plotting intraday data on a chart. > I haven't had any success with using ideas fro

Re: [R] Plotting intraday data in quantmod

) > This is not a plot command. What plot command are you using? Dates don't have "H:M:S"; they're all zero. You don't provide a sample of Dataset, so we don't know what your data look like. Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com

Re: [R] Picking returns from particular days of the month from a zoo object

- index(SPY)[endpoints(SPY, "months")[-1]-3] > Thanks in advance, > > John B. Nicholas, Ph.D > 650-315-9895 > HTH, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com __ R-help@r-project.org mailing list https://stat.ethz.ch

Re: [R] Plot.xts - how to change the x-axis labels to show weekly labels.

le to give you what you want. Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Sat, Jul 30, 2011 at 9:10 AM, Eduardo M. A. M.Mendes wrote: > Dear R-users > > > > I am new to R and struggling not to bother the list with silly questions. > > > > I read

Re: [R] Switching log(J) to log(J+1) to avoid log(0) in HAR-RVJ model

Cross-posted on Stack Overflow: http://stackoverflow.com/q/11567745/271616 -- Joshua Ulrich | FOSS Trading: www.fosstrading.com On Thu, Jul 19, 2012 at 12:23 PM, cursethiscure wrote: > I am working with xts dependent data, and my code is as follows (the problem > is explained thro

Re: [R] Change log(J) to log(J+1) to stop log(0) from occurring in harModel

Same post on Stack Overflow (again): http://stackoverflow.com/q/11567745/271616 -- Joshua Ulrich | FOSS Trading: www.fosstrading.com On Thu, Jul 19, 2012 at 11:15 AM, cursethiscure wrote: > I think the code is part of the RTAQ package but is not included in it, as I > obtained it from &

Re: [R] timeBasedSeq stumbles over the year 2038 (xts package)

")) unclass(y1) (z1 <- as.POSIXct(y1, tz="GMT")) do_asPOSIXct is at line 733 of main/datetime.c, for anyone interested in digging further. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Wed, Aug 1, 2012 at 6:10 PM, Jeff Newmiller wro

Re: [R] xts/time-series and plot questions...

<- ind # label column with year of last obs colnames(x) <- paste(colnames(x),xyear,sep=".") x } # split data into a list of xts objects by year tmp_dat_yr_list <- split(temp_data, "years") # convert each list element to be "2011" tmp_dat_yr_list <-

Re: [R] R and Forex

nd between R-help and R-devel. Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Wed, Oct 12, 2011 at 9:05 PM, R. Michael Weylandt wrote: > To be honest, I don't frequently have occasion to wander over to R-devel and > most of what goes on over there is over my leve

Re: [R] cbind giving NA's?

NA 2010-04-02 7.6343 NA 2010-04-03 7.5458 NA 2010-04-04 7.4532 28.30 2010-04-05 7.4040 28.38 2010-04-06 7.3317 28.21 2010-04-07 NA 28.31 2010-04-08 NA 28.47 Jeff's answer on StackOverflow explains why this works. Best, -- Joshua

Re: [R] Extract Data from Yahoo Finance

Deb, See getQuote in the quantmod package. For example: getQuote("SPY") Be sure to read ?getQuote. Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Thu, Nov 3, 2011 at 5:05 PM, Deb Midya wrote: > Michael, > > Thanks for your response. > > The

Re: [R] Extract Data from Yahoo Finance

Deb, Sorry, you can't do that with getQuote because Yahoo does not make those data available historically. Generally, you will need to pay for historical bid/ask (tick) data. Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Fri, Nov 4, 2011 at 6:10 AM, Deb Midya

Re: [R] Store vectors as values in xts time-series object

Hi Sergey, Internally, xts objects are a matrix with an index attribute. While you *can* make a matrix of lists, that is not supported in zoo or xts. Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com R/Finance 2012: Applied Finance with R www.RinFinance.com On Sun, Mar 4, 2012 at

Re: [R] Wrong output due to what I think might be a data type issue (zoo read in problem)

l', got 'M'" > > What is "M"? Is that matrix? Any clarification of the issue and solution is There is an "M" in your data at line 9954: 1/3/2012 9:53 48 1/3/2012 10:53 M 1/3/2012 11:53 51 > appreciated. I apologize in advance for any noob mistake

