Displaying 3 results from an estimated 3 matches for "logbidask".
2006 Oct 31
3
plotting question
i have the following code below and at the end there are some plotting
statements.
it actualy looks quite nice when you run it but there is just one
strange thing happening that
don't know how to fix.
the three things being plotted are
aggfxdata[,logbidask] which has its own set of times ( it's a zoo object
).
rollmeanlogbidask which has a subset of the times that aggfxdata has.
basically it starts later than aggfxdata[,logbidask] and when the plot
is done, it works in the
sense that rollmeanlogbidask gets plotted later.
then, i plot the variab...
2006 Nov 14
2
putting a column name on a zoo object
does anyone know how to put a column name on a zoo object. I think achim
and gabor are off line or they have gotten totally tired of me
an decided to ignore me ( which is totalyy understandable ).
logbidask<-log((aggfxdata[,"bid"] + aggfxdata[,"ask"])/2.0)
logbidask doesn't have a name and I can't figure out how to get one on
it ?
aggfxdata is a zoo object.
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This is not an offer (or solicitation of an offer) to bu...
2006 Dec 08
2
any way to make the code more efficient ?
...=======
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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