Displaying 1 result from an estimated 1 matches for "currencycorrel".
2011 Apr 09
1
How do I make this faster?
...e initial run took 9 hours(!) and I'd like to make it
faster. So, I'm including my code below, in hopes that somebody will be able
to figure out how to make it faster, either through parallelisation, or by
making changes. I've marked the places where Rprof showed me it was slowing
down:
currencyCorrelation <- function(lagtime = 1) {
require(quantmod)
dataTrack <- getSymbols(commandArgs(trailingOnly=T)[1], from='2009-11-21',
to='2011-04-03')
stockData <- get(dataTrack)
currencies <- row.names(oanda.currencies[grep(pattern='oz.', fixed=T, x
=as.vector(o...