On Sun, Jan 5, 2025 at 5:54 PM Joshua Ulrich wrote:
>
> On Sun, Jan 5, 2025 at 5:41 PM Sparks, John wrote:
> >
> > Hi Josh,
> >
> > Thanks for helping me with my second topic of the day.
> >
> > I am scraping from the fmpcloud website and trying to get d
41eb87c43cfa7e124419cb180d7e";)
> --John Sparks
>
> From: Joshua Ulrich
> Sent: Sunday, January 5, 2025 2:55 PM
> To: Sparks, John
> Cc: r-help@r-project.org
> Subject: Re: [R] Help Parsing String? From HTML
>
> CAUTION: External Se
arsing than me who can see a way to solve this in minutes.
>
> Any guidance would be appreciated.
>
> --John Sparks
>
> [[alternative HTML version deleted]]
>
> __
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> https://stat.ethz.ch/mailman/listin
.
For example:
atr <- my_atr(Hist)
> Thanks,
> --JJS
>
> ________
> From: Joshua Ulrich
> Sent: Sunday, January 5, 2025 11:31 AM
> To: Sparks, John
> Cc: R-help@r-project.org
> Subject: Re: Using library(TTR) Calculate ATR by Symbol
>
430.53, 424.83,
> 421.5, 418.58, 423.35)), class = "data.frame", row.names = c(NA,
> -80L))
>
> library(TTR)
> atr <- ATR(Hist[,c("high","low","close")], n=14)
> atr
>
>
Here's a function that splits your data into a list by symbol, then
does th
On Mon, Nov 6, 2023 at 3:02 AM Martin Maechler
wrote:
>
> > Richard O'Keefe
> > on Mon, 6 Nov 2023 18:37:34 +1300 writes:
>
> > Thanks to all who replied. On Mon, 6 Nov 2023 at 18:37,
> > Richard O'Keefe wrote:
>
> >> OK, so the consensus is (1) One cannot make strptime
>
; > __
> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commen
t; >
> >
> > From: Rolf Turner
> > Sent: Wednesday, October 5, 2022 6:06 AM
> > To: Deramus, Thomas Patrick
> > Cc: r-help@r-project.org
> > Subject: Re: [R] Getting "Error in ect, plot.new has not been called yet"
> > despite grouping plot call
> >
>
Hi,
My hunch is that you need to add print(plout) before you call dev.off().
See https://stackoverflow.com/a/39853861
Try that and let me know if that works. If not, I'll take a closer look
later.
Best,
Josh
On Wed, Oct 5, 2022, 1:40 AM Deramus, Thomas Patrick
wrote:
> Sorry to cross-post on
ling list -- To UNSUBSCRIBE and more, see
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--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading |
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-- To
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> > <http://www.r-project.org/posting-guide.html>
> > and
mutate_fun = periodReturn, # This specifies what to do
> >> with that column
> >> period = "daily", # This argument calculates Daily
> >> returns
> >> col_rename = "idr_returns") # r
- as.POSIXlt(myDat$DTG, format = "%m/%d/%Y %H:%M")
>irreg <- xts(x=myDat[,-1],order.by= as.POSIXct(myDat$DTG))
>
>which seemed to work, so I'm not sure what I was doing wrong. But I
> also gather I should probably use POSIXct objects as opposed to POSIXl
at.xts <- xts(x = dat[,-1], order.by = dat[,1])
>
>
>
> head(dat.xts)
>
>
>
> Sincerely
>
>
>
> Jeff Reichman
>
>
> [[alternative HTML version deleted]]
>
> __
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> and provide commented, minimal, self-contained,
tc were not exported. I have considered
un-exporting them. The reason I don't is because it would break code
like yours.
I hope that helps you understand my rationale.
