FWIW %m is the proper conversion for months. %M is minutes.
Looks like a bug.
Jeffrey Ryan|Founder|jeffrey.r...@lemnica.com
www.lemnica.com
On Oct 13, 2012, at 10:33 AM, Nicolae Caprarescu wrote:
> Hi Michael,
>
> Thank you for pointing me in the right direction, I'm now us
Something like:
http://markus.revti.com/2007/06/creating-empty-file-with-specified-size/
Is one way I know of.
Jeff
Jeffrey Ryan|Founder|jeffrey.r...@lemnica.com
www.lemnica.com
On May 2, 2012, at 5:23 PM, Jonathan Greenberg wrote:
> R-helpers:
>
> What would be the absolu
Look at the man page for dd (assuming you are on *nix)
A quick google will get you a command to try. I'm not at my desk or I would as
well.
Jeff
Jeffrey Ryan|Founder|jeffrey.r...@lemnica.com
www.lemnica.com
On May 2, 2012, at 5:23 PM, Jonathan Greenberg wrote:
> R-helpers:
seems like you want to rant more than understand what's
> going on. You have the R and xts help pages and the source code. The
> "Note" section of help(cbind) tells you that the method dispatch is
> different. It even tells you what R source file to look at to see how
Hi Russ,
Colnames don't get rewritten if they already exist. The reason is due to
performance and how cbind is written at the R level.
It isn't perfect per se, but the complexity and variety of dispatch that can
take place for cbind in R, as it isn't a generic, is quite challenging to get
to
2) ironically, not very well documented in base R. For
me to write it I just had to get around number 2.
HTH
Jeff
On Thu, May 5, 2011 at 11:55 AM, Jeff Ryan wrote:
> There is a struggle in documentation that revolves around being too brief
> to be useful and too verbose which then is
There is a struggle in documentation that revolves around being too brief to
be useful and too verbose which then is often ignored. In general, R
"proper" is far less verbose than quantmod docs - so if you have trouble
with quantmod...
from ?addTA
Value:
addTA will invisibly return an S4
R community:
We're excited to post a preliminary agenda for the upcoming 3rd
conference on R and Applied Finance, to be held in Chicago on April
29th and 30th.
In addition to keynotes from John Bollinger, Mebane Faber, Stefano
Iacus and Louis Kates, we are excited to have 31 additional talks
cove
A very simple option, since you're only looking to efficiently store
and retrieve, is something like a key-value store.
There is a new rredis (redis) package on CRAN, as well as the
RBerkeley (Oracle Berkeley DB) package.
RBerkeley is as simple as db_put() and db_get() calls where you
specify a k
Please keep in mind this question has absolutely nothing to do with
finance, and therefore needs to instead be directed to R-help.
Thanks in advance for keeping the R-finance list on topic.
Jeff
On Fri, Apr 2, 2010 at 3:36 AM, FMH wrote:
>
> Dear All,
>
> I've been searching for appropriate cod
Firstly, don't cross-post.
Second, take a look at the archives on both these lists for answers to
your questions.
'its' is rather old, and not where you want to be looking.
Take a look at xts for fast time-series manipulation like you need,
specifically to.period, endpoints, and align.time. The
Call for Papers:
R/Finance 2010: Applied Finance with R
April 16 and 17, 2010
Chicago, IL, USA
The second annual R/Finance conference for applied finance using R
will be held this spring in Chicago, IL, USA on April 16 and 17, 2010.
The two-day conference will cover topics including portfolio
ma
On Fri, Oct 16, 2009 at 8:04 AM, Liviu Andronic wrote:
> On 10/15/09, Jeff Ryan wrote:
>> > getFX("EUR/USD",from="2009-04-01")
>>
> Indeed, with the date correctly specified, the function no longer
> generates errors. There is one issue though
OandA now limits fills to 500 days (as indicated by the error). You can of
course just request 500 days at a time. The function itself will not
automatically do that as that would be clearly abusing the rules that OandA
have established. Of course what you do with your own code is your own
bus
Chicagoland R Users:
We are pleased to announce a Fall meetup for Chicagoland R users. This
is open to anyone with an interest in R: practioners, researchers,
casual users and other interested parties.
