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Hi, if I do Z<-rnorm(50) Followed by Dim(Z) I get NULL. Is this correct? Shouldn't I get 50 instead? TIA Chris DISCLAIMER:\ L'utilizzo non autorizzato del presente messagg...{{dropped}}

Simon, > If you think so - what is missing? How would you envision it? In the same way as Excel plugins for Matlab, R etc work in windows. Currently R-OSX has an Applescript dictionnary with a single instruction 'cmd', which...

This paper: http://www.stanford.edu/~boyd/papers/portfolio.html Contains some useful advice on doing what you want with standard tools like solve.QP -----Original Message----- They are both decent but I was looking for an example yesterday of...

I think that integration of R into Numbers on "ordinary" Os X would be far more interesting than R on iPad... It can be done, sort of, with Rserve and appscript, but native support would be awesome... Christian Prinoth <cp...

Simon, > As I said in my earlier e-mail AFAICS neither Microsoft nor Apple > support plugins and for OO there is already a plugin. Thanks, I will checkout the OO plugin, this might be the best immediate solution > capabilities. (E...

abline(v=x) where x is the x-value for the vertical line Christian Prinoth <cp at epsilonsgr.it> Epsilon SGR +39-02-88102355 > -----Original Message----- > From: r-sig-finance-bounces at stat.math.ethz.ch > [mailto:r-sig-finance...

Some time ago I was exploring the general issue of "remote controlling" R from different apps, eg Excel or Openoffice. Simon Urbanek suggested using the clipboard (pasted from his post): -- the easiest solution is to use clipboard and it's...

The application crashes following these steps: - create a quartz output (eg any kind of graph) - press alt-q - select cancel when asked to save workspace - try to create another graph log below Host Name: CPs-imac-g5 Date/Time: 2005...

A few days ago I have posted a link to a paper describing techniques to do what you want with solve.QP. Please search in the archive, I do not have the link handy right now. Chris -----Original Message----- From...

Hi, I often work with R by writing long(ish) Excel-VBA macros interspersed with calls to R via RExcel. A typical example of this would be: Sub VBAMacro() 'fetch some data from an excel sheet 'do some basic stuff...

Hi, I often work with R by writing long(ish) Excel-VBA macros interspersed with calls to R via RExcel. A typical example of this would be: Sub VBAMacro() 'fetch some data from an excel sheet 'do some basic stuff...

IMHO opinion, the concept of correlation is not so useful in this context. I think that if you wish to contain overall variance you are much better off trying to contain risk exposures (eg, net sector exposure etc.), than trying...

Nope :( But we should all hammer Apple with requests in that direction! Christian Prinoth <cp at epsilonsgr.it> Epsilon SGR +39-02-88102355 > -----Original Message----- > From: Simon Urbanek [mailto:simon.urbanek at r-project.org] > Sent: 02 February, 2010 16...

If the goal is to build some kind of market neutral position, one could also take a 2-step approach: 1) build an optimized long portfolio that maximizes some score\expected return\whatever 2) build a short portfolio that minimizes...

I would try to find cointegrated portfolios, instead of pairs of single stocks. That might give you more stable cointegration relationships. There used to be some papers on the topic by Carol Alexander on the net. Christian Prinoth > -----Original Message...

Sorry for appending an unrelated conversation, just lazyness on my side. About the post topic, I did not really know how to name it, but since I was under the impression that a more complete applescript dictionnary fr R-OSX...

This problem can be solved with quadprog. You just have to introduce a few auxiliary variables. Have a look at this paper: http://www.stanford.edu/~boyd/papers/portfolio.html Cheers Christian -----Original Message----- From: r-sig-finance-bounces at...

Emiliano, what you suggest I have already implemented, although it is a bit sluggish, especially if moving back and forth big chunks of data. The reason I am looking into this is that on windows platforms in my organization many...

Hi, is there something similar to rcom on OSX? I understand that R for OSX has some limited applescript support, but I was wondering if there is an easy way to share data with other applications. My ultimate goal would...

I don't have much direct experience on this issue, but I guess you would take into account: - distribution of intraday volumes - expected tracking error volatility of the basket to be traded (relative to whatever hedging instruments your desk has...