search for: equity

...for you to manipulate, so I have pasted it below - values is numeric, while ind consists of factors(equities)). I have also pasted the results of my ANOVA below, although I do not think you need to see them in order to answer my question. I understand that I should have more observations per each equity, but I do not want to overflow this e-mail with data. I have, therefore, taken a small sample of all my data. I hope I have provided enough information in order for you to understand what I would like to do. I have researched for a couple of hours regarding this problem but to no avail! Thanks!...

...ohup script/spin" to get it to recognize the new application directory. Here''s an example of the scenario when I run reaper, the ruby processes is restarted, but it doesn''t pick up the new directory (i.e. application changes). -- CONSOLE OUTPUT --- [root@home ~]# cd /u/apps/equity/current/ [root@home current]# ./script/process/reaper Restarting 4453 [root@home current]# -- MONGREL LOG EXTRACT -- ** USR2 signal received. ** Restarting with arguments: ruby /usr/local/lib/ruby/gems/1.8/gems/mongrel-1.1.5/bin/mongrel_rails start -d -a 0.0.0.0 -p 3001 -P /u/apps/equity/releases...

Hi All! I have been messing around with this problem for about a week but to no avail! The following data has been cut down in order to make my question reproducible. The alldat data frame includes 2 columns: 1 date column and 1 factor column (equity names)). mydate<-as.Date(c("2001-07-02","2001-07-02","2001-07-03","2001-07-03","2001-07-05","2001-07-05","2001-07-10","2001-07-13","2010-01-27"),origin="1970-01-01") myeq<-factor(c("FCX....

...or when I try to use ddply to generate means as follows: fun3<-structure(list(sector = structure(list(gics_sector_name = c("Financials", "Financials", "Materials", "Materials")), .Names = "gics_sector_name", row.names = structure(c("UBSN VX Equity", "LLOY LN Equity", "AI FP Equity", "AKE FP Equity"), .Dim = 4L), class = "data.frame"), bebitpcchg = c(-0.567449058550428, 0.99600643852127, NA, -42.7587478692081), ticker = c("UBSN VX Equity", "LLOY LN Equity", "AI FP...

...if someone could help me out. The original .csv has ([1] 7138 6338 ) dimensions with funds with the corresponding dates and observations for each date for around 10 years and 4000+ funds, meaning in COL5 has the next fund's name and so on. COL1 COL2 COL3 COL4 HBNNF US Equity Date EQY_SH_OUT PX_VOLUME #NAME? #N/A N/A 135000 7/7/2008 #N/A N/A 105000 7/17/2008 #N/A N/A 590000 7/22/2008 #N/A N/A 40000 so in R this .csv is somehow read as list (using typeof) and not as dataframe, and a lot of stuff like regexpr searches in the whole file do not...

Basic question but still learning .... How do I plot two lines (f$equity and f$bh.equity) on one of the three graphs under mfrow ? I tried putting brackets around the first plot and lines command but that didn't work. par(mfrow=c(3,1)) {plot(f$Date,f$equity, col="blue", type="l", main="equity") lines(f$bh.equity, col="gray")}...

Hi again, I was trying to download stock market data from below link : https://www.nseindia.com/products/content/equities/equities/archieve_eq.htm Input choice : Select Report: Bhavcopy Date(DD-MM-YYYY): 03-03-2010 If you put manual input as above, then we will get option for manual download of file : cm03MAR2010bhav.csv.zip However I then tried to use R to have some automatic download :

....9, 31.67, 31.18, 32.64, 34.31, 35.65, 37.59, 36, 36.27, 33.94, 33.74, 29.44, 46.54, 54.01, 59.1, 62.17, 67.67, 24.75, 24.4, 25, 24.61, 24.02, 25.4, 18.7, 29, 11.48, 7.103), Measure = c("MF None", "MF None", "MF None", "MF None", "MF None", "MF Equity", "MF Equity", "MF Equity", "MF Equity", "MF Equity", "MF Debt", "MF Debt", "MF Debt", "MF Debt", "MF Debt", "MF Hybrid", "MF Hybrid", "MF Hybrid", "MF Hybrid", &qu...

...8, 32.64, 34.31, 35.65, 37.59, 36, 36.27, 33.94, > 33.74, 29.44, 46.54, 54.01, 59.1, 62.17, 67.67, 24.75, 24.4, > 25, 24.61, 24.02, 25.4, 18.7, 29, 11.48, 7.103), Measure = c("MF None", > "MF None", "MF None", "MF None", "MF None", "MF Equity", "MF Equity", > "MF Equity", "MF Equity", "MF Equity", "MF Debt", "MF Debt", > "MF Debt", "MF Debt", "MF Debt", "MF Hybrid", "MF Hybrid", "MF Hybrid", > "MF Hy...

..., 35.65, 37.59, 36, 36.27, 33.94, > > 33.74, 29.44, 46.54, 54.01, 59.1, 62.17, 67.67, 24.75, 24.4, > > 25, 24.61, 24.02, 25.4, 18.7, 29, 11.48, 7.103), Measure = c("MF None", > > "MF None", "MF None", "MF None", "MF None", "MF Equity", "MF Equity", > > "MF Equity", "MF Equity", "MF Equity", "MF Debt", "MF Debt", > > "MF Debt", "MF Debt", "MF Debt", "MF Hybrid", "MF Hybrid", "MF Hybrid", > &...

