[R] problems with rollapply {zoo}

Here is a relatively simple script (with comments as to the logic interspersed): # Some of these libraries are probably not needed here, but leaving them in place harms nothing: library(tseries) library(xts) library(quantmod) library(fGarch) library(fTrading) library(ggplot2) # Set the w

Re: [R] plotOHLC(alpha3): Error in plotOHLC(alpha3) : x is not a open/high/low/close time series

Thanks Joshua, That did it. Cheers, Ted -- View this message in context: http://r.789695.n4.nabble.com/plotOHLC-alpha3-Error-in-plotOHLC-alpha3-x-is-not-a-open-high-low-close-time-series-tp4283217p4286963.html Sent from the R help mailing list archive at Nabble.com. __

Re: [R] plotOHLC(alpha3): Error in plotOHLC(alpha3) : x is not a open/high/low/close time series

Hi Joshua, Thanks. I had used irts because I thought I had to. The tick data I have has some minutes in which there is no data, and others when there are hundreds, or even thousands. If xts supports irregular data, the that is one less step for me to worry about. Alas, your suggestion didn't h

[R] plotOHLC(alpha3): Error in plotOHLC(alpha3) : x is not a open/high/low/close time series

R version 2.12.0, 64 bit on Windows. Here is a short script that illustrates the problem: library(tseries) library(xts) setwd('C:\\cygwin\\home\\Ted\\New.Task\\NKs-01-08-12\\NKs\\tests') x = read.table("quotes_h.2.dat", header = FALSE, sep="\t", skip=0) str(x) y <- data.frame(as.POSIXl

[R] How do I get rid of list elements where the value is NULL before applying rbind?

Here is the function that makes the data.frames in the list: funweek <- function(df) if (length(df$elapsed_time) > 5) { res = fitdist(df$elapsed_time,"exp") year = df$sale_year[1] sample = df$sale_week[1] mid = df$m_id[1] estimate = res$estimate sd = res$sd samplesize

[R] One problem with RMySQL and a query that returns an empty recordset

My last query related to this referred to a problem with not being able to store data. A suggestion was made to try to convert the data returned by fitdist into a data.frame before using rbind. That failed, but provided the key to solving the problem (which was to create a data.frame using the va

[R] Troubles with DBI's dbWriteTable in RMySQL

I am feeling rather dumb right now. I created what I thought was a data.frame as follows: aaa <- lapply(split(moreinfo,list(moreinfo$m_id),drop = TRUE), fun_m_id) m_id_default_res <- do.call(rbind, aaa) print("==") m_id_default_res print("==

[R] Elementary question about computing confidence intervals.

I would have thought this to be relatively elementary, but I can't find it mentioned in any of my stats texts. Please consider the following: library(fitdistrplus) fp = fitdist(y,"exp"); rate = fp$estimate; sd = fp$sd fOneWeek = exp(-rate*7); #fraction that happens within a week - y is m

Re: [R] I need help making a data.fame comprised of selected columns of an original data frame.

Hi Steve, Thanks Here is a tiny subset of the data: > dput(head(moreinfo, 40)) structure(list(m_id = c(171, 206, 206, 206, 206, 206, 206, 218, 224, 224, 227, 229, 229, 229, 229, 229, 229, 229, 229, 233, 233, 238, 238, 251, 251, 251, 251, 251, 251, 251, 251, 251, 251, 251, 251, 251, 251, 251, 251,

[R] I need help making a data.fame comprised of selected columns of an original data frame.

I must have missed something simple, but still, i don't know what. I obtained my basic data as follows: x <- sprintf("SELECT m_id,sale_date,YEAR(sale_date) AS sale_year,WEEK(sale_date) AS sale_week,return_type,0.0001 + DATEDIFF(return_date,sale_date) AS elapsed_time FROM `merchants2`.`risk_input`

Re: [R] How do I combine lists of data.frames into a single data frame?

hat you know ahead of time how many total data frames > will be created, you can use vector("list", N), where N is the number of > total list elements that you will require. For example: > > > vector("list", 5) > [[1]] > NULL > > [[2]] > NULL >

Re: [R] How do I combine lists of data.frames into a single data frame?

en calling rbind after the loop on the list of such data.frames? Thanks again, Ted On Thu, Jul 15, 2010 at 3:27 PM, Marc Schwartz wrote: > On Jul 15, 2010, at 2:18 PM, Ted Byers wrote: > > > The data.frame is constructed by one of the following functions: > > > > funweek

[R] How do I combine lists of data.frames into a single data frame?

