Displaying 14 results from an estimated 14 matches for "271616".
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2015 Aug 12
2
Weird issue when iterating through dates
I am not sure if this is a bug or not.
Gabor
On Wed, Aug 12, 2015 at 11:51 AM, Luca Cerone <luca.cerone at gmail.com> wrote:
> Following up on this, should I report a bug? can you drive me through
> the process?
>
> Cheers,
> Luca
>
> On Thu, Aug 6, 2015 at 4:55 PM, William Dunlap <wdunlap at tibco.com> wrote:
>>>> Just a quick question: what's
2012 Dec 18
1
How to draw frequency domain plot with xts time series data
Hello,
I'd like to convert the below time-series data with fft or wavelet related function and plot it.
Could you let me know
1. How to convert xts data frame format to list format ?
2. How to plot fft or wavelet diagram ?
Here is the data :
> class(zc)
[1] "xts" "zoo"
> str(zc)
An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00)
2015 Aug 12
0
Weird issue when iterating through dates
...ist or 'NULL'". Date objects aren't strictly
vectors, so they're treated as integer/numeric.
This answer on StackOverflow said that "for" does not copy any of the
iterators attributes (including class), which causes this behavior.
http://stackoverflow.com/a/23278464/271616
To respond to the original question regarding why the code below,
"prints the dates as a string". Quite simply, you convert seq(d1,d2,
by=1) to character, so it's no longer a Date. The fact that
Sys.Date() and as.character(Sys.Date()) both *print* the same thing
does not mean they...
2002 Sep 11
2
lattice package syntax error
I just tried downloading the lattice package from CRAN but got a syntax
error when loading the library (see below).
> {a <- CRAN.packages()
+ install.packages(select.list(a[,1],,TRUE), .lib.loc[1], available=a)}
trying URL `http://cran.r-project.org/bin/windows/contrib/PACKAGES'
Content type `text/plain; charset=iso-8859-1' length 7505 bytes
opened URL
downloaded 7505 bytes
trying
2016 Jul 01
1
Calling C implementations of rnorm and friends
...s package? As I
> > said above, I can't seem to find the source code for the functional
> forms.
> >
> See the sections "Functions that call compiled code" and "Compiled
> code in a base package" from this answer:
> http://stackoverflow.com/a/19226817/271616
>
> That should give you a few pointers on where/how to look.
>
> > Thanks,
> >
> > Luis
> >
> > On Thu, Jun 30, 2016 at 10:38 PM, Gabriel Becker <gmbecker at ucdavis.edu>
> > wrote:
> >
> >> Luis,
> >>
> >> C_rnorm...
2013 Jul 25
2
What algorithm is R using to calculate mean?
I am curious to know what algorithm R's mean function uses. Is there
some reference to the numerical properties of this algorithm?
I found the following C code in summary.c:do_summary():
case REALSXP:
PROTECT(ans = allocVector(REALSXP, 1));
for (i = 0; i < n; i++) s += REAL(x)[i];
s /= n;
if(R_FINITE((double)s)) {
for (i = 0; i < n; i++) t += (REAL(x)[i] -
2016 Jul 01
2
Calling C implementations of rnorm and friends
Gabriel,
Thanks for that! I guess I really should have figured that one out sooner,
huh?
I understand why that wouldn't be CRAN-compliant. But then, what *is* the
proper way to do it? Is there any way I can call unexported functions from
another package and have it accepted by CRAN?
Also, if I instead re-write the random variable generating functions, do
you have any idea of where the
2016 Jul 01
0
Calling C implementations of rnorm and friends
...the source code is in the stats package? As I
> said above, I can't seem to find the source code for the functional forms.
>
See the sections "Functions that call compiled code" and "Compiled
code in a base package" from this answer:
http://stackoverflow.com/a/19226817/271616
That should give you a few pointers on where/how to look.
> Thanks,
>
> Luis
>
> On Thu, Jun 30, 2016 at 10:38 PM, Gabriel Becker <gmbecker at ucdavis.edu>
> wrote:
>
>> Luis,
>>
>> C_rnorm is a symbol but it's not exported. This means that you *c...
2013 Mar 04
2
R function for estimating historical-VaR
Hi everyone!! I am new in R and I want to create a simple R function for estimating historical-VaR. In y_IBM returns, there are 2300 observations. For evaluation I take the next 2000 observations,
then I abandon the latest 300 observations. Firstly, I use the window which has the fix
length and contains the observations from 1 to 2000 to estimate the VaR. At first I take 2000 obs. and reorder
2014 Nov 10
1
subscripting a data.frame (without changing row order) changes internal row.names
Dear R-devel,
Can anyone help me to understand this? It seems that subscripting the
rows of a data.frame without actually changing their order, somehow
changes an internal representation of row.names that is revealed by e.g.
dput/dump/serialize
I have read the docs and inspected the (R) code for data.frame,
rownames, row.names and dput without enlightenment.
df=data.frame(a=1:10, b=1)
2011 Jan 17
3
to append a column to a data frame, has I use loop/if in my case?
days=Sys.Date()-1:70
price=abs(rnorm(70))
regular=rep(c(0,0,0,0,1,0,1,0,0,1),c(7,7,7,7,7,7,7,7,7,7))
y=data.frame(cbind(days,price,regular))
y is like
days price regular
1 14990 0.16149463 0
2 14989 1.69519358 0
3 14988 1.57821998 0
4 14987 0.47614311 0
5 14986 0.87016180 0
6 14985 2.55679229 0
7 14984 0.89753533 0
the output I want:
2012 Jul 22
2
Reading many large files causes R to crash - Possible Bug in R 2.15.1 64-bit Ubuntu
I am reading several hundred files. Anywhere from 50k-400k in size. It
appears that when I read these files with R 2.15.1 the process will hang or
seg fault on the scan() call. This does not happen on R 2.14.1.
This is happening on the precise build of Ubuntu.
I have included everything, but the issue appears to be when performing the
scan in the method parseTickData.
Below is the
2012 Jul 19
1
Change log(J) to log(J+1) to stop log(0) from occurring in harModel
I think the code is part of the RTAQ package but is not included in it, as I
obtained it from
https://r-forge.r-project.org/scm/viewvc.php/pkg/RTAQ/R/HAR_model.R?view=markup&root=blotter&sortby=author&pathrev=1028.
It is not my code and I make no claim to other's good work, and apologize if
I should even be posting it I am not sure, but in the transform function it
allows to
2012 Jul 19
1
Switching log(J) to log(J+1) to avoid log(0) in HAR-RVJ model
I am working with xts dependent data, and my code is as follows (the problem
is explained throughout):
dat <- getdat("prices")
dat <- read.zoo(dat, sep = "",format="%d/%m/%Y %H:%M",
tz="", FUN=NULL, regular=TRUE,
header=TRUE, index.column=1, colClasses=c("character",
"numeric"))
dat <- as.xts(dat)