similar to: Corrupt R installation?

I have a script running in the StatET Eclipse environment that executes the ggplot2 command qplot in a function: # Creates the plot createPlot <- function(){ print("Lets plot!") qplot(1:10, letters[1:10]) } When executing the qplot line directly, it works. When executing the script it does not open a window and it it does not plot. Is there something important I have forgotten? I

Hello, all... I've been playing with the TTR package and quantmod, and I'm loading the Chicago Board of Exchange put/call ratio data via a simple read.csv call... CBOEtotal<-read.csv(file=" http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/totalpc.csv ",skip=1) this gives me a data frame with columns.... > names(CBOEtotal) [1] "Trade_date"

Hello Group, I am trying to see if there is way to access data that is inside another namespace. For e.g. the addATR function in the quantmod package calculates the ATR using the TTR package and then plots it to the graph. Now since it has already calculated the info that I need, can I access that data which if I look at the function code is stored in a variable called "atr"

Hello r-project: I want to load and use the tiny quant libary. Hello R-project: get.symbols doesn't work this morning. I use this code: ############################################# # # install.packages(c("quantmod", "TTR", "xts", "zoo" , "tidyquant" )) # Load the tidyquant package library("tidyquant") library(TTR) library(xts)

Please look at what you wrote. get.symbols vs. getSymbols. -- Bert On Wed, Dec 18, 2024 at 7:56?AM Phil Smith via R-help <r-help at r-project.org> wrote: > > Hello r-project: > > I want to load and use the tiny quant libary. > > Hello R-project: > > get.symbols doesn't work this morning. > > I use this code: > >

library(xts) library(TTR) ndx = getYahooData("^NDX") aa = ndx$Close bb = aggregate(aa, as.yearweek, tail, 1) The last operation takes forever, and then the bb dates are messed up. The following produces the desired result: time(aa) = as.Date(time(aa)) bb = aggregate(aa, as.yearweek, tail, 1) The index of ndx and aa is of POSIXct (as reported by is(time(ndx))) , which apparently

Hi R Helpers, I recently tried to take advantage of the ability to download all the tickers in the S&P 500 using the functionality of tidyquant, but it threw an error. For summary, the set of commands that I ran was library(tidyquant) tq_index_options() tq_index("SP500") sessionInfo() R feedback including error message and sessionInfo are provided below. Guidance would be

I did an update of both rstudio and my packages. I had some trouble but was able to move a lot of the packages so most troubles seem to be behind me. But having a problem with code that previously ran fine. See below: require(quantmod) Loading required package: quantmod Loading required package: Defaults Loading required package: xts Loading required package: zoo Attaching package: ?zoo? The

I was able to reproduce the problem with this self-contained example. Maybe it could be reproduced with an even smaller one ... library(tidyquant) # Loads tidyverse, tidyquant, financial pkgs, xts/zoo library(xts) dtV <- as.Date("2017-01-01") + 1:100 locL <- list( foo=xts(rnorm(100), order.by=dtV), bar=xts(rnorm(100), order.by=dtV) ) fullXts <- do.call(merge,locL) smallXts

Hi Everyone, I'm currently using the latest build of R and R-Studio server (both are amazing products) I'm still very new to this but I came across this issue: I'm trying to do a select from postgres and put the data into and xts object like so: # Libs library('RPostgreSQL') # http://code.google.com/p/rpostgresql/ library('quantmod') library('TTR')

I'm having trouble returning a rolling n period highest value for a data set. For each day I want to calculate the highest value over the last 3 days. I am using the following packages: zoo, xts, quantmod and TTR. Thanks, Jason GLD.Close 2010-10-01 128.91 2010-10-04 128.46 2010-10-05 130.99 2010-10-06 131.81 2010-10-07 130.37 2010-10-08 131.66 2010-10-11

Hi, I just installed R software on my machine which is not supposed to have an internet access. I installed several package that I need, which are quantmod, xts, TTR etc. When I typed require(quantmod), I get " Error: package 'Defaults' could not be loaded". How do you install Defaults package if you don't have an internet access ? Does anyone know where I can find the file

Dear All, I'm new at R, but I really just need a couple of things. The first thing I need is to figure out how to get each individual financial statement (CF,BS,IS). I need each individual one because getting them all at once allows for formatting issues once it is a CSV. The date subsetting is what I need because I will be running a statistical model in excel. I know I could probably

There was mention of this [r-sig-fedora at r-project.org] mailing list on one of the other R lists overnight. I thought the list needed a bit of posting, as I could not recall seeing content recently on it. I cross post to the Red Hat hosted list as well, it raises issues relevant there as well I have been packaging in support of many of the financial packages at CRAN and in R-Forge [

Hi all, I bumped into this awkward zoo behaviour. I'd be half tempted to call it a bug, what do you think? It's annoying to work around it :( I wonder if this was the behaviour of older zoo versions, I can't remember coming across this sort of thing... > version _ platform i386-pc-solaris2.10 arch i386 os solaris2.10 system i386,

>>>>> akshay kulkarni >>>>> on Wed, 31 May 2023 20:55:33 +0000 writes: > dear members, > I am using arfima() from forecast package to model a time > series. The following is the code: >> LYGH[[202]] > [1] 45.40 3.25 6.50 2.15 >> arfima(LYGH[[202]]) > Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma,

> On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. > kindly help me. > also using zoo and xts packages. but they take only monthly observations. > > 'data.frame': 30 obs. of 4 variables:

You can just use the same code that I provided before but now use your dataset. Like this df <- read.csv(file="data2.csv",header=TRUE) dates <- as.Date(paste(df$year,"-01-01",sep="")) myXts <- xts(df,order.by=dates) head(myXts) #The last command "head(myXts)" shows you the first few rows of the xts object year cnsm incm wlth

oky.. thank you very much to all of you On Sat, Sep 16, 2017 at 2:06 PM, Eric Berger <ericjberger at gmail.com> wrote: > You can just use the same code that I provided before but now use your > dataset. Like this > > df <- read.csv(file="data2.csv",header=TRUE) > dates <- as.Date(paste(df$year,"-01-01",sep="")) > myXts <-

Assuming the input data.frame, DF, is of the form shown reproducibly in the Note below, to convert the series to zoo or ts: library(zoo) # convert to zoo z <- read.zoo(DF) # convert to ts as.ts(z) # Note: DF <- structure(list(year = c(1980, 1981, 1982, 1983, 1984), cnsm = c(174, 175, 175, 172, 173), incm = c(53.4, 53.7, 53.5, 53.2, 53.3), with = c(60.3, 60.5, 60.2, 60.1, 60.7)),