similar to: High Frequency Trading

Hi R ?users, ? I am using R-2.14.0 on Windows XP. ? May I request you to assist me for the following please. ? I like to extract all the fields (example: a : Ask, b : Bid, ??, w : 52-week Range, x: Stock Exchange) ?for certain period of time, say, 1 October 2011 to 31 October 2011. ? Is there any R-Package(s) & any R- script please? ? Once again, thank you very much for the time you have

Hi R Users,   Thanks in advance.   I am using R-2.11.1 on Windows XP.   May I request you to assist me for the following please.   1.       Is there any R-package or if any to compose music?   2.       Is there any R-package or if any to analyse music?   Once again, thank you very much for the time you have given.   Regards,   Deb   [[alternative HTML version deleted]]

Hi R users,   Thanks in advance.   I am using R 2.12.0 on Windows XP.   May I request you to assist me in the following please.   1. I am getting error while downloading quote data from yahoo finance.   The example code is below (taken from tseries help):   library(tseries)   con <- url("http://quote.yahoo.com") if(!inherits(try(open(con), silent = TRUE), "try-error")) {  

Hi R users,   Thanks in advance.   Is it possible to install R on cygwin? If yes, can anyone assist me how can I install R on cygwin?   Currently, I am using R on Windows XP. I have found that binary version of some packages such as RCurl is not available.    Once again, thank you very much for the time you have given.   Regards,   Deb [[alternative HTML version deleted]]

I have a dataframe called cvar, with two variables (among many others) called MSA and ACTUP. Both are numeric. This was working fine. Then I found out that for two MSAs, ACTUP should be 1, not 0. so I tried cvar$ACTUP[cvar$MSA == 6840] <- 1 cvar$ACTUP[cvar$MSA == 5360] <- 1 but when I try table(cvar$MSA, cvar$ACTUP) the level of ACTUP for those two MSAs has not changed, and is still

When I sink the output of an RWeka model to a text file, the output file appears empty: library(RWeka) model = LogitBoost(Species~.,data=iris) print(model) sink("output.txt") print(model) #file output.txt is created, but it is blank sink() Am I doing anything wrong? [[alternative HTML version deleted]]

# Hi all, # consider the following code (please, run it: # it's fully working and requires just few minutes # to finish): require(CreditMetrics) require(clusterGeneration) install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org",

Hi List, Merlin Magix hardware v02 I'm trying to get asterisk to act as a voicemail server for a lucent merlin magix PBX that we purchased used. We have 4 FXO channels between the two PBXs on a Sangoma A200 card. The 770 dialgroup is working properly, in that calls to 770 are answered by Asterisk. The magix is sending mode codes in the format #XX#XXX#, where the 2nd block of digits

Dear R users, Thanks in advance. I am Deb, Statistician at NSW Department of Commerce, Sydney. I am using R 2.8.1 on Windows XP. This has reference to the package “DPpackage”. The binary version is available on Mac OS, but I am using Windows XP. May I request you to assist me in the followings: How can I prepare Windows binary of DPpackage from source? 2. Is there any possibility

When I try citypro <- sas.get('c:/ndri/cvar/data', member = 'citypro2') I get the following errors and warnings: 'sas' is not recognized as an internal or external command, operable program or batch file. 'less' is not recognized as an internal or external command, operable program or batch file. Error in sas.get("c:/ndri/cvar/data", member =

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

I have a dataset with 4 years of students, and normally I want to estimate things using each individual year, so I have a for loop as follows for (i in 1:4){} However, the only way I know how to calculate estimates using all four years of data is to put the estimations outside of the loop. Is there anyway to make a for loop that uses all four years at once, then uses each individual year?

I have updated from ggplot2 0.8.9 on Windows to ggplot 0.9.0 (and then 0.9.1) and I can't find scale_y_logit() anymore ... On Mac, I can't see scale_y_logit() in ggplot 0.9.0 either. Am I missing anything? Thanks

Hi! Thanks in advance. I know this is not the right place to send this message. But I have tried to do so by sending e-mail to the addresses r-help-request@r-project.org and r-announce-request@stat.math.ethz.ch. But no success. I am getting messages such as "Your message to R-help awaits moderator approval". I need your assistance on above. I am an user of r-help. My e-mail

Hi All, I am having very high-frequency data, captured between 3 to 7 seconds by sensor for tank. Number of rows of data point are 7 million and its multivariate problem. Due to high frequency data, time series is unable to capture frequency & Cycle of data. Please help me, how to approach and which kinds of algorithm required to solve this problem using R. Thanks, Rama Shankar

Dear R users, Thanks in advance. I am Deb, Statistician at NSW Department of Commerce, Sydney. I am using R 2.8.1 on Windows XP. I like to save Trellis Plots on A3 size paper (Portrait and Landscape). Currently, I am using the following command to save a Trellis Plot in pdf [This is an example code]: pdf("D:/Analysis/test.pdf") dataFile <- expand.grid(xo=

Hello, Is there any way we convert SAS dataset into R dataset? Kindest Regards, Peppy Adi-Purnomo ------ Peppy Adi-Purnomo Energy Market Analyst Energy Link Ltd Dunedin - New Zealand Ph.: +64 3 479 2475 Fax: +64 3 477 8424 Email: s.adi.purnomo at energylink.co.nz www.EnergyLink.co.nz -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Hello again I have a file from SPSS in .sav format. when I run library(foreign) cvar<-as.data.frame(read.spss("c:\\NDRI\\cvar\\data\\cvar2rev3.sav")) I get a warning Warning message: c:\NDRI\cvar\data\cvar2rev3.sav: Compression bias (0) is not the usual value of 100. The data appear to be OK, but I am concerned. (I tried searching the archives and the documenation for data

I used garchFit function to fit 1600 observations of EURO/USD 2-day returns in GARCH(1,1) model. As part of the summary I got warning message: NaNs produced in: sqrt(diag(fit$cvar)) And didn't get any estimates for 3 params' std.error, t value or probability: Error Analysis: Estimate Std. Error t value Pr(>|t|) mu -0.004827 0.020141 -0.240 0.811 ar1 0.010311

Trading up to 10 google wave invites for a fast, powerful Rails host that provides me with a top level domain: ie: webwebwebwebweb.com or wwwww.com Or similar offers. Send me an email or post here. -- Posted via http://www.ruby-forum.com/.