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Achim Zeileis

2014-Dec-31 13:58 UTC

[R] Moving average

On Tue, 30 Dec 2014, jim holtman wrote:
> Try this:
>
>> x <- read.csv(text = "Date,Open,High,Low,Close,Volume,Adj Close
> + 2014-12-26,162.27,163.09,162.01,162.34,1912200,162.34
> + 2014-12-24,162.88,162.99,161.61,161.82,1868100,161.82
> + 2014-12-23,162.23,162.90,161.61,162.24,4043300,162.24
> + 2014-12-22,158.33,161.91,158.33,161.44,4682500,161.44", as.is =
TRUE)
>> require(lubridate)
>> x$Date <- ymd(x$Date)  # convert to a date field
>> x <- x[order(x$Date), ]  # sort by date
>> x$two_day <- filter(x$Close, c(0.5, 0.5))  # compute moving average
>> x
>        Date   Open   High    Low  Close  Volume Adj.Close two_day
> 4 2014-12-22 158.33 161.91 158.33 161.44 4682500    161.44  161.84
> 3 2014-12-23 162.23 162.90 161.61 162.24 4043300    162.24  162.03
> 2 2014-12-24 162.88 162.99 161.61 161.82 1868100    161.82  162.08
> 1 2014-12-26 162.27 163.09 162.01 162.34 1912200    162.34      NA
A canned approach for reading and filtering the data is also available in 
the "zoo" package. The read.zoo() function can directly create a
"zoo"
time series object with "Date" time index:

R> z <- read.zoo(text = "Date,Open,High,Low,Close,Volume,Adj Close
+  2014-12-26,162.27,163.09,162.01,162.34,1912200,162.34
+  2014-12-24,162.88,162.99,161.61,161.82,1868100,161.82
+  2014-12-23,162.23,162.90,161.61,162.24,4043300,162.24
+  2014-12-22,158.33,161.91,158.33,161.44,4682500,161.44",
+  header = TRUE, sep = ",", format = "%Y-%m-%d")

And then rollmean() can compute rolling means for all variables/columns:

R> rollmean(z, 2)
               Open    High    Low  Close  Volume Adj.Close
2014-12-22 160.280 162.405 159.97 161.84 4362900    161.84
2014-12-23 162.555 162.945 161.61 162.03 2955700    162.03
2014-12-24 162.575 163.040 161.81 162.08 1890150    162.08

You can additionally supply the fill = NA argument if you want trailing 
NAs for 2014-12-26.
>
> Jim Holtman
> Data Munger Guru
>
> What is the problem that you are trying to solve?
> Tell me what you want to do, not how you want to do it.
>
> On Sun, Dec 28, 2014 at 8:31 AM, Rolf Edberg <rolfe at algonet.se>
wrote:
>
>> Thank you for trying to help!!
>>
>>
>>
>> I am very new to the R code. So need help with every step.
>>
>>
>>
>> The goal is to use technical analysis on stock prices. Not only MA but
if
>> I understand the principle with that I hope I can use the other
techniques
>> as well.
>>
>>
>>
>> I found R-adamant but do not know how to use it.
>>
>>
>>
>> I downloaded 4 days of IBM prices from yahoo in a csv-file..
>>
>> I don?t know what ?dput? is.
>>
>>
>>
>> Here is the IBM prices in a text string:
>>
>> Date,Open,High,Low,Close,Volume,Adj Close
>>
>> 2014-12-26,162.27,163.09,162.01,162.34,1912200,162.34
>>
>> 2014-12-24,162.88,162.99,161.61,161.82,1868100,161.82
>>
>> 2014-12-23,162.23,162.90,161.61,162.24,4043300,162.24
>>
>> 2014-12-22,158.33,161.91,158.33,161.44,4682500,161.44
>>
>>
>>
>> I would like the date in sorted with the oldest at the top.
>>
>>
>>
>> I would like to add a column with the technical indicator, in this case
>> 2-days MA of Close.
>>
>>
>>
>> And I would like to have the result in a csv file. I will use the file
in
>> another program.
>>
>>
>>
>> Thank you !!
>>
>>
>>
>> Rolf
>>
>>
>>
>> *From:* jim holtman [mailto:jholtman at gmail.com]
>> *Sent:* Sunday, December 28, 2014 4:45 PM
>> *To:* Rolf Edberg
>> *Cc:* R mailing list
>> *Subject:* Re: [R] Moving average
>>
>>
>>
>> could not read the data you posted; try 'dput' next time.
>>
>>
>>
>> If it is just a 2 day moving average, try the 'filter'
function:
>>
>>
>>
>> > x <- 1:20
>>
>> > x
>>
>>  [1]  1  2  3  4  5  6  7  8  9 10 11 12 13 14 15 16 17 18 19 20
>>
>> > filter(x, c(.5,.5))
>>
>> Time Series:
>>
>> Start = 1
>>
>> End = 20
>>
>> Frequency = 1
>>
>>  [1]  1.5  2.5  3.5  4.5  5.5  6.5  7.5  8.5  9.5 10.5 11.5 12.5 13.5
14.5
>> 15.5 16.5 17.5 18.5 19.5   NA
>>
>> >
>>
>>
>>
>>
>>
>> Jim Holtman
>> Data Munger Guru
>>
>> What is the problem that you are trying to solve?
>> Tell me what you want to do, not how you want to do it.
>>
>>
>>
>> On Sun, Dec 28, 2014 at 6:56 AM, Rolf Edberg <rolfe at
algonet.se> wrote:
>>
>>
>>
>> How do I add a new column with 2-days moving average (from
>> r-adamant(https://github.com/TotallyBullshit/radamant)) on IBM prices
in a
>> csv-file (ibm.csv) and then save all in a new csv file(ibm2.csv)?
>>
>>
>>
>>
>> Prices
>>
>>
>>
>>
>>
>> Date
>>
>> Open
>>
>> High
>>
>> Low
>>
>> Close
>>
>> Volume
>>
>> Adj Close*
>>
>>
>> Dec 26, 2014
>>
>> 162.27
>>
>> 163.09
>>
>> 162.01
>>
>> 162.34
>>
>> 1,912,200
>>
>> 162.34
>>
>>
>> Dec 24, 2014
>>
>> 162.88
>>
>> 162.99
>>
>> 161.61
>>
>> 161.82
>>
>> 1,868,100
>>
>> 161.82
>>
>>
>> Dec 23, 2014
>>
>> 162.23
>>
>> 162.90
>>
>> 161.61
>>
>> 162.24
>>
>> 4,043,300
>>
>> 162.24
>>
>>
>> Dec 22, 2014
>>
>> 158.33
>>
>> 161.91
>>
>> 158.33
>>
>> 161.44
>>
>> 4,682,500
>>
>> 161.44
>>
>>
>> Dec 19, 2014
>>
>> 157.49
>>
>> 160.41
>>
>> 157.49
>>
>> 158.51
>>
>> 8,864,900
>>
>> 158.51
>>
>>
>>
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
>>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