Best,
Josh
> Regards,
> Eric
>
>
> On Fri, Jan 3, 2020 at 3:45 PM Joshua Ulrich wrote:
> >
> >
gt; > >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > > >>> https://stat.ethz.ch/mailman/listinfo/r-help
> > > >>> PLEASE do read the posting guide
> > > >> http://www.R-project.org/posting-guide.html
> > > &g
sets methods base
>
> loaded via a namespace (and not attached):
> [1] compiler_3.6.0 tools_3.6.0
>
> __
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> https://stat.ethz.ch/mailman/listinf
eption occurred. R is aborting now ...*
>
> *Segmentation fault (core dumped)*
>
> *ERROR: loading failed*
>
> ** removing ‘/usr/local/lib/R/site-library/RQuantLib’*
>
>
> *The downloaded source packages are in*
>
> * ‘/tmp/RtmpPvzBa6/downloaded_packages’*
>
> *Warnin
gt;>> length = length( symbol$AVB.Close )
>>> because the name that holds the closing price is a function of the stock
>>> symbol.
>>>
>>> Thanks,
>>> Bob
>>>
>>> __
>>> R-he
;
>>> Enduring Investments LLC
>>> W: 973.457.4602
>>> C: 551.655.8006
>>>
>>>
>>>[[alternative HTML version deleted]]
>>>
>>> __
>>> R-help@r-project.org mailing list --
> [[alternative HTML version deleted]]
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d therefore QuantLib itself) from source.
> Thanks,
> Bob
>
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> and provide commented, minimal, self-contained, reproducible code.
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t.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2017 | www.rinfinanc
r idea? Thanks,
>
> On Fri, Aug 11, 2017 at 12:04 AM, Joshua Ulrich
> wrote:
>> Use a `width` of integer index locations. And you likely want =
>> "right" (or rollapplyr(), as I used).
>>
>> R> set.seed(21)
>> R> x <- rnorm(10)
>> R&
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, 2500, 9952, 80610, 53329, NA, 53329, 64328,
> 24062, NA, 12989, 170990, NA, NA, 27416, NA, 92284, NA, -1117, 119355,
> 290345, NA, 5578.75, NA, 14845, 25077, 17460, NA, 27219, 2111, NA, 14124,
> 68531, 39015, -18391, 4616, 4142, 130162, 3764, 231839, 30196, 7689, 6308,
> N
On Thu, Mar 9, 2017 at 9:03 PM, Joshua Ulrich wrote:
> On Thu, Mar 9, 2017 at 3:46 PM, Joshua Ulrich wrote:
>> On Thu, Mar 9, 2017 at 3:31 PM, Waichler, Scott R
>> wrote:
>>> Hi,
>>>
>>> I found that apply.monthly() in xts does not work as I expect
you please help to resolve this issue.
>
> Thanks for your time.
>
> __________
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rvers.
>
> Can you please help me?
>
> regards
>
> Servet
>
>
> [[alternative HTML version deleted]]
>
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On Thu, Mar 9, 2017 at 3:46 PM, Joshua Ulrich wrote:
> On Thu, Mar 9, 2017 at 3:31 PM, Waichler, Scott R
> wrote:
>> Hi,
>>
>> I found that apply.monthly() in xts does not work as I expected in the case
>> of a sparse timeseries:
>>
>> my.dates <- a
uss the problem of sparse data?
No, because it shouldn't be a problem. :)
>
> Regards,
> Scott Waichler
> Pacific Northwest National Laboratory
> Richland, WA USA
>
> ______
> R-help@r-project.org mailing list -- To
e, as it did in this case.
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> and provid
.hold.curve)
> nan, nan
> Error in merge.xts(..., all = all, fill = fill, suffixes = suffixes) :
> 'NA' not allowed in 'index'
>
>
>
>
>
> On Monday, 27 February 2017, 12:05, Joshua Ulrich
> wrote:
>
>
> Please provide a minimal, reproduc
gt; and provide commented, minimal, self-contained, reproducible code.
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2017 | www.rinfinance.com
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.2 92.1 92.1 92.1 92 ...
> $ TEMPERATURE: num 25.2 18 18 16.3 15 ...
> $ Level_m : num 9.4 9.4 9.39 9.39 9.39 ...
