similar to: Ggplot and irregular timeseries

Hi guys, im trying to install rmagick on windows but i have some problems with the post install, im using win2000, ruby 1.8.4 and rails 1.1, all working well. Then i downloaded RMagick-1.9.2-IM-6.2.4-6-win32.zip from http://rubyforge.org/projects/rmagick/ extracted and do the gem install RMagick-win32-1.9.2-mswin32.gem , the gem was installed sucesfully but when i do the postinstall.rb i get

Dear All, I would like to ask you help with the following: Assume that I have an area of 36 cells (or sub-areas) sr<-matrix(data=seq(from=1,to=36),nrow=6,ncol=6,byrow=TRUE) > sr [,1] [,2] [,3] [,4] [,5] [,6] [1,] 1 2 3 4 5 6 [2,] 7 8 9 10 11 12 [3,] 13 14 15 16 17 18 [4,] 19 20 21 22 23 24 [5,] 25 26 27 28 29 30 [6,]

Hello. I don't understand a particular output of portfolio.optim (tseries). I have 4 assets and the portfolio.optim returns an asset with weight equals to zero. If I do a portfolio.optim with 3 assets, without the asset with weight equals to zero, it returns a completely different result. That's I would expected the same weights as the run with 4 assets. Below the code. Thanks in

QUESTION: Is there a way of passing arguments from an external file to a script so that they can be used directly by functions within the script? I have a series of interdependent functions. I wish to test the time for processing various datasets. I was initially doing something along the lines of the following (yes, I am new to R): rm(list= ls())

Hi ! If i start t@x 2005 (from Buhl Data) i get the following messages in stman2005.log: err:font:OpenFontFile FT_New_Face rets 81 err:font:OpenFontFile FT_New_Face rets 81 err:font:OpenFontFile FT_New_Face rets 81 Building font metrics. This may take some time... err:syslevel:_CheckNotSysLevel Holding lock 0x7b8485a0 level 3 err:syslevel:_CheckNotSysLevel Holding lock 0x7b8485a0 level 3

Let me start with the code: library(quantmod) library(rugarch) getSymbols("SPY", from="1900-01-01") rets=na.trim(diff(log(Cl(SPY)))) tt = tail(rets["/2004-10-29"], 1000) spec = ugarchspec(variance.model=list(garchOrder=c(1,1)), mean.model=list(armaOrder=c(2,5)), distribution.model="sged") for(ii in 1:10) { ttFit = ugarchfit( spec=spec,

Török Edwin <edwintorok at gmail.com> writes: >> > Which regression tests are failing with LLVM 2.8 and GCC 4.4.x? >> >> Too many to list. > > Can you give me 2 or 3 examples (that fail with LLVM 2.8 and GCC 4.4 > but work with LLVM 2.8 and GCC 4.3), also I'd like to know how they > fail. > If I have some time I'll check with my 4.4 to see if

I am trying to locate a bug that affects my Blackfin backend. I am having some trouble understanding the semantics of def/kill flags on machine operands when using subregisters. I compile this function: define void @i56_ls(i56 %x) nounwind { store i56 %x, i56* @i56_s ret void } And get this initial machine code: Live Ins: %R0 %R1 %reg1025D<def> = MOVE %R1 %reg1024D<def> =

On Apr 22, 2009, at 12:03 AM, Jakob Stoklund Olesen wrote: > I am trying to locate a bug that affects my Blackfin backend. I am > having some trouble understanding the semantics of def/kill flags on > machine operands when using subregisters. > > I compile this function: > > define void @i56_ls(i56 %x) nounwind { > store i56 %x, i56* @i56_s > ret void > } >

Hi, I've written some R code that runs through a loop a certain number of times. I want to save the output of each loop under a new variable name, but I seem unable to do so. I have a [10,1] matrix of stock tickers, and I want to save the output to the variable name: paste(matrix[i,1],"rets",sep=""). Eg: AAPLrets would be the name of the variable that I would save the

IRC user ernini first noticed this. We both tried using gpxe/gpxelinux.0 from Syslinux-4.04-pre22. ernini used pxechain to a commercial NBP which RETs (the same as PXELINUX) and failed. Both of us had success with core/pxelinux.0 from Syslinux-4.04-pre22. For my test, I have a VM in VMware Server 2.0.2 (VMHW v7). I loaded gpxelinux.0 using the VM's built-in PXE ROM. Then I used

Hi guys, I am doing a project to evaluate the 7 individual fund performance from a portfolio compared with all fund performance utilizing the same strategy. Lets say in total there are 10 strategies and in the portfolio there exist 5 strategies. First, i use the BOXPLOT() and SUBSET() to produce the box plot of all the 5 funds performance individually: #identify funds in strategies within

Why do we get Partial correlation values greater than 1? I have used the default function pcor.mat :-- I have manipulated the default pcor.mat function a bit so ignore tha variables corr_type,element1_in_no,element2_in_no,P.Please ignore the ?pairwise? section and have a look at athe ?listwise ? part i.e else part. *pcor.mat <-

On Fri, Feb 2, 2018 at 4:03 PM David Woodhouse <dwmw2 at infradead.org> wrote: > On Thu, 2018-02-01 at 10:10 +0100, Hans Wennborg via llvm-dev wrote: > > > > I saw the retpoline mitigation landed in r323155. Are we ready to > > merge this to 6.0, or are there any open issues that we're waiting > > for? Also, were there any followups I should know about? Also,

Hi, suppose I have a time series rt. Why does this code not work? rt <- data n <- length(rt) - 2 at <- vector(length = n) at = rt-(3.75101e-04 + 9.61877e-02 * rt[-1] - 2.48071e-02 * rt[-2]) Thank you, Benjamin

Hello r-help, I have a couple of time-series of different length and I would like to produce a simple overview plot showing the autocorrelation functions of the series. The time-series are stored in a dataframe like this: > test.data item year value 1 xxx 1961 -1.09 2 xxx 1962 0.21 3 xxx 1963 -0.81 [trimmed] 8

Hello I have 2000 univariate timeSeries of about 20 observations each, as the following, I would like to store all of them in one object, sort of a data frame, and to be able to recall each by its column name, which by the way is the same as the first date. Do you know how can I do this. Thank you Felipe Parra GMT 2009-10-12 2009-10-12 0.002346171 2009-10-14 0.002346171 2009-10-21

Hello, Writing to seek help in regard to some unexpected performance anomaly i am observing in using tsoutlers:tso on the mac vs on an AWS cloud server.. I am running the following code with very small dataset of about 208 records. d.dir <- '/Users/darshanpandya/xxxxxx' FNAME <- 'my_data.csv' d.input <- fread(file.path(paste0(d.dir,"/zzz/"),FNAME,fsep =

Hi there, we are looking for a research assistant for a project on analysing timeseries in the field of educational research. We have timeseries of the subjective perception (I understand, I feel good, I am interested etc.) of 109 students (6 different courses, 26 to 72 hours of classroom teaching, 208 to 332 points of measurement). We want to do exemplary analysis of the interaction

Question on timeSeries and S4 classes: Consider the following: library(timeSeries) data <- rnorm(5) treg <- ts(data, frequency=4) t1 <- timeSeries(data, as.Date('2010-04-15') + 1:5) t2 <- as.timeSeries(treg) Now both t1 and t2 are timeSeries objects, yet t2 at ts is a valid slot, while t1 at ts is not. Thus the ts slot is optional. Sorry if I am misunderstanding the way S4