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16 results for “from:David-Michael Lincke”

stripping holidays from timeSeries() class time series
David-Michael Lincke · May 9, 2012 · r-sig-finance

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R package for continuous futures contract construction
David-Michael Lincke · Mar 29, 2008 · r-sig-finance

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R package for continuous futures contract construction
David-Michael Lincke · Mar 22, 2008 · r-sig-finance

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R package for continuous futures contract construction
David-Michael Lincke · Mar 24, 2008 · r-sig-finance

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R package for continuous futures contract construction
David-Michael Lincke · Mar 24, 2008 · r-sig-finance

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Trouble with RBloomberg on R 2.13.0
David-Michael Lincke · Jun 23, 2011 · r-sig-finance

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DEoptim example illustrating use of fnMap parameter for enforcement of cardinality constraints
David-Michael Lincke · Jun 15, 2012 · r-help

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Where to obtain version of PortfolioAnalytics package installable on R 2.15
David-Michael Lincke · Jun 18, 2012 · r-sig-finance

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RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"
David-Michael Lincke · Jul 15, 2011 · r-sig-finance

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RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all?
David-Michael Lincke · Aug 10, 2007 · r-sig-finance

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stripping holidays from timeSeries() class time series
David-Michael Lincke · May 9, 2012 · r-sig-finance

Turns out that the following accomplishes the same: tsm[-which(as.Date(time(tsm)) %in% as.Date(index.holidays)),] However, I still wonder if there is not a more elegant way to achieve this while remaining within the timeDate/timeSeries...

Rblpapi and Bloomberg Query Language support
David-Michael Lincke · Jan 5, 2026 · r-sig-finance

The Bloomberg API does not expose access to BQL. So there is no way to add it, and beyond the Excel interface the only other officially supported programmatic access is via Bloomberg's proprietary BQuant python solution. Regards, David On...

RMetrics fBasics market data retrieval andtimeSeries functionality still being maintained at all?
David-Michael Lincke · Aug 14, 2007 · r-sig-finance

Thanks everybody for pointing this out. I did not expect updates to the packages to be dependent on the very latest release of R being installed given that my installation is still less then a year old. David -----Original Message...

RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all?
David-Michael Lincke · Aug 14, 2007 · r-sig-finance

Martin, I did run update.packages() after I first encountered problems, which suggested that no newer version was available. The source code of yahooImport() clearly scans for dates with format along the lines of 2007-Aug-01 while Yahoo actually...

DEoptim example illustrating use of fnMap parameter for enforcement of cardinality constraints
David-Michael Lincke · Jun 16, 2012 · r-help

Hi Joshua, Thank you very much for the comprehensive response. In the meantime, I had taken a look at the source code of function DEoptim() and your example below confirms the conclusions that I have arrived at from that review...

RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all?
David-Michael Lincke · Aug 12, 2007 · r-sig-finance

Diethelm, Thank you for your response. Asyt.ts in my example is a timeSeries object constructed using yahooSeries(). Trying out the example you provided I get: > IBM = yahooSeries("IBM") trying URL 'http://chart.yahoo.com/table.csv?s=IBM&a...

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