search for: mf_data

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2010 Oct 14
1
Basic data question
I have a question about the output given below after running few lines of code. Surely a 101 query! MF_Data <- read.csv("MF_Data_F.txt", header = F, sep="|") temp <- head(MF_Data) #Get the sample Data temp1 <- subset(temp, select= c(V1,V4,V6)) #where V1, V4, V6 are the col names .. to Get the relevant data names(temp1) <- c('Ticker', 'Price','Date')...
2010 Oct 04
3
Loop too slow for Bid calc - BUT cannot figure out how to do with matrix
Hi, I am trying to create Bid/Ask for each second from a high volume stock and the only way I have been able to solve this is using loops to create the target matrix from the source tick data matrix. Looping is too slow and not practical to use on multiple stocks. For example: Bids Matrix (a real one is 400,000++ length): Bid Time 10.03 11:05:03.124 10.04 11:05:03.348 10.05
2010 Oct 15
0
nomianl response model
...help'" <r-help at r-project.org> Subject: [R] Basic data question Message-ID: <4cb67e8c.2a978e0a.7797.3409 at mx.google.com> Content-Type: text/plain; charset="us-ascii" I have a question about the output given below after running few lines of [[elided Yahoo spam]] MF_Data <- read.csv("MF_Data_F.txt", header = F, sep="|") temp <- head(MF_Data) #Get the sample Data temp1 <- subset(temp, select= c(V1,V4,V6)) #where V1, V4, V6 are the col names .. to Get the relevant data names(temp1) <- c('Ticker', 'Price','Date')...