>
> [[alternative HTML version deleted]]
>
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--
Joshua Ulrich
00 @ 110.399553"
> Time difference of 0.3014359 secs
> [1] "trade blotter portfolio update:"
> Time difference of 0.1732061 secs
>
>>
>
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--
Joshua Ulrich | about.me/joshuaul
he data. You need a more
accurate data source.
> Any help greatly appreciated.
>
> Thanks
> Dave
>
> [[alternative HTML version deleted]]
>
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> htt
>
>
>
>
>
>
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ds$col=c('red','blue','green')
> t$BBands$col='blue'
> reChart(theme="t")
>
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>
> ______
> R-help@r-project.org mailing list -- To
On Fri, Apr 8, 2016 at 10:51 AM, James Hirschorn
wrote:
>
>
> On 04/06/2016 07:58 PM, Joshua Ulrich wrote:
>>
>> On Tue, Apr 5, 2016 at 9:17 PM, James Hirschorn
>> wrote:
>>>
>>> OpCl works on xts objects but not on quantmod.OHLC objects. Is
> # OK
> OpCl(as.xts(q))
>
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>>> https://stat.ethz.ch/mailman/listinfo/r-help
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>>> and provide commen
Peter
>
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ols("SPY", src="google")
As I said in my prior response, Google does not make data for
LIQUIDBEES available for download.
> Duncan Murdoch
>
>
> __
> R-help@r-project.org mailing list --
ical?q=NYSEARCA%3ASPY
That page has a "Download to spreadsheet" link. The page for
LIQUIDBEES does not. So you have to scrape the data from the HTML.
> Thanks for your help.
>
> __
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> https://stat.ethz.ch/mailm
re-Assistant, HDR
>
> Ecole des Mines d’Alès (C2MA, site de Pau)
>
> Ingénierie de l'aspect visuel et tactile des matériaux
>
> Pôle « Recherche sur les Interactions des Matériaux avec leur
> Environnement » (RIME)
>
> Hélioparc, 2 av. P. Angot, F-64053 PAU CEDEX 9
>
ond line doesn't show the value? Something to do with miliseconds ?
>> Thanks
>> CE
>>
>> __
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>
sult of viruses.
>
> Please refer to http://disclaimer.bnymellon.com/eu.htm for certain
> disclosures relating to European legal entities.
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What levels are you referring to?
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t="%m/%d/%Y"))
chartSeries(X, theme="white", TA="addBBands(200,2)")
> [[alternative HTML version deleted]]
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>
>
>
>
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Getting-previous-day-data-and-implementing-it-for-quantstrat-tp4710978.html
> Sent from the R help mailing list archive at Nabble.com.
>
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e R help mailing list archive at Nabble.com.
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On Wed, Jun 10, 2015 at 8:05 PM, Joshua Ulrich wrote:
>
> This is known behavior with how POSIXt objects are printed. See the
> discussion on StackOverflow:
> http://stackoverflow.com/questions/7726034/how-r-formats-posixct-with-fractional-seconds
>
To summarize the relevant
_PAPER=en_US.UTF-8 LC_NAME=C
> [9] LC_ADDRESS=C LC_TELEPHONE=C
> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> other attached packages:
> [1]
The sessionInfo() function does not create a plot...
On Tue, Apr 7, 2015 at 12:10 PM, Raghuraman Ramachandran
wrote:
> Thanks Josh. I am not sure if I can attach a Jpeg. Please find attached.
>
> On Tue, Apr 7, 2015 at 5:47 PM, Joshua Ulrich wrote:
>> On Tue, Apr 7, 2015 at 11:30
.org mailing list -- To UNSUBSCRIBE and more, see
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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n/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
__
xts object without a date in the index. If the date doesnt
> matter, you can just set it to 1970-01-01 (or any other day).
>> ce
>>
>> __
>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https:
On Dec 20, 2014 11:11 PM, "ce" wrote:
>
>
> Dear all,
>
> I want to create a time series object from 00:00:00 to 23:59:00 without
dates ?
