similar to: S+FinMetrics

Is there a function in R that is equivalent to S-PLUS's seriesMerge(x1, x2, pos="union") where x1, and x2 are of class timeSeries seriesMerge is in S-PLUS's finmetrics. I looked into R's mergeSeries (in fSeries part of Rmetrics) but I could not make it behave quite the same. In R it expected a timeSeries object and a matrix of the same row count. In S-PLUS when using the

Hello List, I've done some cursory searching but (so far) have struck out. Does anyone know if the R version of the S+ FinMetrics package is available? Best, Bill Vedder

Dear all, S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for

Finmetrics (in S-PLUS) has teh functions "positions" (return the positions of an ordered data object). Is there an equivalent to it in Remtrics? I am applying it to teh data of a time series.

Hi, I am trying to fit a GARCH(1,1) model to a financial timeseries using the 'garch' function in the tseries package. However the parameter estimates obtained sometimes match with those obtained using SAS or S-Plus (Finmetrics) and sometimes show a completely different result. I understand that this could be due to the way optimization of MLEs are done, however, I would appreciate any

Hey, what is the R function for the mathematical limit ? e.g. to calculate and return the amount that the expression X^2 +X +2 approach as X approach 2 (X-> 2) thanks hassan [[alternative HTML version deleted]]

"The R Inferno" is now on the Burns Statistics website at http://www.burns-stat.com/pages/Tutor/R_inferno.pdf Abstract: If you are using R and you think you're in hell, this is a map for you. Also, I've expanded the outline concerning R on the Burns Statistics 'Links' page. Suggestions (off-list) for additional items are encouraged. Patrick Burns patrick at

Hi, as I find problems with yacas package... is there any R function equivalent to the yacas function "Factor" ? the factor function which i found in the R help is not the same. it doesn't factor an algebraic expression...... thanks hassan [[alternative HTML version deleted]]

I'm trying to use garchFit from fSeries, with Student or Skewed Student conditionnal distribution. Let's say that eps (vector) is my series of daily log-returns: data(EuStockMarkets) eps = diff(log(EuStockMarkets[,"CAC"])) library(fSeries) g = garchFit(series = eps, formula.var = ~garch(2,2), cond.dist = "dstd") s = g at fit$series All the coefficients are ok

Hi, are there any good charting and analysis tools for use with currencies, stocks, etc. in R? I have some tools to download currency data from the NYFRB using python and XML. Can we get and parse an XML download using R? Can we have interaction in R plots? Does anyone use R for back-testing trading strategies? Are there any forums for discussion of using R for this specific purpose (apart

Hi, I don't find a r-inferno.pdf that has detailed table of contents and bookmarks. If it is possible, can somebody help generated one and post it on line? Regards, Peng

Is there a wildcard value for vector values in r? For instance: > M <- *wildcard > (M==1) TRUE >(M=="peanut butter") TRUE >is.na(M) FALSE thanks, Francis -- Francis Smart (406) 223-8108 cell

Hi I want to use order() to get the order of a vector. But I would need a different behavior when ties occur: similar to the parameter ties.method = "random" in the rank() function, I would need to randomise the ties. Is this possible? Example: x <- rep(1:10, 2) order(x) [1] 1 11 2 12 3 13 4 14 5 15 6 16 7 17 8 18 9 19 10 20 order(x) [1] 1 11 2 12 3 13 4 14 5 15

Hi, everyone! Is there a function to do single-variable GARCH in R? If yes, what library is it in? Thanks! Toby -- ************************************************************************** When Thomas Edison invented the light bulb he tried over 2000 experiments before he got it to work. A young reporter asked him how it felt to have failed so many times. He said "I never failed once. I

Just wanted to see if I was using the latest acts_as_solr plugin, but the URL <http://acts_as_solr.railsfreaks.com/> takes me to a GoDaddy domain parking page. Anyone know what''s happened to railsfreaks, and more particularly this plugin? -- Hassan Schroeder ------------------------ hassan.schroeder-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org twitter: @hassan -- You received this

Hello! I am trying to write a function with vector and data.frame parameters that uses the sum() function and values from the rows of the data.frame. I need to pass this function as a parameter to optim(). My starting point is: observs <- data.frame(y, x1, x2, x3) Fn <- function(par, observs) { sum( (y - (par[1] * (x1 + 1) * x2^(-par[2]) * x3^par[3])^2 ) }

Hi I want to import Excel data into R I have used this code data<-read.table("C:\Total_Art_Policies.xls",header=TRUE,sep=";") i have an error msg: Erreur dans file(file, "r") : impossible d'ouvrir la connexion De plus : Warning message: In file(file, "r") : impossible d'ouvrir le fichier 'C:\Total_Art_Policies.xls' : No such file or

Gurus: I keep seeing other people?s code that contain ideas like If (x == 2L) X[-1L] X - 1L I have some idea of what?s going on, but where is the use of concepts like ?2L? documented? Thanks, Bryan ************* Bryan Hanson Acting Chair Professor of Chemistry & Biochemistry DePauw University, Greencastle IN USA

Hi, I apologize in advance if this is the wrong area to post this message. I would like to know if there is an "R" equivalent for the "S+finMetrics" package? I'd like to be able to use "R" to go through the examples provided in the book "Modeling Financial Time-Series with S-Plus" (E. Zivot and J. Wang). I was told that "R" and

"in non linear modelling finding appropriate starting values is something like an art"... (maybe from somewhere in Crawley , 2007) Here a colleague and I just want to compare different response models to a null model. This has worked OK for almost all the other data sets except that one (dumped below). Whatever our trials and algorithms, even subsetting data (to check if some singular