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]]
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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
> 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-contained, reproducible code.
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading |
_
> 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 commented, minimal, self-contained, reproducible
-- To
> > UNSUBSCRIBE and more, see
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > <https://stat.ethz.ch/mailman/listinfo/r-help>
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > <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]]
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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 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
Hello,
in some R sessions, method dispatch for objects of the (S4) class “lavaan"
fail. An example from such a “bad” session:
> library(lavaan)
> HS.model <- ' visual =~ x1 + x2 + x3
+ textual =~ x4 + x5 + x6
+ speed =~ x7 + x8 + x9 '
> fit <- cfa(HS.model, data =
sets methods base
>
> loaded via a namespace (and not attached):
> [1] compiler_3.6.0 tools_3.6.0
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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]]
>
> ______
> 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/posti
d therefore QuantLib itself) from source.
> Thanks,
> Bob
>
> __
> 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
> 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 commented, minimal, self-contained, reproducible code.
--
> 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 commented, minimal, self-contained, reproducible c
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&
> 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 commented, minimal, self-contained, reproducible
, 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.
>
> ______
> 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://ww
rvers.
>
> Can you please help me?
>
> regards
>
> Servet
>
>
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mai
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.
> __
> 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 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
__
R-help@r-project.org mailing list -- To UNSUBSCRIBE an
.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]]
>
> __
> R-help@r-project.org mailing li
___
> 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 commented, minimal, self-contained, reproducible code.
--
Joshua Ulrich
00 @ 110.399553"
> Time difference of 0.3014359 secs
> [1] "trade blotter portfolio update:"
> Time difference of 0.1732061 secs
>
>>
>
> __
> R-help@r-project.org mailing list -- To
.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 commented, minimal, self-contained, reproducible code.
--
Joshua Ulrich | about.me/joshuaul
he data. You need a more
accurate data source.
> Any help greatly appreciated.
>
> Thanks
> Dave
>
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> htt
>
>
>
>
>
>
> [[alternative HTML version deleted]]
>
>
> ___
> r-sig-fina...@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you wan
ds$col=c('red','blue','green')
> t$BBands$col='blue'
> reChart(theme="t")
>
> [[alternative HTML version deleted]]
>
> ______
> 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))
>
> [[alternative HTML version deleted]]
>
> __
> 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 gui
___
>>> 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
Peter
>
> [[alternative HTML version deleted]]
>
> __
> 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/pos
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.
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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
>>
>> __
>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>
sult of viruses.
>
> Please refer to http://disclaimer.bnymellon.com/eu.htm for certain
> disclosures relating to European legal entities.
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list -- To UNS
es the result you
expect:
z2 <- scale(z)
m <- apclusterK(negDistMat(r=2), z2, K=2, verbose=TRUE)
plot(m, z2)
plot(m, z) ## it even works to superimpose the clustering result on
the original data
I hope that helps.
Best regards,
Ulrich
## seq1 against seq3:
which(strsplit(as.character(aln)[1], split="")[[1]] !=
strsplit(as.character(aln)[3], split="")[[1]])
I hope this helps.
Best regards,
Ulrich
P.S.: I fully agree with Bert that the Bioconductor support forum would
be a good place to discuss this.
_
> 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 commented, minimal, self-contained, reproducible code
What levels are you referring to?
> [[alternative HTML version deleted]]
>
> __
> 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
>
t="%m/%d/%Y"))
chartSeries(X, theme="white", TA="addBBands(200,2)")
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/ma
>
> ______
> 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 commented, minimal, self-
>
>
>
>
>
> --
> 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.
>
> ______
_____
> 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 commented, minimal, self-contained, rep
e R help mailing list archive at Nabble.com.
>
> __
> 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.ht
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
> 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-contained, reproducible code.
--
Joshua Ulrich | about.me/joshuaulrich
I use?
Attached a figure showing the means of 4 replicates.
Many thanks.
Best wishes,
Jan.
---
Dr Jan-Ulrich Kreft
+44 (0)121 41-48851
School of Biosciences
University of Birmingham, Birmingham, B15 2TT, UK
http://www.tinyurl.com/kreftlab
Cells_vs_rpm_means2.pdf
Description: Cells_vs_rpm_means
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
__
ours either do not exist or
exist twice.
> ce
>
>
> -Original Message-
> From: "Joshua Ulrich" [josh.m.ulr...@gmail.com]
> Date: 12/21/2014 12:53 AM
> To: "ce"
> CC: "R-Help"
> Subject: Re: [R] How to create a time series object with
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 (
y matrices. For
more details, see the package documentation and the following URLs:
http://www.bioinf.jku.at/software/apcluster/
http://cran.r-project.org/web/packages/apcluster/index.html
Best regards,
Ulrich Bodenhofer
*
ment of HSS, IIT KGP
> KGP
>
> __
> R-help@r-project.org mailing list
> 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
> 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-contained, reproducible code.
--
Joshua Ulrich | about.me/joshuaulrich
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
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-pro
ing sent
by Yahoo Finance.
--
Joshua Ulrich | about.me/joshuaulrich
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
/apcluster/index.html
Best regards,
Ulrich Bodenhofer
*Dr. Ulrich Bodenhofer*
Associate Professor
Institute of Bioinformatics
*Johannes Kepler University*
Altenberger Str. 69
4040 Linz, Austria
Tel. +43 732 2468 4526
Fax +43 732
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
, if you
upgrade Rcpp to 0.11.0, you will have to re-install apcluster - no
matter which version of apcluster you are using. In this case, we advise
you to upgrade apcluster to version 1.3.3 for maximum compatibility with
Rcpp 0.11.0.
Best regards,
Ulrich
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
(YHOO$YHOO.Return, ep, f, n=10)
colMeans(y)
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Wed, Aug 21, 2013 at 8:36 PM, Brijesh Gulati wrote:
> Hi:
>
> I have a financial series data. For instance, one can take YHOO from the
> quantmod pa
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
1 - 100 of 230 matches
Mail list logo
