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I am writing a report using odfWeave, and I need to run a function several times to produce several pages of charts. Here's my best attempt - unfortunately it only produces one chart instead of multiple: <<fig3,echo=FALSE,fig...
I am trying to extract time series out of RBloomberg that would contain multiple days and certain hours within each day. Right now I request all of intra-day bars and then remove the parts I don't need. It...
Brian, Your point is taken. However, odfWeave does not have a dedicated mailing list, and, in my experience, similar problems seem to arise in pursuit of similar objectives. How often does a statistician write a paper where he does not...
High-frequency is not my specialty either, but a quote caught my attention: On Thu, May 21, 2009 at 11:38 AM, Michael <comtech.usa at gmail.com> wrote: > My data are price change arrivals, irregularly spaced. But when there...
Jeff, Thank you very much - addTA really does what I need. However, there's a wrinkle - addTA somehow does not work inside a function! Code sample attached: ix<-as.Date('2009-05-01')+seq(0:19) x<-sin(1:20...
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