Re: [R] fPortfolio dont work in R 3.3.1

2016-09-07 Thread Bannert Matthias
Andre, you need to make sure you got a C/C++ compiler as well as a Fortran compiler to compile a package from source that makes use of these language. Many R packages use one of those languages under the hood to speed things up. gcc / gfortran are common and free choices for such compilers. D

Re: [R] Could someone recommend a package for time series?

2014-09-29 Thread Bannert Matthias
Hi, the Cran Task View about time series that pascal just send is certainly helpful. Personally I think the standard ts() already can do a lot for you. Apart from that I like zoo particularly if you have other than yearly frequencies like quarterly or even irregular frequencies to handle. T

[R] Propensity Score Matching with Restrictions (Matching package)

2014-09-19 Thread Bannert Matthias
Dear listers, I am using Jas Sekhon's Matching package to perform propensity score matching and like it a lot so far. Still though I wonder whether it is possible to impose restrictions on the Matching. I've seen the restriction parameter, but I doubt this is what I want (or I don't get how to