Re: [R] Weird POSIXct behaviour

t; class(Time) > [1] "POSIXct" "POSIXt" > > Browse[2]> class(index(DATA.ba[[p]]["2012-03-20 00:59:57","bid"])) > [1] "POSIXct" "POSIXt" > > So the variable 'Time' should be good to index DATA.ba[[p]].  I am > hopeles

Re: [R] Weird POSIXct behaviour

asing the objects in and out of matrices and vectors. > No need for it to be huge. dput(DATA.ba[[p]]["2012-03-20 00:59:57","bid"]) would be a sufficient start. > Using R version  2.12.1 > > The zoo documentation (?zoo) does not include a version.  Where can I find &

Re: [R] Weird POSIXct behaviour

On Thu, Mar 29, 2012 at 3:56 PM, Worik R wrote: > I have a reproducible example of my problem below > > On Mon, Mar 26, 2012 at 9:22 AM, Joshua Ulrich > wrote: >> >> > Given two identical string representations of POSIXct objects, can the >> > two &g

Re: [R] newbie question: strategy

mpt > assistance. > > I would be happy to help you with your project at my regular consulting rate. Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com R/Finance 2012: Applied Finance with R www.RinFinance.com [[alternative HTML version deleted]] __

Re: [R] R problem: unable to read data in the xls-format in the PerformAnalytics package

> Please provide a reproducible example (your file was not attached). Use dput() to include a _small_ sample of your data. My guess is that Excel is not saving the dates to the CSV in a standard date format. > Apparently, I do not understand exactly how

Re: [R] plotOHLC(alpha3): Error in plotOHLC(alpha3) : x is not a open/high/low/close time series

. > > It seems everything works adequately until I try the plotOHLC function > itself, which gives me the error in the subject line. > > I would ask for two things: > 1) what the fix is to get rid of that error plotOHLC gives me > 2) some tips on the 'walk-forward' method I am looking at

Re: [R] plotOHLC(alpha3): Error in plotOHLC(alpha3) : x is not a open/high/low/close time series

rtSeries(to.minutes3(z, OHLC=TRUE)). I'm not familiar with the charting capabilities in the tseries package, but those in quantmod are quite extensive. See also www.quantmod.com. > Thanks again, > > Ted > Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com ___

Re: [R] the significance of BEKK estimation

I bet you're using an incompatible version of R. It will probably work if you build from source, which is also provided on the site. > Greetings. > > Carlos > Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com > -- > View this message in context: > http

Re: [R] wilderSum

HTH, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Wed, Feb 8, 2012 at 3:50 AM, yuanwei wrote: > Hi  Joshua, > >    Before I found your post here, I have viewed your source code for > 'wilderSum'<http://cran.r-project.org/src/contrib/TTR_0.21-0.tar.gz> to >

Re: [R] Control number of assets in resulting portfolio with optimizations using package fPortfolio

Alex, You may find an answer to your question by searching the R-SIG-Finance archives (via rseek.org). If not, you may want to consider asking your question on the R-SIG-Finance list. Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com R/Finance 2012: Applied Finance with R

Re: [R] Divide tick-data into intervalls

SIXct(paste(d$V1, d$V2))) to.minutes3(x) Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com R/Finance 2012: Applied Finance with R www.RinFinance.com On Tue, May 8, 2012 at 3:14 AM, oswi3605 wrote: > > Hello, > > Im currently writing my bachelor thesis in statistical finance and i

Re: [R] Quantmod, Xts, TTR and Postgresql

sn't, then using the default value of n = 252 may also be an issue (giving misleading results, if not an error). > But if I do this (fetch the data from yahoo): > > getSymbols("SDL.AX") > dvi <- DVI(Cl(SDL.AX)) > print(dvi) > > All seems to work fine, but I c

Re: [R] Quantmod, Xts, TTR and Postgresql

all out of whack, My guess was it > was the date format that postgres returns (being mm/dd/) but no luck, > any ideas? > See above. If my assumptions aren't correct, then please provide a small sample of the result from dbGetQuery. > Thanks! > Max > >  

Re: [R] Converting to XTS loses data.frame structure

rame so > that all the data are the correct type?? > You can't. xts/zoo objects are a matrix with an index attribute. Since you can't mix types in a matrix, you can't mix types in an xts/zoo object. That said, part of the xts Google Summer of Code project is to create an xts-lik

<    1   2