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Hi all, I just noticed that the version numbers of many (yet not all) packages have recently been incremented from x.y.0 to x.y.2 both in the devel and in the release branch. Actually, this affected all...
Hello, suppose I have a multivariate multiple regression model such as the following: > DF<-data.frame(x1=rep(c(0,1),each=50),x2=rep(c(0,1),50)) > tmp<-rnorm(100) > DF$y1<-tmp+DF$x1*.5+DF$x2...
This has nothing to do with finance: "-- Also note that this is not the r-help list where general R questions should go." You could probably find many solutions to this problem by searching (via rseek.org, StackOverflow, etc.). -- Joshua...
Hi Immanuel, You can use which.max for that. > Hi(GDAXI)[which.max(Hi(GDAXI))] GDAXI.High 2007-07-13 8151.57 Best, -- Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com On Tue, Nov 2, 2010 at 3:26 PM, Immanuel...
Hi Emmanuel, On Mon, May 30, 2011 at 12:27 PM, Emmanuel Senyo <emmanuel.senyo at gmail.com> wrote: > Dear All, > I am creating an xts object for a univariate time series data , EXX.dm but > it does not work...
Symlinking the vecLib-based BLAS no longer seems to work with R 4.5.0. After running `ln -sf libRblas.vecLib.dylib libRblas.dylib`, R fails to load the stats package: ``` During startup - Warning message: package ?stats? in options("defaultPackages...
Dear list, I get the following message when I use rcorr in library "Hmisc" ------------------------------------------------------ > rcorr(lskPox0t30, type=c("spearman")) Error in "[<-.data.frame"(*tmp*, is.na(x), value = 1e+30) : matrix subscripts not allowed in replacement ------------------------------------------------------ I do not understand...
Hello, I am looking for a way to obtain standard errors for emprirical Bayes estimates of a model fitted with lmer (like the ones plotted on page 14 of the document available at http://www.eric.ed.gov/ERICDocs/data...
Dear colleagues, This is to inform you that Version 1.3.0 of the R package apcluster has been released on CRAN yesterday. We did a major extension and overhaul of the package. Most importantly, we added Leveraged Affinity Propagation...
As this is not a finance-related question, you'll probably get much more/better help from R-help. Best, Josh -- http://quantemplation.blogspot.com On Mon, Mar 2, 2009 at 3:49 PM, John Hawver <john.hawver at gmail...
Dear list, I would like to do a remove like either remove objects(1-20, 25-30) OR remove objects(...) except(...) I only found the approach rm(pat=) which is not suitable as there would be too many patterns. Can...
Hi Chris, Perhaps something like this? require(xts) ds <- options(digits.secs=6) # so we can see sub-seconds x <- xts(1:10, as.POSIXct("2011-01-21") + c(1,1,1,2:8)/1e3) x indexFormat(x) <- "%H:%M...
Hi, I have the following function: TEST <- cbind(Pox0t30.stone.1990.2000, sqrt(apply(Pox0t30.stone.1990.2000[,2:11], 1, var))) In rhe resulting Object TEST the added column is titled: sqrt(apply(Pox0t30.stone.1990.2000[,2:11...
Dear R-Sig-Finance Members, I pleased to announce the pre-alpha version of the new opentick package. The package is designed to provide a native R interface to the opentick data servers, which include both real time and historical...
On Wed, Jan 9, 2013 at 4:20 PM, Worik Stanton <worik.stanton at gmail.com> wrote: >> getSymbols("YHOO") >> YH <- YHOO[,-5] # Remove volume >> chartSeries(YH, subset='2012-11::2013-01-07') >> addSAR() > > The SAR plot extends off the plot...
How about: y <- rep(NA,length(x)) y[duplicated(x)] <- match(x[duplicated(x)] ,x) -- Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com On Fri, Apr 8, 2011 at 9:59 AM, Duncan Murdoch <murdoch.duncan at gmail.com> wrote: > I...
On Thu, Nov 28, 2013 at 9:33 AM, <manojit_roy at comcast.net> wrote: > I get different plots for ATR() when adding this indicator to my chart in two different ways (see last 2 lines of the code below...
You need to update quantmod too. You don't say which version of quantmod you're using, but R-3.0.0 requires you to use quantmod_0.4-0. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com...
On Wed, Jan 31, 2018 at 10:39 PM, Pankaj K Agarwal via R-SIG-Finance <r-sig-finance at r-project.org> wrote: > Dear all > I am using R 3.4.2 to download the package Ecdat that accompanies...
Hi there, i don't know if i am on the right list, but anyway :) I am right now in the process of synchronizing my own code base (ccapi2 / http://www.activestocksde) with the code base of RMetrics' indicators. And...
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