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1,265 results for “from:Ulrich”

quantmod: how to add custom timeseries (addTA?)
Joshua Ulrich · Oct 8, 2008 · r-sig-finance

Michael, I'll have to leave that question to Jeff Ryan, the package author. You can avoid printing a legend for the lowest low by using the TA= arg in chartSeries: chartSeries(YHOO, TA="addTA(min55,on=1)") Best, Josh...

[Rcpp-devel] Testing for existence of named components
Ulrich Bodenhofer · Mar 28, 2012 · rcpp-devel

Hi, My question is the following: is there any way of checking in whether a component of an Rcpp list (or vector) with a given name exists in this list. If I simply try accessing a non-existing component, I...

Version 1.4.0 of the 'apcluster' package
Ulrich Bodenhofer · Dec 3, 2014 · r-help

Dear colleagues, This is to inform you that Version 1.4.0 of the R package 'apcluster' has been released on CRAN earlier this week. This is a major release that - apart from other important improvements - fulfills a long-term...

[R-pkg-devel] Need to call strptime() with specific LC_TIME
Joshua Ulrich · Apr 10, 2017 · r-package-devel

Hi, I'm looking for any guidance/best-practices about how to deal with an issue a quantmod user ran into an issue when calling getSymbols.google(): https://github.com/joshuaulrich/quantmod/issues/140 Google provides a CSV where the...

how do you use get.hist.quote() to obtain dividend
Joshua Ulrich · Jan 4, 2009 · r-sig-finance

Hi Andrew, You can use TTR's functionality to get both split and dividend information from Yahoo Finance. x <- getYahooData("SPY", type='split', quiet=TRUE) Best, Josh -- http://quantemplation.blogspot.com On Sun, Jan 4, 2009 at 7:31 PM...

[Bioc-devel] BSgenome.* packages on taishan
Ulrich Bodenhofer · Oct 3, 2025 · bioc-devel

Dear colleagues, Since the release of Bioconductor 3.22 is coming closer (less than four weeks from now), I wanted to ask the following question: My package ?podkat? has been failing on ?taishan? for quite some time already. The reason...

Regarding: stat.math.ethz.ch mailing list memberships reminder
Joshua Ulrich · Mar 7, 2014 · r-devel

Please read the instructions/warnings before subscribing. "You may enter a privacy password below. This provides only mild security, but should prevent others from messing with your subscription. Do not use a valuable password as it will occasionally be emailed...

Functions on matrix row level
Arndt, Ulrich, VF-VP · Jan 28, 2002 · r-help

Hi together, I have some data in a matrix structure - say 1000 rows with 10 columns. And I like to do some calculations (like max, avg or min) on row level. The only solution I found so fare was using...

vecLib-based BLAS not working with R 4.5.0
Ulrich Keller · Apr 15, 2025 · r-sig-mac

Thanks a lot. Installing OpenBLAS through Homebrew and symlinking it worked fine (to my surprise) and it's almost as fast as vecLib. > On 15 Apr 2025, at 13:49, Prof Brian Ripley <ripleybd at icloud.com> wrote: > > This is...

simulating binary variables
Ulrich Flenker · Aug 9, 2002 · r-help

On Fri, 9 Aug 2002 laura at bayesian-bay.freeserve.co.uk wrote: > Dear list > > As a relative newbie to R I am after some basic help. > > I am wanting to simulate a data set consisting of a Y variable...

sum up breaks
Ulrich Leopold · Jun 26, 2002 · r-help

HI, how can use in the function below instead of ave sum? I would like to sum up breaks. Pox2 <- data.frame(ave(lsk0t50$Pox2, lsk0t50$ProfN, Fun=is.na(lsk0t50$Pox2))) Regards, Ulrich -- __________________________________________________ Ulrich Leopold MSc. Department of Physical...

Problem with Ubuntu bionic R 3.5
Ulrich Leuchtmann · Jun 13, 2018 · r-sig-debian

I ran into a problem installing R 3.5 on Ubuntu Bionic Beaver. In file /etc/apt/sources.list I added the repository entry "deb https://cloud.r-project.org/bin/linux/ubuntu bionic-cran35/". But "apt-get update" now...

Behavior of sigThreshold()
Joshua Ulrich · Jul 13, 2014 · r-sig-finance

On Sun, Jul 13, 2014 at 2:58 PM, stergios marinopoulos <stergenator at gmail.com> wrote: > Hi, I noticed an unexpected result when I used sigThreshold() with > relationship="eq" and cross=TRUE on a xts object primarily filled with NA...

fpdTA and spdTA - correct figures for lags
Joshua Ulrich · Feb 12, 2007 · r-sig-finance

>I have searched high and low to try and find some examples with the >following stochastic functions being used as I don?t know what the lags >should be: > > fpdTA(close, high, low, lag1, lag2) > > spdTA(close, high, low, lag1...

using getSymbols() with variable symbols
Joshua Ulrich · Dec 3, 2013 · r-sig-finance

On Tue, Dec 3, 2013 at 12:04 PM, <manojit_roy at comcast.net> wrote: > I am trying to extract symbols and plot them in a loop, using a variable to assign each symbol, as follows: > >> symbol.list <- c("LSCC...

Quantmod getFinancials
Joshua Ulrich · May 8, 2009 · r-sig-finance

Google must have changed their pages again. The function tries to grep for "Ending" in the HTML, but the word is no longer in initial caps. I have patched the r-forge version of quantmod. You can either download it...

quantstrat package
Joshua Ulrich · Mar 24, 2012 · r-sig-finance

Jim, Just checkout the source yourself: svn checkout svn://svn.r-forge.r-project.org/svnroot/blotter/ from: http://r-forge.r-project.org/scm/?group_id=316 Best, -- Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com R/Finance 2012: Applied...

na.omit.xts unsupported type error
Joshua Ulrich · May 16, 2011 · r-sig-finance

On Mon, May 16, 2011 at 5:59 PM, Worik Stanton <worik.stanton at gmail.com> wrote: > Friends > > I cannot see what I am doing wrong. > > I have xts > >> Q.x > ? ? ? ? ? return ? ? ? ? ? ? ? ? colour > 1977-01-05 "0.00657131520848225" ?"RED" > 1977...

Ranking XTS based on quantiles
Joshua Ulrich · Oct 31, 2013 · r-sig-finance

On Thu, Oct 31, 2013 at 6:39 AM, Raghuraman Ramachandran <optionsraghu at gmail.com> wrote: > > R GuRus > > I have an xts object called vols > > head(vols) > [,1] > 2011-07-12 0.2985884 > 2011-07-13 0.2873109 > 2011-07...

mutual fund historical data....
Joshua Ulrich · Mar 4, 2013 · r-sig-finance

On Fri, Mar 1, 2013 at 12:11 AM, ShyhWeir Tzang <swtzang at gmail.com> wrote: > Dear all: > > I need mutual fund historical data to do analysis. Besides on one-month > return, I also need information like alpha, beta, IR...

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