The data.frame is constructed by one of the following functions: funweek <- function(df) if (length(df$elapsed_time) > 5) { rv = fitdist(df$elapsed_time,"exp") rv$year = df$sale_year[1] rv$sample = df$sale_week[1] rv$granularity = "week" rv } funmonth <- function(df) if (

Re: [R] exercise in frustration: applying a function to subsamples

ple is greater than > 1000? > Thanks Ted On Mon, Jul 12, 2010 at 4:02 PM, jim holtman wrote: > try 'drop=TRUE' on the split function call. This will prevent the > NULL set from being sent to the function. > > On Mon, Jul 12, 2010 at 3:10 PM, Ted Byers wrote: &

Re: [R] exercise in frustration: applying a function to subsamples

ple size of a given subsample is greater than, say, 100? Even better, is there a way to make the split more dynamic, so that it groups a given m_id's data by month if the average weekly subsample size is less than 100, or by day if the average weekly subsample is greater than 1000? Thanks Ted

[R] exercise in frustration: applying a function to subsamples

>From the documentation I have found, it seems that one of the functions from package plyr, or a combination of functions like split and lapply would allow me to have a really short R script to analyze all my data (I have reduced it to a couple hundred thousand records with about half a dozen recor

[R] Query about using timestamps returned by SQL as 'factor' for split

I have a simple query as follows: "SELECT m_id,sale_date,YEAR(sale_date),WEEK(sale_date),return_type,DATEDIFF(return_date,sale_date) AS elapsed_time FROM risk_input" I can get, and view, all the data that that query returns. The question is, sale_date is a timestamp, and I need to call split to

[R] I need guidance on better data management in preparation for time series analysis

OK, I have managed to use some of the basic processes of getting data from my DB, passing it as a whole to something like fitdistr, &c. I know I can implement most of what I need using a brute force algorithm based on a series of nested loops. I also know I can handle some of this logic in a brut

Re: [R] Can RMySQL be used for a paramterized query?

gt;From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > >On Behalf Of Henrique Dallazuanna > >Sent: June 10, 2010 8:47 AM > >To: Ted Byers > >Cc: R-help Forum > >Subject: Re: [R] Can RMySQL be used for a paramterized query? > > > >I

[R] Can RMySQL be used for a paramterized query?

I have not found anything about this except the following from the DBI documentation : Bind variables: the interface is heavily biased towards queries, as opposed > to general > purpose database development. In particular we made no attempt to define > “bind > variables”; this is a mechanism by wh

[R] TS model

I am looking at a new project involving time series analysis. I know I can complete the tasks involving VARMA using either dse or mAr (and I think there are a couple others that might serve). However, there is one task that I am not sure of the best way to proceed. A simple example illustrates w

[R] What does this warning mean: "DLL attempted to change FPU control word from 8001f to 9001f"

I started a brand new session in R 2.10.1 (on Windows). If it matters, I am running the community edition of MySQL 5.0.67, and it is all running fine. I am just beginning to examine the process of getting timer series data from one table in MySQL, computing moving averages and computing a selectio

Re: [R] Upgrade process for libraries: can I use installed.packages on an old installation followed by install.packages in a new one

ith old, potentially broken, stuff. Thanks Ted On Thu, Apr 29, 2010 at 4:59 PM, Erik Iverson wrote: > > > Ted Byers wrote: > >> I tend to have a lot of packages installed, in part because of a wide >> diversity of interests and a disposition of examining different ways to &

[R] Upgrade process for libraries: can I use installed.packages on an old installation followed by install.packages in a new one

I tend to have a lot of packages installed, in part because of a wide diversity of interests and a disposition of examining different ways to accomplish a given task. I am looking for a better way to upgrade all my packages when I upgrade the version of R that I am running. On looking at support

