On 6 April 2019 at 16:11, Dirk Eddelbuettel wrote:
|
| The Rblpapi team is happy to announce version 0.3.10 of the package with a
| significant enhancement contributed by Al Kanzler: bpipe support.
|
| You can get this version from the ghrr drat repo, see
|
|http://ghrr.github.io/drat
The Rblpapi team is happy to announce version 0.3.10 of the package with a
significant enhancement contributed by Al Kanzler: bpipe support.
You can get this version from the ghrr drat repo, see
http://ghrr.github.io/drat/
for details.
We uploaded this to CRAN four days ago; the package
On 6 November 2017 at 13:37, Duncan Murdoch wrote:
| I'm not so sure. I haven't noticed any problems in their data (though I
| haven't done extensive testing), but in my opinion it is a bad sign if
| there's no way to contact them.
Let's call this "Duncan's Law" but let's also remember that
A data.table object
##' @author Dirk Eddelbuettel
alphavantage <- function(sym,
datatype=c("intraday", "daily", "adjdaily", "weekly",
"monthly"),
outputsize=c("compact", "full")) {
On 26 December 2016 at 14:07, chidley.r...@gmail.com wrote:
| does anyone have any experience with the above function? i have used it
rudimentarily in the past but i presently need to use it in conjunction with
global data frames which accumulate values.
|
| i would appreciate any guidance.
Jason,
Welcome to the list. I hope you will enjoy the generally cordial and
friendly tone around here -- something we established and maintained without
formal policies and guidelines.
This has worked so far because most people know how to behave.
But you have shown two departures from that
On 21 September 2016 at 10:48, Le Hai Trung KNH wrote:
| Hi,
| I am trying to install 'racd' package of Alexios to R 3.3.1 and come up
| with the following error messages.
| -
| > require(devtools)
| Loading required package: devtools
| > install_bitbucket("alexiosg/racd")
|
| ** preparing
Ralph,
On 17 March 2016 at 16:02, R Vince wrote:
| I'm upgrading from one version of Ubiubta (14) to 17.
|
| On 14, I had a directory structure as follows:
|
| R/--i686-pc-linux-gnu-library
I religiously turn off R_LIBS_USER in /etc/R/Renviron to avoid that [1]. I
recommended to everybody who
Rblpapi has seen a lot of exciting changes since the 0.3.2 release in early
December. We have a version that may be getting ready for release, and would
apprecicate extra eyeballs and tests. I wrote a quick blog post which you
see at the short URL http://goo.gl/K9blmX --- and thanks to drat you
On 22 January 2016 at 10:44, John Laing wrote:
| I think you may have misinterpreted. You _should_ call blpConnect, and you
| only need to do it once. You don't need to call blpAuthenticate. A very
| short script might look like this:
|
| require(Rblpapi)
| blpConnect()
| bdp("USDCAD
On 27 December 2015 at 20:32, Gayatri Nesarikar wrote:
| Hello,
|
| I have deployed a spark cluster on ec2 using the spark-ec2 script. I am
| trying to install the 'fOptions' R package in Rstudio on the master but I
| am getting the following errors while the install.packages() tries to
|
QuantLib 1.7 came out a week ago. Among the new features is an optional use
of Boost Date_Time for intra-daily time. I added support for this (for all
the option prices and implied volatility computation) to RQuantLib (see the
GitHub repo) but before releasing to CRAN I was wondering if someone
On 29 September 2015 at 16:25, Oleg Mubarakshin wrote:
| I have Bloomberg terminal and can help you with market data if you want
Check your Bloomberg licensing terms. I don't think you want to do that.
Dirk
--
http://dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org
On 17 August 2015 at 17:49, Aaron Goldenberg wrote:
| This is incredibly helpful! Thank you! Are there plans to include portfolio
| calls in future releases? Is this something you would like help
| implementing?