> I can't figure it out with xts ?
>
You can't create an xts object without a date in the index. If the date
doesn't matter, you can just set it to 1970-01-01 (
ment of HSS, IIT KGP
> KGP
>
> __
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> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-c
On Nov 16, 2014 8:10 PM, "Ernie Stokely" wrote:
>
> One of the great frustrations for a newbie to R is the documentation uses
the same syntax in its description as the items it is trying to describe, a
general no-no when giving language definitions. Why does the documentation
not include the equat
-project.org mailing list
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FOSS Trading | www.fosstrad
changed the webpage the data are scraped from. The function
will have to be re-written to scrape from the new page.
> Thanks
> Bob
>
> __
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> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-pro
ing sent
by Yahoo Finance.
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FOSS Trading | www.fosstrading.com
On Thu, Aug 28, 2014 at 11:12 PM, Adolfo Yanes wrote:
> Hello,
>
> I use getSymbols function daily to run some models with stock data. Today
> when I tried to update the sto
ough. If you
merge it with another xts object, you will have a look-ahead bias
because you will know the aggregate for the time period before it has
occurred.
>
>
> __
> Costas Vorlow
> http://www.linkedin.com/in/costasvorlow
> http://www.vorlow.com
>
> ▇ ▅ █ ▅ ▇ ▂ ▃ ▁
ostas
>
> __
>
> *Costas Vorlow
> <http://www.gravatar.com/avatar/49a9dee59073b1ed4a36440a06aeb81b> *
> *http://www.linkedin.com/in/costasvorlow
> <http://www.linkedin.com/in/co
ml
> and provide commented, minimal, self-contained, reproducible code.
It will be a lot easier, and therefore more likely, for others to help
you if you follow the instructions in the footer. Here are some
suggestions of how to create a *minimal*, reproducible example:
http://stackoverflow.com/q/59
;- test * pos.neg.1
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Sun, May 18, 2014 at 9:25 AM, Pete wrote:
> I have 3 xts objects: test, cond1, cond2
> You can download here:
>
> https://dl.dropboxusercontent.com/u/102669/obj.rar
>
>
wrote:
>>
>> Hello,
>>
>> On Tue, Mar 11, 2014 at 8:45 PM, Joshua Ulrich
>> wrote:
>> > On Tue, Mar 11, 2014 at 12:14 AM, Bill wrote:
>> >>
>> >> Hello. I have a dataframe that has a date column. The intervals between
>> >
will work if you drop
the dimensions of your single-column xts object:
testt <- cpt.mean(drop(testTSRad))
> My data is below. Is there a way to convert it to ts?
>
Yes, as is generally the case, use the "as" method:
as.ts(testTSRad)
Best,
--
Joshua Ulrich | about.me/joshua
This is related to:
http://stackoverflow.com/q/21393866/271616
http://stackoverflow.com/q/21484267/271616
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Tue, Feb 4, 2014 at 6:07 PM, Jairaj Gupta wrote:
> Hi,
>
> I have done the following:
>
>
>> as.numeric(SPY["2007-01-03"]$SPY.Adjusted) >
>> as.numeric(SPY["2007-01-04"]$SPY.Adjusted)
> [1] FALSE
>
>
> Is this the expected behavior ?
>
Yes, see: http://stackoverflow.com/q/7097437/271616
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Tr
You can use the which.i argument to [.xts:
> is.null(SPY["2009-01-18",which.i=TRUE])
[1] TRUE
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Sat, Jan 25, 2014 at 9:27 AM, ce wrote:
> Dear all
>
>
> How to test if xts date
et by column first, then row,
if you insist on making two calls to the subset-replacement function.
I would encourage you to use Arun's solution. It's cleaner and faster
because it's only one function call and it avoids the "$" function
(which is marginally slower on xts obj
On Tue, Dec 24, 2013 at 3:36 PM, mamush bukana wrote:
> Hi Jeff,
> >From your words (if our words really describe us), I hope you don't expect
> me to teach you that this is "r-help" room. I don't expect you to tell me
> that I am a layman. I already know it and that is why I am here seeking a
> h
esume that if it
> were that simple, why would the version crated a week ago not work?