[R] Error loading RMySQL

I have R 2.10.1 and 2.9.1 installed, and both have RMySQL packages installed. I script I'd developed using an older version (2.8.?, I think) used RMySQL too and an older version of MySQL (5.0.?), and worked fine at that time (about a year and a half ago +/- a month or two). But now, when I run it

Re: [R] The time series analysis functions/packages don't seem to like my data

On Fri, Jul 3, 2009 at 9:05 PM, Mark Knecht wrote: > On Fri, Jul 3, 2009 at 5:54 PM, Ted Byers wrote: >> Sorry, I should have read the read.zoo documentation before replying >> to thank Gabor for his repsonse. >> >> Here is how it starts: >> >> "rea

Re: [R] The time series analysis functions/packages don't seem to like my data

rs, Ted On Fri, Jul 3, 2009 at 8:40 PM, Mark Knecht wrote: > On Fri, Jul 3, 2009 at 4:34 PM, Ted Byers wrote: >> Hi Mark >> >> Thanks for replying. >> >> Here is a short snippet that reproduces the problem: >> >> library(PerformanceAnalytics) >> t

Re: [R] The time series analysis functions/packages don't seem to like my data

might take a look at Gabor's response to me to see if read.zoo can help move data from a file (or whatever is returned by read.csv) into a zoo series. Cheers, Ted On Fri, Jul 3, 2009 at 8:40 PM, Mark Knecht wrote: > On Fri, Jul 3, 2009 at 4:34 PM, Ted Byers wrote: >> Hi Mark &

Re: [R] The time series analysis functions/packages don't seem to like my data

me series functions require. Thank you. This is quite useful. Cheers Ted > library(PerformanceAnalytics) > table.Drawdowns(diff(log(z$V3))) > > That gives me an error and looking into it it seems > likely that table.Drawdowns fails when there is only one > drawdown. > >

Re: [R] The time series analysis functions/packages don't seem to like my data

Hi David, Thanks for replying. On Fri, Jul 3, 2009 at 8:08 PM, David Winsemius wrote: > > On Jul 3, 2009, at 7:34 PM, Ted Byers wrote: > >> Hi Mark >> >> Thanks for replying. >> >> Here is a short snippet that reproduces the problem: >> >> lib

Re: [R] The time series analysis functions/packages don't seem to like my data

ce monthly, annual or annualized rates of return if one did that?). Thanks Ted On Fri, Jul 3, 2009 at 6:39 PM, Mark Knecht wrote: > On Fri, Jul 3, 2009 at 2:48 PM, Ted Byers wrote: >> I have hundreds of megabytes of price data time series, and perl >> scripts that extract it to t

[R] The time series analysis functions/packages don't seem to like my data

I have hundreds of megabytes of price data time series, and perl scripts that extract it to tab delimited files (I have C++ programs that must analyse this data too, so I get Perl to extract it rather than have multiple connections to the DB). I can read the data into an R object without any probl

[R] Where can I find information on how to subsample a time series?

I suspect I'm looking in the wrong places, so guidance to the relevant documentation would be as welcome as a little code snippet. I have time series data stored in a MySQL database. There is the usual DATE field, along with a double precision number: there are daily values (including only normal

Re: [R] Mystery Error in midnightStandard

Hi Yohan, On Wed, Jan 28, 2009 at 10:28 AM, Yohan Chalabi wrote: > >>>> "TB" == Ted Byers > >>>> on Wed, 28 Jan 2009 09:30:58 -0500 > > TB> It is certain that all entries have the same format, but I'm > TB> starting to >

Re: [R] Mystery Error in midnightStandard

Hi Yohan, Thanks. On Wed, Jan 28, 2009 at 4:57 AM, Yohan Chalabi wrote: > >>>> "TB" == Ted Byers > >>>> on Tue, 27 Jan 2009 16:00:27 -0500 > > TB> I wasn't even aware I was using midnightStandard. You won't > TB> find i

[R] Mystery Error in midnightStandard

I wasn't even aware I was using midnightStandard. You won't find it in my script. Here is the relevant loop: date1 = timeDate(charvec = Sys.Date(), format = "%Y-%m-%d") date1 dow = 3; for (i in 1:length(V4) ) { x = read.csv(as.character(V4[[i]]), header = FALSE, na.strings=""); y = x[,1];

Re: [R] Can I create a timeDate object using only year and week of the year values?

