Displaying 1 result from an estimated 1 matches for "fillholes".
2006 Dec 08
2
any way to make the code more efficient ?
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start<-1
for (filecounter in (1:length(datafilenames))) {
print(paste("File Counter = ", filecounter))
datafile= paste(datadir,"/",datafilenames[filecounter],sep="")
aggfxdata<-clnaggcompcurrencyfile(fxfile=datafile,aggminutes=aggminutes,
fillholes=1)
logbidask<-log(aggfxdata[,"bidask"])
aggfxdata<-cbind(aggfxdata,logbidask)
if ( start == 1 ) {
fullaggfxdata<-aggfxdata
start<-0
} else {
fullaggfxdata<-rbind(fullaggfxdata,aggfxdata)
}
}
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