The documentation at
http://www.bloomberglabs.com/api/documentation/
is pretty
[ This is an ascii version of Friday's blog post at
http://dirk.eddelbuettel.com/blog/2015/08/14#rblpapi_0.3.0
which you should go to for the links and colour highlighting. The CRAN
sites now carry Windows and OS X (Mavericks) binary packages. -- Dirk ]
Rblpapi: Connecting R to
On 14 January 2015 at 11:46, Chien, Josh-CH wrote:
| Hi All,
|
| In my case, I already have discount curve to price bond.
|
| Don?t build discount curve.
|
| From Tech Doc about RQuantlib, in pricing bond function, FixedRateBond
| (bond,coupon.rate,schedule,calc,discountCurve=curves)
|
| I
On 31 December 2014 at 09:52, Mark Knecht wrote:
| I wonder if anyone has had a chance to read this book prior to it's
| availability on Amazon next week?
|
| http://www.amazon.com/gp/product/1137354070
|
| It appears to be the author's first book.
Harry was kind enough to send me a courtesy
On 20 August 2014 at 10:35, Keith S Weintraub wrote:
| Is there a (foolproof) recipe for building RQuantLib on OS X Mavericks?
|
| Any links etc would be appreciated.
i) Build QuantLib
ii) Adjust src/Makevars for RQuantLib as needed.
Dirk
--
http://dirk.eddelbuettel.com | @eddelbuettel |
On 22 May 2014 at 06:30, Dirk Eddelbuettel wrote:
|
| Thanks to everybody who helped make R/Finance 2014 another success! We had
| a very good turnout, excellent presentation and a lot of opportunity to chat.
|
| Particular thanks goes to our sponsors, and the local team at UIC without
| whom
, or batch jobs doing the
parsing once and then storing as binary files (R's RDS format is good) etc
To me use of csv files is a last resort used chiefly for one-off
explorations. For production one can do much better.
Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
in May!
On behalf of the committee, Dirk
On 29 March 2014 at 10:55, Dirk Eddelbuettel wrote:
|
| Now open for registrations --- and more details as always at
http://www.RinFinance.com :
|
| R / Finance 2014: Applied Finance with R
| May 16 and 17, 2014
| Chicago, IL, USA
examples but I am not sure if it does
GARCH in the way that particular paper.
Hth, Dirk
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OneMarketData
RStudio
On behalf of the committee and sponsors, we look forward to seeing you in
Chicago!
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson
s15yQuote=0.055175;
The file was setup a while back under a different curve, obviously. See the
QuantLib documentation for the exact convention or assumptions.
Cheers, Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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187.45 185.89186.224833000 186.22
2014-03-13 186.41 187.00 183.71183.904912600 183.90
2014-03-14 183.89 184.29 182.21182.215479700 182.21
R
Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
as a prebuilt appliance so I cannot assume quantlib-config. This
will get fixed soon. In the meantime, it does of course work if you
actually have quantlib-config in your $PATH ...
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
.
We do use John's version at work on a Windows pc for the occassional lookup,
and that has been good enough for us.
Would the emulator you mentioned work on Linux so that we could develop code
there? That might be a way to give Whit a hand and write something like
RcppBlp.
Dirk
--
Dirk
to Kurt Hornik as well.
Dirk
--
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can still get the tarball from R-Forge
http://r-forge.r-project.org/R/?group_id=156
and should be able to use install.packages() that way too if you point to
R-Forge as the repo.
Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
, you'd so 'sudo apt-get install libquantlib0-dev'. On
Gentoo, you may have to start from the QuantLib sources.
Dirk
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,
Dirk
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forward to seeing you in
| Chicago!
|
| Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
| Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
|
| See you in Chicago in May!!
|
| Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
lemnica
OpenGamma
OneMarketData
RStudio
On behalf of the committee and sponsors, we look forward to seeing you in
Chicago!
Gib Bassett, Peter Carl, Dirk Eddelbuettel
On behalf of the committee and sponsors, we look forward to seeing you in
Chicago!
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
See you in Chicago in May!!