Thanks Patrick. On Tue, Jan 27, 2009 at 2:03 PM, Patrick Connolly < p_conno...@slingshot.co.nz> wrote: > On Tue, 27-Jan-2009 at 11:36AM -0500, Ted Byers wrote: > > > [] > > > |> Does timeDate use the format strings used by the UNIX date(1) > |> comma

[R] Can I create a timeDate object using only year and week of the year values?

For a model I am working on, I have samples organized by year and week of the year. For this model, the data (year and week) comes from the basic sample data, but I require a value representing the amount of time since the sample was taken (actually, for the purpose of the model, it is sufficient

Re: [R] Staging area for data before read into R

Ah, OK. That is new since I used Excel last. Thanks On Tue, Oct 21, 2008 at 5:52 PM, Gabor Grothendieck <[EMAIL PROTECTED]> wrote: > You can create data entry forms without VB in Excel too. > > On Tue, Oct 21, 2008 at 5:09 PM, Ted Byers <[EMAIL PROTECTED]> wrote: >>

Re: [R] Staging area for data before read into R

made. When that happens, it is likely I was not part of his intended market: nothing more can be implied. Rolf Turner-3 wrote: > > > On 22/10/2008, at 8:18 AM, Ted Byers wrote: > > > >> ... even with all the power and utility of Excel ... > >

Re: [R] Staging area for data before read into R

to do most of those things. Gabor Grothendieck wrote: > > On Tue, Oct 21, 2008 at 3:18 PM, Ted Byers <[EMAIL PROTECTED]> wrote: >> There are tradeoffs no matter what route you take. >> You can do validation in Access as you can in Excel, but Excel is not >> designed

Re: [R] Staging area for data before read into R

There are tradeoffs no matter what route you take. I worked on a project a few years ago, repairing an MS Access DB that had been constructed, data entry forms and all, by one of the consulting engineers. They supported that development because they found that even with all the power and utili

Re: [R] Staging area for data before read into R

Define "better". Really, it depends on what you need to do (are all your data appropriately represented in a 2D array?) and what resources are available. If all your data can be represented using a 2D array, then Excel is probably your best bet for th enear term. If not, you might as well bite

[R] How to get estimate of confidence interval?

I thought I was finished, having gotten everything to work as intended. This is a model of risk, and the short term forecasts look very good, given the data collected after the estimates are produced (this model is intended to be executed daily, to give a continuing picture of our risk). But now

Re: [R] Two last questions: about output

database table should have the > same names in the same order and use dbWriteTable(..., append = TRUE) > > > On Wed, Oct 15, 2008 at 11:54 PM, Ted Byers <[EMAIL PROTECTED]> wrote: >> Thanks Gabor, >> >> I get how to make a frame using existing vectors. In my exam

Re: [R] Argh! Trouble using string data read from a file

Thank you Prof. Ripley. I appreciate this. Have a good day. Ted On Thu, Oct 16, 2008 at 12:20 AM, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > On Wed, 15 Oct 2008, Ted Byers wrote: > >> Thanks Jim, >> >> I hadn't seen the distinction between the commandline

Re: [R] Two last questions: about output

, Oct 15, 2008 at 9:57 PM, Gabor Grothendieck <[EMAIL PROTECTED]> wrote: > Put the data in an R data frame and use dbWriteTable() to > write it to your MySQL database directly. > > On Wed, Oct 15, 2008 at 9:34 PM, Ted Byers <[EMAIL PROTECTED]> wrote: >> >> Here

[R] Two last questions: about output

Here is my little scriptlet: optdata = read.csv("K:\\MerchantData\\RiskModel\\AutomatedRiskModel\\soptions.dat", header = FALSE, na.strings="") attach(optdata) library(MASS) setwd("K:\\MerchantData\\RiskModel\\AutomatedRiskModel") for (i in 1:length(V4) ) { x = read.csv(as.character(V4[[i]]),

