[R-SIG-Finance] Conditional Regression in Gnu R?

2012-08-08 Thread Samuel.Meichtry
Hello, Is there a package or function in R that can perfom conditional regressions in the style: a0 = 0 Intercept is zero 0 ai 1 Parameter estimates lie between 0 and 1 sum ai = 1 Sum of the Parameter Estimates fits to 1 Many thanks for your answers! B.R. Samuel

Re: [R-SIG-Finance] Conditional Regression in Gnu R?

2012-08-08 Thread Samuel.Meichtry
Hi Julien, Thanks for the right terminology. There is an answer under http://www.stat.columbia.edu/~tzheng/tianblog/2006/07/fitting-constrained-least-square.html B.R. Samuel Von: julien cuisinier [mailto:j_cuisin...@hotmail.com] Gesendet: Mittwoch, 8. August 2012 12:12 An: Meichtry Samuel,

[R-SIG-Finance] quantmod bug ?

2012-08-08 Thread Olivier MARTIN
Hi all, I recently posted a problem concerning shaded regions with quantmod package. More precisely, I used the function addTA with a boolean vector: for example addTA(vecB,col=green,border=NA,on=-1) where vecB is the boolean vector. In some cases, the shading result was not conform with the

Re: [R-SIG-Finance] quantmod bug ?

2012-08-08 Thread G See
Also, shouldn't patches be encouraged? On Wed, Aug 8, 2012 at 10:16 AM, G See gsee...@gmail.com wrote: chartSeries is on CRAN and ?chart_Series says it's highly experimental. IMHO it's really not fair to tell people that they should use undocumented code. Garrett

Re: [R-SIG-Finance] quantmod bug ?

2012-08-08 Thread Jeff Ryan
Hi O, I'll check and patch. CRAN is in desperate need of a quantmod update - and one is coming. For now though, the change to watch for will be on R-forge. Thanks!, Jeff On Wed, Aug 8, 2012 at 10:05 AM, Olivier MARTIN olivier.mar...@avignon.inra.fr wrote: Hi all, I recently posted a

Re: [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in RcppBDT broken?

2012-08-08 Thread Dirk Eddelbuettel
Ok, bug found. In the R file definining the convenience functions getEndOfBizWeek - function(date = Sys.Date()) { stopifnot(inherits(date, Date)) bdt$getEndOfBizWeek(date) } getEndOfMonth - function(date = Sys.Date()) { stopifnot(inherits(date, Date)) bdt$getEndOfMonth(date) }

Re: [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in RcppBDT broken?

2012-08-08 Thread David Reiner
Thanks, Dirk. You're the best! -- David -Original Message- From: Dirk Eddelbuettel [mailto:e...@debian.org] Sent: Wednesday, August 08, 2012 1:02 PM To: David Reiner Cc: r-sig-finance@r-project.org; d...@eddelbuettel.com Subject: Re: [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in

Re: [R-SIG-Finance] getEndOfMonth and getEndOfBizWeek in RcppBDT broken?

2012-08-08 Thread Dirk Eddelbuettel
On 8 August 2012 at 16:01, David Reiner wrote: | Thanks, Dirk. You're the best! No, that is Uwe -- as the new version 0.2.1 is already on CRAN :) Thanks again for catching this. Dirk | | -- David | | | -Original Message- | From: Dirk Eddelbuettel [mailto:e...@debian.org] | Sent: