[R] GSOC 2021: Project Mentors, Please Post Project Ideas!

at least two mentors for your project.  Please reach out to us with questions! Regards, Brian   -- Brian G. Peterson ph: +1.773.459.4973 im: bgpbraverock -- You received this message because you are subscribed to the Google Groups "gsoc-r" group. To unsubscribe from this group and stop

Re: [R] [R-SIG-Finance] AsOf join in R

-09-01 10 1.1 #2011-09-09 15 1.5 #2011-09-10 20 1.5 #2011-09-15 25 1.7 # -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman

Re: [R] [R-SIG-Finance] Handling of irregular time series in lineChart

, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock On Thu, 2011-04-28 at 20:02 -0400, Robert A'gata wrote: Hi, I realized that when I have irregular series to feed into lineChart, the interval of each point in the chart does not seem to take

[R] R/Finance 2011 - Call for Papers

Call for Papers: R/Finance 2011: Applied Finance with R April 29 and 30, 2011 Chicago, IL, USA The third annual R/Finance conference for applied finance using R will be held this spring in Chicago, IL, USA on April 29 and 30, 2011. The two-day conference will cover topics including portfolio

Re: [R] Rename R package name on R-Forge

wenjun zheng wrote: Hi, R Users, Can maintainer rename the package on F-Forge? Any suggestions will be appreciated. use svn mv if your directory structure is pkg/ pkg/R/ pkg/man/ pkg/DESCRIPTION like that then create a directory under pkg that is the new package name that you want

Re: [R] [R-SIG-Finance] How to separate date and time into different columns?

to r-help. It would be polite to sign your name too... Regards, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] Identifying outliers in non-normally distributed data

in, if it is time series data the function Return.clean in PerformanceAnalytics may be useful. Regards, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock __ R-help@r-project.org mailing list https

Re: [R] [R-SIG-Finance] Fitting ACD model

for installnig R-Forge packages are on the page above. Regards, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] iid.test

Gavriel Esti Zoladz wrote: I downloaded the iid.test, but I can't run it. I get the following message: Error: could not find function iid.test Where am I supposed to save this package in order that it works? ?install.packages __

Re: [R] iid.test

to the list. Gavriel Esti Zoladz wrote: I cant find this On 12/23/09, *Brian G. Peterson* br...@braverock.com mailto:br...@braverock.com wrote: Gavriel Esti Zoladz wrote: I found there that it is supposed to be in destdir, but I can't find this folder. On 12/23/09

Re: [R] loading data into ZOO

index columns when you call as.zoo. Regards, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide

Re: [R] Newbie: colSums() compared with Matlab's sum()

Francesco Napolitano wrote: Il giorno mer, 23/12/2009 alle 22.14 -0500, David Winsemius ha scritto: for(i in 1:n){ submat - data[1:i,] C - colSums(submat) } In R the loop is not necessary, even confusing as you are demonstrating: mat - matrix(rnorm(100), nrow=10) # 10 x 10

Re: [R] [R-SIG-Finance] Does anybody know how to connect to KDB from within R?

Michael wrote: Does anybody know how to connect to KDB from within R? Please give me some pointers... Thanks a lot! Michael, KX distributes R glue code with kdb. http://kx.com/q/interfaces/r/ Talk to them if you need support on using it, your firm presumably paid enough for the

Re: [R] [R-SIG-Finance] please recommend statistics, time series and econometrics books with finance, macroeconomics, trading and business applications

-- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock __ R-help@r-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

Re: [R] [R-SIG-Finance] where do I find stochastic volatilities models in R or Matlab?

is in the LearnBayes package on CRAN. Bayesian Core has a more in-depth discussion of Bayesian models for SV. Both books are well worth owning as references, even though the code is available. Regards, - Brian On Feb 7, 2008 3:13 AM, Brian G. Peterson [EMAIL PROTECTED] wrote: Michael wrote

Re: [R] [R-SIG-Finance] where do I find stochastic volatilities models in R or Matlab?

Michael wrote: Does anybody have the source code of stochastic volatility models in R or Matlab, for example, the Bayesian based or the simulation based SV estimations as described by Prof Eric Zivot in the following discussion?