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# Thank you, Michael: it works fine! -- View this message in context: http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-tp4635708p4636440.html Sent from the R help mailing list archive at Nabble.com.

Rui Barradas wrote > > Hello, > > ?setdiff > setdiff(one, two) > Thank you for your help, Rui. But *> setdiff(one,two) [1] "ciao"* Where's "bello"? -- View this message in context: http://r.789695.n4.nabble.com/Subtracting-test-string-from-vectors-tp4632049p4632053...

If I use gogarch_0.7-1 the command *require(gogarch)* returns the following error: *Error in get(".packageName", where) : cannot allocate memoby block of size 3.2 Gb* -- View this message in context: http://r.789695.n4.nabble.com...

Hi, unless you're dealing with heteroskedastic datas, the command *cor(x)* will be enough, where *x* is your data matrix; in this function you can easily select the method which has to be used: Pearson's, Kendall's or...

Cren wrote > > # trying to run the following example code > # from 'RQuantLib' package... > # Obviously, run require(RQuantLib) # before executing the example :) -- View this message in context: http://r.789695.n4.nabble.com/RQuantLib-SET-VECTOR-ELT-can-only-be-applied-to...

Joshua Ulrich wrote > > Load the data into an environment, then merge them using do.call(): > > series.env <- new.env() > getSymbols(ticker.list, src='FRED', env=series.env) > series <- do.call(merge, as.list(series.env)) > > Thank you very much, Joshua...

Ok, solved. If anyone had the same problem, just install the last gogarch pacakge (vers. 0.7-1) and restart R + R Commander after the package installation. When you've restarted it, the command *require(gogarch)* should load fastICA package...

Pascal Oettli-2 wrote > > Hello, > > Probably you should try: >> update.packages(checkBuilt=TRUE) > >> install.packages('gogarch', dependencies=TRUE) > > Best Regards, > Pascal > Dear Pascal Oettli-2, thank you for your suggestment; I was not aware of that command and it will...

Hi all, let I have two text string: *one <- c("ciao","zio","caio","bello") two <- c("caio","zio")* I would like to obtain a new text string which is* one - two* like this one: [1] "ciao" "bello" because "caio" and...

Enrico Schumann-2 wrote > > I cannot reproduce this error. I get... > > > sessionInfo() > *R version 2.15.1* (2012-06-22) > # Thank you for testing, Enrico (Italian? ), # it seems an updating issue. # I am trying to update everything possible to the...

# One more question, Joshua: let instead of merging tickers # I would like to put prices from an OHLC object # in weekly format, then selecting just the close prices. # What would be a code to do it? # I guess: data = new...

Hi all, I've just downloaded and installed the latest R 32-bit version plus RExcel and R Commander. I'm having several problems in loading gogarch package: The command *library(gogarch, pos=4)* returns *ERROR: package/namespace load failed...

Hi all, I would need to put datas downloaded with quantmod into a matrix or a data frame. Suppose to start from here: *require(quantmod) ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO', 'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000...

Hello, I have a time series with intraday datas, sampled every 30'; I would need to aggregate them in this way: summing up all datas within a day. I tried to use *aggregate(...)* function to get my goal, but it...

# Whoops! I have just seen there's a little mistake # in the 'sharpe' function, because I had to use # 'w' array instead of 'ead' in the cm.CVaR function! # This does not change the main features of my, # but you...

# I've read that rollapply, and its wrapper apply.rolling() # from PerformanceAnalytics package, do not work with multivariate # time series neither their output can be a multivariate time series. # Then I was wondering if any other function like those exists...

Hi all :) Before posting, I used the "search" function to find a solution, but I wasn't lucky. I'm using RExcel; I've read several examples which explain how to call in RExcel an R function via =RApply(...) but...

Roger Koenker-3 wrote > > There are obviously a large variety of non-smooth problems; > for CVAR problems, if by this you mean conditional value at > risk portfolio problems, you can use modern interior point > linear programming methods. Further details are...

Hans W Borchers wrote > > The most robust solver for non-smooth functions I know of in R is > Nelder-Mead > in the 'dfoptim' package (that also allows for box constraints). > > First throw out the equality constraint by using c(w1...

# Hi all, # trying to run the following example code # from 'RQuantLib' package... HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01, gridIntervals = 40) Price <- rep(as.double(100),24) Type <- rep(as.character("C"), 24) Date <- seq(as...