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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...
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...
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...
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...
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...
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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