WHEN: October 29, 2009 @5:30
WHERE: Jak's Tap www.jakstap.com
A short series of so-called ligh
I didn't look into the yahoo.get.hist.quote, but the quantmod package has a
working simple solution with getSymbols:
library(quantmod)
getSymbols("AAPL")
> head(AAPL)
AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
2007-01-03 86.29 86.5881.90 83.80
The data.table package may be more in line with what you are after, but xts
and zoo can also do what you need in this particular example:
> a <- xts(c('a1','a2','a3'), timeBasedSeq(20090101/20090103))
> colnames(a) <- 'foo'
> b <- xts(c('b1'), as.Date('2009-01-04'))
> colnames(b) <- 'foo'
> a
This is a bug. It has now been fixed in the R-forge source.
I will be updating the package in the next week or so with about a dozen
more indicators, as well as some additional features. At that point I will
push the change to CRAN.
Thanks,
Jeff
Chris-672 wrote:
>
> Trying to plot ATR of tim
Take a look at xts, a time series class that extends zoo and is compatible
(forward and backwards) with all major time-series classes, including
timeSeries from Rmetrics.
It has a few functions that may be of interest:
?endpoints
?period.apply
It may also be useful to use the Fortran-based aggr
This is expected behavior:
?'['
Usage:
x[i]
x[i, j, ... , drop = TRUE]
drop: For matrices and arrays. If 'TRUE' the result is coerced to
the lowest possible dimension (see the examples). This only
works for extracting elements, not for the replacement. See
Using quantmod and TTR (for EMA, as well as many, many more technical tools):
library(quantmod)
# get some data
getSymbols("")
barChart()
addEMA()
Lots of examples at:
http://www.quantmod.com http://www.quantmod.com
---and---
http://www.quantmod.com/examples/charting/
http://www.quan
ri, Sep 12, 2008 at 11:16 AM, hadley wickham <[EMAIL PROTECTED]> wrote:
> On Fri, Sep 12, 2008 at 10:53 AM, Jeff Ryan <[EMAIL PROTECTED]> wrote:
>>
>> I'm still not entirely sure I follow the desired usage, as the original post
>> made no reference to g
0-01-03" "2000-01-04" "2000-01-05"
[6] "2000-01-06" "2000-01-07" "2000-01-08" "2000-01-09" "2000-01-10"
[11] "2000-01-11" "2000-01-12" "2000-01-13" "2000-01-14" "2000-01-15&q
I'm still not entirely sure I follow the desired usage, as the original post
made no reference to ggplot2, but as Gabor mentioned the yearmon etc stuff
is quite useful.
If you are formatting arbitrary precision dates, take a look at
axTicksByTime in xts. Both xts and quantmod use it for plotting
Take a look at quantmod.
http://www.quantmod.com http://www.quantmod.com
?getSymbols.yahoo (called by getSymbols)
?getQuote
?yahooQF
?getFin
?getFX
HTH
Jeff
thomastos wrote:
>
> Hi R,
>
> I am familiar with the basics of R.
> To learn more I would like how to get data from Yahoo!finance di
Take a look at the fOptions package, as well as all the packages in Rmetrics
(see www.rmetrics.org).
There is also a wrapper to QuantLib called RQuantLib.
Also, your question would have a better chance of being answered on the
R-sig-finance mailing list.
HTH
Jeff
Arun Kumar Saha wrote:
>
> H
Take a look at the xts package.
?periodicity
HTH
Jeff
yk-4 wrote:
>
> There is a series of data contains time in fixed step and energy
> varying with time, how to test its periodicity?In R, it seems there is
> no direct tools since I have search the R manual with periodic and I
> have not foun
Have a look at chartSeries in the quantmod package. It can handle
financial style series formatting quite well. Make sure to get the
newest version of xts and quantmod from CRAN - as there have been
recent updates to the charting facility.
Some documentation can be found at http://www.quantmod.co
Hi Thomas,
The issue is probably the quantmod package being outdated. Try to
install this version:
http://r-forge.r-project.org/R/?group_id=125
The second issue is that xlab and ylab are no longer being applied -
they had some issue, and I haven't settled on a way to address yet. I
will make t
Hi Thomas,
You may want to check out the quantmod package. There is a whole
suite of charting functionality now included.
You will need to change the 'Last' colname to Close, but other than
that your data should work. If you download the most recent build or
svn snapshot from http://r-forge.r-p
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