Dirk
--
Dirk Eddelbuettel | e...@debian.org
On 11 March 2013 at 15:12, Dirk Eddelbuettel wrote:
|
| Lisa,
|
| On 11 March 2013 at 16:06, Lisa Solomon wrote:
| | Maybe you missed Part 1 of The Evolution of Regression Modeling from
Classical Linear Regression to Modern Ensembles webinar series, but you can
still join for Parts 2, 3, 4
The draft program of R/Finance 2013 is now available at
http://www.RinFinance.com/agenda/
We anticipate that registration will be available 'in due course' and will
announce it too.
For the committee, Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
blasted this on February 7 _and_ February 26. We really did not
another round. Please stop this.
Dirk, as listmaster for r-sig-finance and r-sig-hpc
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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the conference website
http://www.RinFinance.com/
as they become available. Information on previous years' presenters and their
presentations are also at the conference website.
For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal
are also at the conference website.
For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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, and execute
library(shiny)
runGist(4122626)
which has been very reliable for me on different machine
(home/work/netbook/...) ?
Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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bootstrap for time series is pretty well established, and the tseries
package even had a tsbootstrap() function for over a decade. You can (fairly
easily) extend similar schemes.
Dirk
--
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only. If you want to post, subscribe first.
| -- Also note that this is not the r-help list where general R questions
should go.
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)
}
both of these miss the crucial
bdt$fromDate(date)
to actually set the date you supply. You could write yourself a local
variant til the updated package comes through.
Thanks for spotting this.
Dirk
--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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
On 2 May 2012 at 17:18, Gordon Erlebacher wrote:
| Hi everybody,
|
| I have a MySQL database with stock information (using beancounter: thanks
| Kirk).
Interesting off-by-one error...
| I return 30 stocks from the database (data.frame format by default)
| I am converting the data.frame to
/
and can also be directly accessed by going to
http://www.regonline.com/RFinance2012
On behalf of the committee and sponsors, we look forward to seeing you
in Chicago!
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
Our 2012
On 9 February 2012 at 17:06, J Toll wrote:
| Hi,
|
| I'd like to calculate sensitivities on American options. I was hoping
| somebody might be able to summarize of the current state of that
| functionality within the various R packages. It's my understanding
| that the fOptions package can
Hi James,
On 9 February 2012 at 18:02, J Toll wrote:
| I understand the concept of your suggestion, although I don't have any
| practical experience implementing it. I'm guessing this is what's
| generally referred to as finite difference methods. In theory, the
More like Numerical
are also at the conference website.
For the program committee:
Gib Bassett, Peter Carl, Dirk Eddelbuettel,
Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich
--
Outside of a dog, a book is a man's best friend. Inside of a dog, it is too
dark to read. -- Groucho Marx
On 14 November 2011 at 07:24, Roupell, Darko wrote:
| Check out for Rcpp which according to authors is made for seamless R and C++
integration.
And 45 package on CRAN which use Rcpp seem to agree
| So re-writing code in C+ and calling it from R would certainly sped up
execution.
|
|
On 19 October 2011 at 13:00, Daniel Cegiełka wrote:
| ICANN takes control of Internet Internet Time Zone Database
|
| http://www.icann.org/en/news/releases/release-14oct11-en.pdf
|
| The problem with TZ probably can be considered as solved :)
Not so fast. While this is undoubtedly excellent
On 7 October 2011 at 10:41, Brian G. Peterson wrote:
| On Fri, 2011-10-07 at 09:48 -0500, Andrew Miller wrote:
| In relation to this subject, does anybody know the protection status on
| historical financial quote data (stocks, futures) and/or the dissemination
| of graphs/analyses based off
On 7 October 2011 at 12:05, Brian G. Peterson wrote:
| On Fri, 2011-10-07 at 11:12 -0500, Dirk Eddelbuettel wrote:
| Google/Yahoo actually pay the exchanges. That came up when Google
| started to show real-time data in an Ajax-y form (that you can easily
| program against) and some news
On 29 September 2011 at 19:42, BBands wrote:
| John -- Who is a bit worried that these comments are not Rsih
| enough for this environment. Please forgive my gaucheness, but this is
| a topic near to my core.