John Sorkin

2014-Dec-31 16:24 UTC

head link

[R] Saving an edited R function - RStudio and R

Windows 7
 
Colleagues,
I used the fix() function to edit an existing function when using RStudio. After
editing the function, I am given the option to SAVE the modified function. I
would like to know (1) where the modified function is stored (the save button
does not have an option to specify where the modified function will be saved),
and (2) how I can access the modified function in other RStudio or R sessions,
and (3) how I can make the function accessible to R and RStudio sessions run on
other computers.
Thank you,
John 
 
John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric
Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing) 

Confidentiality Statement:
This email message, including any attachments, is for the sole use of the
intended recipient(s) and may contain confidential and privileged information.
Any unauthorized use, disclosure or distribution is prohibited. If you are not
the intended recipient, please contact the sender by reply email and destroy all
copies of the original message.

Sarah Goslee

2014-Dec-31 16:49 UTC

head link

[R] Saving an edited R function - RStudio and R

Hi,

On Wed, Dec 31, 2014 at 11:24 AM, John Sorkin
<jsorkin at grecc.umaryland.edu> wrote:> Windows 7
>
> Colleagues,
> I used the fix() function to edit an existing function when using RStudio.
After editing the function, I am given the option to SAVE the modified function.
I would like to know (1) where the modified function is stored (the save button
does not have an option to specify where the modified function will be saved),
and (2) how I can access the modified function in other RStudio or R sessions,
and (3) how I can make the function accessible to R and RStudio sessions run on
other computers.
I don't use RStudio, so I have no idea if it overwrites the base fix()
function. But if it does, this is the wrong place to ask about it, so
here's the base R answer.

fix() saves the edited function to your workspace. That is, if you
type ls() at an R prompt after running fix(), it will show your new
edited function. The usual methods for exporting something from R to
your hard disk will work, such as save() and load(). You could also
put your function into a text file myfun.R and use source() to read it
into R.

Once you've used one of these options to save your file to disk, it is
portable between R sessions and computers.

I find it much more convenient to use a text editor and source(),
personally, rather than fix(). That eases the transition into making
packages too.

Sarah

-- 
Sarah Goslee
http://www.functionaldiversity.org

Uwe Ligges

2015-Jan-02 14:45 UTC

head link

[R] Saving an edited R function - RStudio and R

On 31.12.2014 17:24, John Sorkin wrote:> Windows 7
>
> Colleagues,
> I used the fix() function to edit an existing function when using RStudio.
After editing the function, I am given the option to SAVE the modified function.
I would like to know (1) where the modified function is stored (the save button
does not have an option to specify where the modified function will be saved),
and (2) how I can access the modified function in other RStudio or R sessions,
and (3) how I can make the function accessible to R and RStudio sessions run on
other computers.
Not sure what this has to do with RStudio, but essentialy this is the 
wrong approach, since saving under a different name won't make the 
function available in R then.

If you really want to change some function, take its source version and 
edit it directly and then save it under some explicit name, then source 
it into R.

Best,
Uwe Ligges


> Thank you,
> John
>
> John David Sorkin M.D., Ph.D.
> Professor of Medicine
> Chief, Biostatistics and Informatics
> University of Maryland School of Medicine Division of Gerontology and
Geriatric Medicine
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
> Confidentiality Statement:
> This email message, including any attachments, is for the sole use of the
intended recipient(s) and may contain confidential and privileged information.
Any unauthorized use, disclosure or distribution is prohibited. If you are not
the intended recipient, please contact the sender by reply email and destroy all
copies of the original message.
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

R help - Dec 2014 - Saving an edited R function - RStudio and R

[R] Moving average

[R] Saving an edited R function - RStudio and R

[R] Saving an edited R function - RStudio and R

[R] Saving an edited R function - RStudio and R