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2012 Sep 16
1
possible TZ bug in parseISO8601 - "Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, : [...]"
...weeks and gone from newbie status to *reasonably* comfortable with it. Here's an issue I just cannot solve however as it appears to be some kind of bug in R itself. But I won't claim that for sure. I have a function as follows: FindHighRow <- function(searchVector, highColumnIndex, thisDate, nextDate) { dateFilter <- GetDateRangeString(thisDate,nextDate) filtered <- searchVector[dateFilter] returnRow <- filtered[which.max(filtered[,highColumnIndex])] returnRow } Running the lines BY HAND works fine. But as soon as I call it as a function (passing in *exactly* the...
2013 Jan 17
1
Help with interpolation
hi guys I need to interpolate values for the zero coupon yield curve. Following data is given date days rate 1996 01