Great posts, keep'em coming. All this is close to our hearts too.
Dirk, with his
Chandra,
FYI, here is a simple patch I tossed at Jeff earlier today and which he is
pondering. In the meantime, apply it to quantmod sources and you're safe
from any interferene from objects named 'adjust' by rewriting the test a
little more conservatively.
Hope this helps, Dirk
Index:
On 28 September 2011 at 10:14, Worik Stanton wrote:
| I am about to generate some data to test some technical analysis functions.
|
| I expect I am not the first! Has anybody some advice about where to
| look for some data sets?
|
| What I need, naturally, is pairs of series, input and
On 20 September 2011 at 21:01, Fabrice McShort wrote:
| I was tired of always having to borrow money I kept telling myself things
would get better I thought this would intrigue you!!
| http://pharus.com/JohnCampbel31.html now everyone recognizes me this is no
joke
| Really easy method to make
On 16 August 2011 at 12:44, 이원재 wrote:
| Hi,
| I had error messages as below with EuropeanOptionImpliedVolatility function
because this function is limited to scalar cases.
| Is there any way to use vectorized inputs instead of loop?
Yes. Patches welcome.
I wrote the code below almost a
On 29 June 2011 at 16:45, Fabian Lorenz wrote:
| I'm trying to collect data automatically from yahoo finance to a mysql or
| postgresql for further R data process.
|
| Anybody knows how about?
I can help with the first part in a fully automated fashion, see
On 23 June 2011 at 22:25, Yihao Lu aeolus_lu wrote:
|
| Hi,I wonder if there is any good package to do portfolio
allocation/optimization. I would like to start with some plain mean variance
optimization, but I wish the package can do more, say with different type of
constraints. It will also
On 5 June 2011 at 19:41, Ulrich Staudinger wrote:
| Misunderstanding ...
|
| rowse[1] options(digits.secs=6)
| Browse[1] head(tempBs)
| ..1 ..2 ..3 pnlSlice
| 2011-06-03 13:32:24.975 242 99125 1 -75
| 2011-06-03 13:32:55.036 242 99100 -1 -25
| 2011-06-03
of the presenters and
participants for making R/Finance 2011 so successful. We look forward to
seeing you in 2012, with the prospective dates of May 17 - 19 to be
confirmed.
For the organizing committee,
Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson,
Dale Rosenthal
On 15 May 2011 at 02:55, Andrew West wrote:
| Forget about overweight!...
http://kristiang.kr.funpic.de/friends_links.php?axjID=20to0
I unsubscribed this account as it is either a spambot, or coming from an
once-legit account now owned by a spambot.
Dirk, as admin
--
Gauss once played
east
uic works pretty well. But please do let us know how we could improve the
travel page for you.
Dirk
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than the campus wide
info accessible via the link.
Hope this helps, and thanks for the pointer. See you next week!
Dirk
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https
74.9875.55 4653500
67.77
2007-01-05 75.23 76.40 75.2075.32 5660700
67.56
2007-01-08 75.78 76.25 74.9675.45 4412500
67.68
R
Dirk
--
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that this is not the r-help list where general R questions
should go.
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list
| https://stat.ethz.ch/mailman/listinfo/r-sig-finance
| -- Subscriber-posting only. If you want to post, subscribe first.
| -- Also note that this is not the r-help list where general R questions
should go.
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are competitive in access time with
commercial offerings. Maybe you recall a writeup Jeff did for that? I can't
recall a xts-vs-zoo horse race but maybe I missed it.
Hope this helps, Dirk
--
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it becomes to dominant, we can still review
splitting up.
Happy New Year to all.
Dirk
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, subscribe first.
| -- Also note that this is not the r-help list where general R questions
should go.
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