Displaying 2 results from an estimated 2 matches for "stockportfolio".
2016 Apr 22
0
non-numeric argument to binary operator problem in stock analysis
I use these codes to get the returns of my simulated portfolio
but, I can not get returns as the non-numeric argument to binary operator problem in stoc
thank you guys first.
library(quantmod)library(quadprog)library(stockPortfolio)library(fPortfolio)library(tseries)source("efficientFrontierFunction.r")
myenv <- new.env()##Calculate the mean and sd of the monthly returns of each stocksPotf <- c('IBM', 'KO', 'C', 'TSLA', 'F')getSymbols(Potf, from="2011-01-01", e...
2010 Jul 18
6
CRAN (and crantastic) updates this week
...atgraphs (2.37), spatial
(7.3-2), spatialsegregation (2.18), spatstat (1.19-3), spBayes
(0.1-8), spcosa (0.2-1), spdep (0.5-14), spgrass6 (0.6-16), spgwr
(0.6-8), sphet (1.0-0), splancs (2.01-27), sqldf (0.3-5), st (1.1.4),
stab (0.0.8), StatDataML (1.0-20), StatFingerprints (2.0), statmod
(1.4.6), stockPortfolio (1.1), stringkernels (0.8.9), SubpathwayMiner
(3.0), surveillance (1.2-1), survey (3.22-2), SV (1.2.4), svcR
(1.6.4), svGUI (0.9-47), svIDE (0.9-49), svMisc (0.9-57), svUnit
(0.7-2), SweaveListingUtils (0.4.5), tawny (1.2.1), tdm (2.2.2),
tensorA (0.35), termstrc (1.3.1), textcat (0.0-3), tgp (2.3-...