search for: 271616

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 : &gt; class(zc) [1] "xts" "zoo" &gt; 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)