Re: [R] Argh! Trouble using string data read from a file

line, typing an > objects name is equivalent to printing that object, but it only > happens at the command line. If you want a value printed, the 'print' > it. Also works at the command line if you want to use it there also. > > On Wed, Oct 15, 2008 at 5:36 PM, Ted Byers <[

Re: [R] Argh! Trouble using string data read from a file

in the call: >> >> x = read.csv(as.character(V4[[i]]), header = FALSE > > No. This won't help. V4 is a column of the data frame optdata, > and hence is a vector. Not a list! Use single brackets --- V4[i] --- > and all will be well. > >cheers, > >

[R] Argh! Trouble using string data read from a file

Here is what I tried: optdata = read.csv("K:\\MerchantData\\RiskModel\\AutomatedRiskModel\\soptions.dat", header = FALSE, na.strings="") optdata attach(optdata) for (i in 1:length(V4) ) { x = read.csv(V4[[i]], header = FALSE, na.strings="");x } And here is the outcome (just a few of the 60 reco

[R] Can R scripts executed in batch mode take a commandline argument?

I have examined the documentation for batch mode use of R: R CMD BATCH [options] infile [outfile] The documentation for this seems rather spartan. Running "R CMD BATCH --help" gives me info on only two options: one for getting help and the other to get the version. I see, further on, that th

[R] dbAppy questions/clarifications

In the example in the documentation, I see: rs <- dbSendQuery(con, "select Agent, ip_addr, DATA from pseudo_data order by Agent") out <- dbApply(rs, INDEX = "Agent", FUN = function(x, grp) quantile(x$DATA, names=FALSE)) Maybe I am a bit thick, but it took me a while, and a

Re: [R] Getting frustrated with RMySQL

t; MyColumnB = `2*x` ") > > See http://gsubfn.googlecode.com > > > On Tue, Oct 14, 2008 at 5:32 PM, Jeffrey Horner > <[EMAIL PROTECTED]> wrote: >> Ted Byers wrote on 10/14/2008 02:33 PM: >>> >>> Getting the basic stuff to work is trivially si

Re: [R] Getting frustrated with RMySQL

Thanks Jeffrey and Barry, I like the humour. I didn't know about xkcd.com, but the humour on it is familiar. I saw little Bobby Tables what seems like eons ago, when I first started cgi programming. Anyway, I recognized the risk of an injection attack with this use of sprint, but in this case,

[R] Getting frustrated with RMySQL

Getting the basic stuff to work is trivially simple. I can connect, and, for example, get everything in any given table. What I have yet to find is how to deal with parameterized queries or how to do a simple insert (but not of a value known at the time the script is written - I ultimately want

[R] Applying an R script to data within MySQL? How to?

I am trying something I haven't attempted before and the available documentation doesn't quite answer my questions (at least in a way I can understand). My usual course of action would be to extract my data from my DB, do whatever manipulation is necessary, either manually or using a C++ program,

[R] Please help me interpret these results (fitting distributions to real data)

I just thought of a useful metaphore for the problem I face. I am dealing with a problem in business finance, with two kinds of related events. However, imagine you have a known amount of carbon (so many kilograms), but you do not know what fraction is C14 (and thus radioactive). Only the C14 w

Re: [R] What distribution is related to hypergeometric?

> I have weekly samples of two kinds of events: call them A and B. I have a count of A events. These > change dramatically from one week to the next. I also have weekly counts > of B events that I can relate > to A events. Some fraction 'lambda' (between 1 and 1) of A events will > result in

[R] What distribution is related to hypergeometric?

I have been reading, in various sources, that a poisson distribution is related to binomial, extending the idea to include numbers of events in a given period of time. In my case, the hypergeometric distribution seems more appropriate, but I need a temporal dimension to the distribution. I have

[R] Trouble understanding the behaviour of stableFit(fBasics)

Can anyone explain such different output: > stableFit(s,alpha = 1.75, beta = 0, gamma = 1, delta = 0, + type = c("q", "mle"), doplot = TRUE, trace = FALSE, title = NULL, + description = NULL) Title: Stable Parameter Estimation Call: .qStableFit(x = x, doplot = doplot, title = title

Re: [R] Statistical question re assessing fit of distribution functions.

land, Ph.D. > Senior Bioinformatics Scientist > Agencourt Bioscience Corporation - A Beckman Coulter Company > 500 Cummings Center, Suite 2450 > Beverly, MA 01915 > www.agencourt.com > > On Mon, Sep 22, 2008 at 12:26 PM, Ted Byers <[EMAIL PROTECTED]> wrote: >> >&g

[R] Statistical question re assessing fit of distribution functions.