...36, 36.27, 33.94, 33.74, 29.44, 46.54, 54.01, 59.1, 62.17, > > > 67.67, 24.75, 24.4, 25, 24.61, 24.02, 25.4, 18.7, 29, 11.48, 7.103), > > > Measure = c("MF None", "MF None", "MF None", "MF None", "MF None", > > > "MF Equity", "MF Equity", "MF Equity", "MF Equity", "MF Equity", "MF > > > Debt", "MF Debt", "MF Debt", "MF Debt", "MF Debt", "MF Hybrid", "MF > > > Hybrid", "MF Hybrid&quo...

...94, 33.74, 29.44, 46.54, 54.01, 59.1, 62.17, > > > > 67.67, 24.75, 24.4, 25, 24.61, 24.02, 25.4, 18.7, 29, 11.48, 7.103), > > > > Measure = c("MF None", "MF None", "MF None", "MF None", "MF None", > > > > "MF Equity", "MF Equity", "MF Equity", "MF Equity", "MF Equity", "MF > > > > Debt", "MF Debt", "MF Debt", "MF Debt", "MF Debt", "MF Hybrid", "MF > > > > Hybrid", "MF...

...gt; > Income is the first variable. It has seven states: $10, $25, $40, $75, > >$75, "No", "Answer" > MF is the second variable. It has six values: 1, 2, 3, 4, 5, 9 > None is the third variable. It has seven values: 1, 3.05, 2.29, 2.24, > 1.71, 1.30, 2.83 > Equity is the last variable with many states, both numeric and text. A > computer will read it all as text. > > As written the data cannot be analyzed. > > Equity looks like it should be numeric. However, it has text values: > "Debt", "Hybrid", Bank", "AC&qu...

Hi, I am trying to work with the output of the MINE analysis routine found at http://www.exploredata.net Specifically, I am trying to read the results into a matrix (ideally an n x n x 6 matrix, but I'll settle right now for getting one column into a matrix.) The problem I have is not knowing how to take what amounts to being one half of a symmetric matrix - excluding the diagonal -

Hi, I am downloading Bloomberg data from R. This data will be stored in a zoo object by default. The command is dat<-blpGetData(con,c("NOK1V FH Equity","AUA AV Equity"),"PX_OPEN",start=as.chron(as.Date("12/1/2006", "%m/%d/%Y")),end=as.chron(as.Date("12/28/2006", "%m/%d/%Y"))) Here I am downloading the data for two tickers, ("NOK1V FH Equity" and "AUA AV Equity")...

Hi, Complete newbie to R here. Just getting started reading manuals and playing with data. I've managed to successfully get my *.csv files into R, however I have to use header=FALSE because the real header starts in line #2. The file format looks like: PORTFOLIO EQUITY TABLE TRADE,MARK-SYS,DATE/TIME,PL/SIZE,PS METHOD,POS SIZE,POS PL,DRAWDOWN,DRAWDOWN(%),EQUITY 1,1,1/8/2004 12:57:00 PM,124.00,As Given,1,124.00,0.00,0,"10,124.00" 2,1,1/14/2004 9:03:00 AM,-86.00,As Given,1,-86.00,86.00,0.849,"10,038.00" 3,1,1/14/2004 11:51:00 AM,-226.00,As Give...

Hi, I am using sendmailR package to send mails from R. I am not able to make carbon copy work properly. If I specify multiple recipients in to field, then they all receive individual emails and not carbon copies My sample code is require(sendmailR) header <- list(cc="b.mali@abc.com") to <-

...6 > print(fundPME.lst[[1]]$irr) IRR HSBC MEEM 2005-10-31 0.1926175 0.07802736 So, is it necessary to define a print.its S3 method, or what should we do? Many thanks and best regards, Stefan ____________________________________ Dr. Stefan Albrecht, CFA Allianz Private Equity Partners GmbH Königinstr. 19 | 80539 Munich | Germany Phone: +49.(0)89.3800.18317 Fax: +49.(0)89.3800.818317 EMail: stefan.albrecht@allianz.com <mailto:stefan.albrecht@allianz.com> Web: www.apep.com <http://www.apep.com/> Allianz Private Equity Partners GmbH | Geschäftsführung: Wan...

Folks, I have a matrix of historicalReturns, where entry (i, j) is the daily return corresponding to date i and equity j. I also have a matrix startOffset, where entry (1, k) is the row offset in historicalReturns where I entered into equity k. So we have that NCOL(startOffset) = NCOL(historicalReturns). Now I would like compute for each column in historicalReturns, the cumulative return 'returnsFromIncept...

Dear Group, My code stopped working ... used to work till last week! sURL <- "http://www.nseindia.com/content/historical/EQUITIES/2010/NOV/cm01NOV2010bha v.csv.zip" > download.file(sURL,"test.zip") trying URL 'http://www.nseindia.com/content/historical/EQUITIES/2010/NOV/cm01NOV2010bha v.csv.zip' Error in download.file(sURL, "test.zip") : cannot