>
I don't know; that's a question for the R-Forge maintainers. It looks
like they're building with 3.0.2, but I'm not sure that matters. The
easiest thing to do it just check out
s the end of it.
> Does anyone know if it is possible to run quantstrat with the current version
> of R?
Yep, see here: http://stackoverflow.com/q/11105131/271616
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
_
9
>> #2013-11-07 -0.004390787 -0.0188959585NA
>> #2013-11-07 NANA 0.0068094113
>> #2013-11-080.0 0.0136779259NA
>> #2013-11-10 NANA 0.0010398246
>> #2013-11-110.003
or
> expected for xts objects?
>
xts doesn't have a $<- method, so $<-.zoo is dispatched. I'm not
familiar with the function, but the behavior you found is explicitly
defined, so that seems to suggest it was intended.
>From "$<-.zoo":
wi <- match(x, colnames(o
n common, so there's nothing to
compare.
Convert series1's index to yearmon, and the comparison works.
> index(series1) <- as.yearmon(index(series1))
> tail(series1 > series2)
GSPC
2013-06-01 TRUE
2013-07-01 TRUE
2013-08-01 TRUE
2013-09-01 TRUE
2013-10-01 TRUE
Have you read these instructions?
http://cran.r-project.org/bin/linux/ubuntu/README.html
They say to run
sudo apt-get install r-base-dev
which should install 'build-essential' (which is an Ubuntu package,
not an R package).
--
Joshua Ulrich | about.me/joshuaulrich
FO
mbols("YHOO")
YHOO$YHOO.Return <- ROC(Ad(YHOO),type="discrete")
f <- function(x,n) {
coredata(last(x,n))
}
# one way
x <- sapply(split(YHOO$YHOO.Return, "months"), f, n=10)
rowMeans(x)
# another way
ep <- endpoints(YHOO,"months")
y <- period.apply
gt; Can someone help me using this data or help me to download different data?
>
Use quantmod::getSymbols.
library(quantmod)
getSymbols("MCD")
str(MCD)
And read ?xts for ways to subset the MCD object.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
r != R (you mis-typed the first argument to VaR). This works:
library(PerformanceAnalytics)
data(sample_matrix)
x <- Return.calculate(as.xts(sample_matrix))
VaR(R=x, p=0.99, method="historical")
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
; available through the install.packages() function off the CRAN mirror
> system) and to use its ROC function.
>
But note that TTR::ROC uses continuous, not discrete, compounding by default.
So you need:
ROC(test$Y, n=1, type="discrete")
Best,
--
Joshua Ulrich | about.me/joshuaulric
ooong way around.
> as.numeric(d$close[10]) - as.numeric( d$open[9] )
>
> But, that is horrendously slow.
>
> Suggestions?
>
Use lag.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFina
Hi David,
Unfortunately, there's no way for the user to do that. You would need
to change line 522 in de4_0.c (where the printing occurs) and
rebuild/install the package.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance
consuming way to import and merge a lot
> of time series?
>
Try something in between the two extremes (merging all objects at
once, versus merging every new object with the accumulated object).
For example, try merging 100-1000 objects at a time.
You might also benefit from converting y
>> 1 1 201
>> 2 2 202
>> 3 3 203
>> 4 4 204
>> 5 5 205
>> 6 6 206
>> 7 7 207
>> 8 8 208
>> 9 9 209
>> 10 10 210
>
> all= is an argument to cbind.zoo so it cannot be used as a column name.
>
>&
or list elements named 'fill',
'suffixes', or 'drop'.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Mon, Apr 8, 2013 at 2:54 PM, Harry Mamaysky wrote:
> Can some
(x),-1)
aaabbbcccddd
2001-01-03 179.7061 239.11 1712.6 271.10
2001-01-04 181.1751 243.24 1689.1 267.15
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Sun, Apr 7, 201
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