I am in a situation where I have to fit a distrution, such as cauchy or normal, to an empirical dataset. Well and good, that is easy. But I wanted to assess just how good the fit is, using ks.test. I am concerned about the following note in the docs (about the example provided): "Note that the

[R] Re lative novice: Working with fitdistr(MASS): 3 questions

OK, I am now at the point where I can use fitdistr to obtain a fit of one of the standard distributions to mydata. It is quite remarkable how different the parameters are for different samples through from the same system. Clearly the system itself is not stationary. Anyway, question 1: I requ

Re: [R] Why isn't R recognising integers as numbers?

. Thanks Ted Marc Schwartz wrote: > > on 09/21/2008 08:01 PM Ted Byers wrote: >> I have a number of files containing anywhere from a few dozen to a few >> thousand integers, one per record. >> >> The statement "refdata18 = >> read.csv("K:\\MerchantD

Re: [R] Why isn't R recognising integers as numbers?

t; Error in scan(file, what, nmax, sep, dec, quote, skip, nlines, na.strings, > : > scan() expected 'an integer', got 'v' >> scan("", what=0L) # good input > 1: 1 > 2: 2 > 3: 3 > 4: > Read 3 items > [1] 1 2 3 >> > > On Sun, Sep

[R] Why isn't R recognising integers as numbers?

I have a number of files containing anywhere from a few dozen to a few thousand integers, one per record. The statement "refdata18 = read.csv("K:\\MerchantData\\RiskModel\\Capture.Week.18.csv", header = TRUE,na.strings="")" works fine, and if I type refdata18, I get the integers displayed, one va

[R] Re lative Novice ? "Can I get some explanation of the docs for fitdistr(MASS)?"

In the docs I see: Usage fitdistr(x, densfun, start, ...) Arguments x A numeric vector. densfun Either a character string or a function returning a density evaluated at its first argument. Distributions "beta", "cauchy", "chi-squared", "exponential", "f", "gamma", "geometric", "log-normal", "

Re: [R] Novice question about getting data into R

Thanks one and all. Actually, I used OpenOffice's spreadsheet to creat the csv file, but I have been using it long enough to know to specify how I wanted it, and sometimes, when that proves annoying, I'll use Perl to finess it the way I want it. It seems my principle error was to assume that it

[R] Novice question about getting data into R

I found it easy to use R when typing data manually into it. Now I need to read data from a file, and I get the following errors: > refdata = > read.table("K:\\MerchantData\\RiskModel\\refund_distribution.csv", header > = TRUE) Error in scan(file, what, nmax, sep, dec, quote, skip, nlines, na.str

[R] Use of distribution model to estimate probability of an event

I have a situation where there ae two kinds of events: A and B. B does not occur without A occuring first, and a percentage of A events lead to an event B some time later and the remaining ones do not. I have n independant samples, with a frequency of events B by week, until event B for a given

Re: [R] library/function that estimates parameters of well known distributions from empirical data?

to apply it to the output from these two functions)? I just read the help provided for each and neither mentions AIC. Thanks again Ben Ted Ben Bolker wrote: > > Ted Byers gmail.com> writes: > >> >> >> I found this a few months ago, but for the life of m

[R] library/function that estimates parameters of well known distributions from empirical data?

I found this a few months ago, but for the life of me I can't remember what the function or package was, and I have had no luck finding it this week. I have found, again, the functions for working with distributions like Cauchy, F, normal, &c., and ks.test, but I have not found the functions for

Re: [R] "license" for a university

Erin, I trust you know what you risk when you assume. ;-) There IS a license, but it basically lets you copy or distribute it, or, in your case, install on as many machines as you wish. It is the "GNU GENERAL PUBLIC LICENSE". Like most open source software I use, the Gnu license is in place p