similar to: Assign with Paste Problem

Dear R Helpers, I am trying to adjust the attribute of an R object pulled from quantmod. Since I want to do this for many such objects, I was trying to make the adjustment programmatic. Unfortunately, I am having a huge amount of trouble using attr in combination with paste (and perhaps get, and perhaps assign, none of which seem to help). When I hard-code the change it works fine. Your help

Hi, I have been learning the quantmod package over the last several days. I went to check some of my data pulls against other sources and was surprised to find that a few tickers that have single characters do not successfully scrape from Google Finance using getFin(). Particularly require(quantmod) getFin("A") getFin("E") getFin("F") getFin("G")

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

Dear R Helpers, I have run into a problem trying to perform a number of actions on a set of quantmod data objects through a loop and I am hoping that this is an easy problem for someone else as opposed to very difficult for me. The example task is to get the first three objects of the quarterly balance sheet for a number of companies from the getFinancials object and put them together into a

I am using getSymbols function from quantmod package to get price data from internet. Currently I have: my.ticker <- "IBM" getSymbols(my.ticker,src="google") This creates an xts object named my.ticker which contains historical price data for IBM. How can I call and manipulating this xts object using my original string my.ticker? I want to do: colnames(my.ticker) <-

Hi all, I would need to put datas downloaded with quantmod into a matrix or a data frame. Suppose to start from here: *require(quantmod) ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO', 'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',

Dear R Helpers, I am trying to write a character value to the row of a data frame and am running into a problem that I don't have when I do this for numeric arguments. For example, the following works just fine: > test<-data.frame(number=numeric(1)) > test[1,]<-.5 > test number 1 0.5 But the following bombs out: > hold<-data.frame(symbol=character(1)) >

I want to get data for a set of ticker symbols and compute the daily return of the adjusted close using quantmod, and then scatterplot returns using pairs(). The following gets data for the list of tickers: tickers <- c("SHY","TLT","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA")

v="IBM" library(quantmod) v v1=getSymbols(v) to.yearly(v1) =============================== when i pass the value through a variable in to.yearly() function it shows the error msg like "Error in try.xts(x) : Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied to an object of class "character"" i need the result of OHLC

Here's my contribution to R. When R interacts with external programs (MySQL, cURL, etc.), it often requires a pasted string that is sent to these programs. For readability reasons, it is often preferable to have complex commands (SQL for example) spread on several lines. However, the normal paste function requires to add additional ' ", ' at the end of each line and another '

If I have the string below. does someone know a regular expression to just get the "BLC.NYSE". I bought the O'Reilley book and read it when I can and I study the solutions on the list but I'm still not self sufficient with these things. Thanks. stock<-"/opt/limsrv/mark/research/equity/projects/testDL/stock_data/fhdb/US/BLC.NYSE"

Hi R Helpers, Is it possible to interpret the top level of the list as a date after downloading all the option chain data for a ticker? For example, after I run aapl_total<-getOptionChain("AAPL", NULL) the top descriptor of the lists is a date (Mar.09.2018, Mar.23.2018, etc.). So if want to subset down to those parts of the list that correspond to say, (expiration)

Package? The **names** of the top levels of your lists, "Mar.09.2018", "Mar.23.2018" certainly look like dates and if they are -- I have no idea what package/context is -- they certainly could be formatted as such. See e.g. "date-time" . There are also several package that provide date tools. Cheers, Bert Bert Gunter "The trouble with having an open mind is

I am new to R so I apologize if my question is trivial. I have not been able to figure out whether what I want to do is even possible. I have a data frame of stock ticker symbols which I store into R space from a txt file as follows: tickers <- read.csv("stocks.txt", header=FALSE, sep=",") tickers <- tickers[1] / the tickers are stored in the first column >

i need to find the best ticker from the group of some tickers.? i also need to know on what basis we calculate the best ticker? i have some idea about the if the risk rate low, or the market price high we can say the ticker is best. but i dont know is it true. Anyone can help me . Thank you -- View this message in context:

Hi, I do not understand why after I called apply on a function that returns an xts (getIdvAdjSeries) it returns a matrix whose columns are just numeric value of time series in xts instead of a list of xts objects. Basically, I called the following: apply(matrix(tickers,ncol=1),1,FUN=getDivAdjSeries) getDivAdjSeries <- function(ticker) { seriesName <-

I used quantmod to pull in price data from the ticker SPY. The data has date and closing price. I would like to show the day of the week for each closing price. Is that possible? Also, I would like to add the back into the data frame in a new column without changing the structure of the data set if possible. SPY 2009-01-02 92.96 2009-01-05 92.85 2009-01-06 93.47

Dear experts, I?ve been on this for weeks now, and couldn?t find a solution..Sorry for the long description. I figured I post many details, so you get the problem entirely, although it?s not hard to grasp. **Situation:** Data frame consisting of 4 million entries (total size: 250 MB). Two columns: `ID` and `TEXT`. Text strings are each up to 200 characters. **Task:** Preprocessing the text

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

I have a data.frame which I believe is melted already and am having trouble casting it to 'wide' format. It looks something like > (x <- data.frame(ticker=c(rep("A",5),rep("B",6)), date=c(1:5, 1:6), value=c(NA,100*exp(rnorm(10,0,.1))))) > cast(x, date ~ ticker) # this does what I want with toy data But when I use my real data frame >