search for: isin

...a loop function take would ccomplish this task. library(prob) { a <- sample ( 1:20, 100, replace=T) b<-sample(5:24,100,replace=T) } dd <- data.frame(a,b) dd # code piece I am looking for if(subset(dd,c(1,23,ordered=F))is found))( print subset) else( continue evaluating subsets) subset(dd,isin(dd,c(1,23), ordered = FALSE)) subset(dd,isin(dd,c(3,23),ordered=F)) subset(dd,isin(dd,c(4,11),ordered=F)) subset(dd,isin(dd,c(7,15),ordered=F)) Thank you G [[alternative HTML version deleted]]

...sconnect(con) used (Mb) gc trigger (Mb) max used (Mb) Ncells 480150 12.9 818163 21.9 818163 21.9 Vcells 797171 6.1 1445757 11.1 1441593 11.0 > dat [DATETIME] PX_LAST day day (09/17/07 19:43:45) NA I don't get the data...but the same statement tried with ticker works. So, any problem with ISIN's? -----Original Message----- From: davidr at rhotrading.com [mailto:davidr at rhotrading.com] Sent: Friday, September 14, 2007 10:24 PM To: Shubha Vishwanath Karanth; r-help at stat.math.ethz.ch Subject: RE: [R] ISIN numbers into Bloomberg tickers You can try > blpGetData(conn, "US...

Hi R, Can I convert ISIN numbers into Bloomberg tickers in the RBloomberg package? BR, Shubha [[alternative HTML version deleted]]

...ned stock would've performed over the period in question. I am using quantmod in R to download the historical data from yahoo and then analyzing it using PerformanceAnalytics. My problem is that, as our screens are done using Bloomberg, my list of screened stocks only has Bloomberg tickers and ISINs. Does anybody know of a method which could convert ISINs to yahoo tickers/symbols?? Or a method of accessing yahoo historical data from an ISIN (instead of a symbol call)? I would prefer not to use RBloomberg to download the data as the data calls would be extensive in testing. Thank you!!

...Original Message----- From: xen-users-bounces@lists.xensource.com [mailto:xen-users-bounces@lists.xensource.com]On Behalf Of Nick Couchman Sent: Thursday, October 06, 2005 12:26 PM To: AMIT KUMAR; xen-users@lists.xensource.com Subject: Re: [Xen-users] Error Creating Domain:vbd:Segment phy:/dev/hda3 isin writable use Nick Couchman Systems Integrator SEAKR Engineering, Inc. 6221 South Racine Circle Centennial, CO 80111 Main: (303) 790-8499 Fax: (303) 790-8720 Web: http://www.seakr.com >>> On 2005/10/06 at 08:43:41, in message <20051006144341.28356.qmail@webmail31.rediffmail.com>, &...

...direction. library(stats) library(prob) { a <- sample ( 1:4,100, replace=T,prob=c(0.1,0.2,0.5,0.3)) b<-sample(3:6,100,replace=T,prob=c(0.2,0.2,0.2,0.4)) } dd <- data.frame(a,b) if (subset finds a vector) ( print that vector) (else continue looking at subsets) subset(dd,isin(dd,c(1,4), ordered = FALSE)) subset(dd,isin(dd,c(3,3),ordered=F)) Thank you G

All: Are there any functions out there for selecting all the points in a region of a plot. I envision something like the identify() function except one could circle a cloud of points (and perhaps a vector would be returned of the same length as the points plotted indicating logical membership in the circled cloud). Perhaps someone has done something with the locator() function that would

Hello there! does any one know how to convert the following type of data > z DATE TIME ISIN PRICE VOL ID_DEAL RANK 1881 2009-09-11 10:30:59 RTS-9.09 117445 10 98200801 1 1882 2009-09-11 10:31:59 RTS-9.09 117450 1 98202144 6 1883 2009-09-11 10:32:59 RTS-9.09 117285 1 98203075 1 1884 2009-09-11 10:33:59 RTS-9.09 117180 3 98203828 1 1885 2009-09-11 10:34:58 RTS-9.09 1171...

Hi, Before I try to code this myself, I'd like to know if anyone has a fixed-point routine to compute the cos and acos functions. All I need is around 3-digit accuracy. Thanks. Jean-Marc -- Jean-Marc Valin, M.Sc.A., ing. jr. LABORIUS (http://www.gel.usherb.ca/laborius) Université de Sherbrooke, Québec, Canada -------------- next part -------------- A non-text attachment was

...als of the way R handles data .. Pls point me to the manual if possible .. I have this Index data: > head(NIFTY_INDX) Constituents.list.of.S.P.CNX.Nifty X X.1 X.2 X.3 1 2 Company Name Industry Symbol Series ISIN Code 3 4 ACC Ltd. CEMENT AND CEMENT PRODUCTS ACC EQ INE012A01025 5 Ambuja Cements Ltd. CEMENT AND CEMENT PRODUCTS AMBUJACEM EQ INE079A01024 6 Axis Bank Ltd. BANKS AXISBANK EQ INE238A01026 I Import the sectio...

...stem, eg, in the above <nfsdir> the following might exist: BASE SERVER CLIENT somehost each with a copy of syslog-ng.conf applicable to that class of host. Each host would be in one or more classes, where a class was also a class member - until you hit the root class, eg: somewebserver [isin] WEBSERVER [isin] SERVER [isin] BASE somelabpc [isin] LAB1PC [isin] LABPC [isin] CLIENT [isin] BASE Order matters and the class list for a host deterministically resolves to an ordered list. So for the example of somewebserver (the host name), it would pick up /etc/syslog-ng/syslog-ng.conf from...

...ble using linear programming. If the columns of matrix "ff" are the coordinates of the set of points, then in d=2 dimensions with n=4 constraints you can test whether point "candidate" is inside the convex hull by: R> candidate <- c(0.2,0.2) R> a <- rep(1,4) R> isin <- simplex(a=a, A3=ff, b3 = candidate) R> #[ff is given below]. Here, simplex() finds the x which minimizes a%*%x subject to ff%*%x = candidate [this works fine; candidate is inside the convex hull generated by the origin and the four points specified by the columns of ff because sum(isin$so...

...I'm wondering the kind of data structure that would best fit to my problem: my data are equities (stocks) : so I have a time serie (say 1 year of weekly data), and a bunch of qualitative + quantitative variables : the sector of the stock (biotech/finance...), the geographical region, the name, ISIN code, P/E ratios, whatever... The data.frame is perfect for the qualitative variables : a row is a stock, a column is a variable . But where can I store the time serie? If I put each weekly data in a column of the data frame , I'm not sure that it's the best structure when I will want to t...

Dear R, I have a covariates matrix with 10 observations, e.g. > X <- matrix(rnorm(50), 10, 5) > X [,1] [,2] [,3] [,4] [,5] [1,] 0.24857135 0.30880745 -1.44118657 1.10229027 1.0526010 [2,] 1.24316806 0.36275370 -0.40096866 -0.24387888 -1.5324384 [3,] -0.33504014 0.42996246 0.03902479 -0.84778875 -2.4754644 [4,] 0.06710229 1.01950917

Hi all, I'd like to know, if I can solve this with a shorter command: a <- rnorm(100) which(a > -0.5 & a < 0.5) # would give me all indices of numbers greater than -0.5 and smaller than +0.5 I have something similar with a dataframe and it produces sometimes quite long commands... I'd like to have something like: which(within.interval(a, -0.5, 0.5)) Is there anything I

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