Displaying 20 results from an estimated 1400 matches similar to: "AsOf join in R"
2012 May 20
1
Problem in convert function in RTAQ package
Hi All,
I am using convert() function in RTAQ package to convert the text file into
xts object.The code I am using is shown below:
convert(from="2010-07-01",to="2010-07-01",datasource="C:\\TAQdata",datadestination="C:\\datadestination",trades=T,quotes=F,ticker="SUBX",dir=F)
The problem is that I am not getting the text files named Ticker.trades
2012 May 08
2
Dividing tick-data into intervalls
Hi everybody, I am sorry that I am kind of spamming this forum, but I have searched for some input everywhere and cant really find a nice solution for my problem.
Data looks like:
price
2011-11-01 08:00:00 0.000000000
2011-11-01 08:00:00 0.000000000
2011-11-01 08:02:00 0.000000000
2011-11-01 08:03:00 -0.017033339
2011-11-01 08:13:00 0.000690001
2011-11-01
2010 Nov 16
4
Remus crashes
Hello everyone,
I''ve managed to configure and start Remus. However, it works only while
the protected server is not loaded. As soon as I start a
memory-intensive server application, the stream of Remus messages stops,
leaving me with an error message. I think the message is not always the
same, but here is what I''ve got from the last run:
PROF: suspending at
2011 Apr 29
1
Handling of irregular time series in lineChart
Hi,
I realized that when I have irregular series to feed into lineChart,
the interval of each point in the chart does not seem to take care of
irregular time interval I specified in my input xts time series. But
rather, lineChart seems to take each point as equal spaced time
series. For example, I have the following code:
library(quantmod)
options(digits.sec=3)
t0 <-
2012 Oct 12
1
RTAQ - convert function: warning causes incorrect loading of data
Hello,
I am closely following the RTAQ documentation in order to load my dataset
into R, however I get this warning when running the convert function in the
following way:
convert(from="2010-11-01", to="2010-11-01",datasource=datasource,
datadestination=datadestination,trades=T,quotes=T,ticker="BAC",dir=T,
extention="csv", header=T,
2012 Jul 19
1
Change log(J) to log(J+1) to stop log(0) from occurring in harModel
I think the code is part of the RTAQ package but is not included in it, as I
obtained it from
https://r-forge.r-project.org/scm/viewvc.php/pkg/RTAQ/R/HAR_model.R?view=markup&root=blotter&sortby=author&pathrev=1028.
It is not my code and I make no claim to other's good work, and apologize if
I should even be posting it I am not sure, but in the transform function it
allows to
2011 May 14
2
timezone specification on windows machine
Hi,
I'm wondering what's the right value for specifying "America/New_York"
time zone on a windows machine? I got my code which specify this time
zone on as.POSIXct function work properly with this value on a linux
machine. But it keeps giving me complaint on windows. Thank you.
Cheers,
Robert
2012 Jan 11
2
Finding percentile of a value from an empirical distribution
Hello,
I am not sure how to do this in R. Any suggestion would be
appreciated. I have a vector of values from where I build an empirical
CDF. For example:
> x <- seq(1,100)
> x <- sample(x,1000,replace=T)
> quantile(x,probs=seq(0,1,.05))
0% 5% 10% 15% 20% 25% 30% 35% 40% 45%
50% 55%
1.00 5.00 10.00 16.00 20.00 25.00 31.00 36.00 41.00
2009 Jun 29
1
S4 and connection slot [Sec=Unclassified]
Hi all,
I am having a problem trying to declare a slot representation to hold a file connection.
With V2.8.0 I had been using:
setClass("Element",
representation(
[other slots removed],
datafileConn = setOldClass(c("file","connection"))
)
)
This resulted in a warning but still ran okay.
No however with V2.9.0 I am getting
2010 Oct 04
2
Recursion error after upgrade to R_2.11.1 [Sec=Unclassified]
Hi all,
After an upgrade from R_2.10.1 to R_2.11.1 I am now getting the following error:
Error: evaluation nested too deeply: infinite recursion / options(expressions=)?
This occurs in the initialize method of S4 classes where I was initialising attributes eg:
.Object[['realtimeState']] <- list()
I can avoid this new error by altering the code to do:
.Object$realtimeState <-
2010 Oct 13
1
Wierd nlm behaviour in 2.10.1 and 2.12.0 [Sec=Unclassified]
Hi all,
When upgrading to 2.11.1 recently I noticed different results being produced by my code.
After much digging I have finally narrowed it to a call to nlm().
This can be replicated by:
FixedRemovals<-1836180125888
AbStageInitial<-2223033830403
Rates<- 0.3102445
nlm(function(rootM,Abund,Loss,OtherM)
{(Loss-(rootM/(rootM+OtherM)*
(1-exp(-(rootM+OtherM)))*
2010 Oct 04
1
S4 class help pages [Sec=Unclassified]
Hi,
I am working on producing an R package containing mostly S4 classes and methods.
I have generated and filled out all the necessary .Rd files but find that once installed I am unable to access help pages for the classes using the ?package::classname-class syntax that is suggested when using the ?? apropos search. This lists my package classes and the class help pages. Instead, the
2009 Jun 02
1
S4 Objects [Sec=Unclassified]
I am new to R programming but have dived into a medium sized modelling software development project.
Having come from a Java OO background I have a couple of questions about S4 objects.
Is there a way to make S4 slots (and methods) private and hence force the use of accessor methods?
Is there a straight-forward way to implement pass-by-reference for method parameters?
I am currently
2009 Jun 23
3
V2.9.0 changes [Sec=Unclassified]
Hi all,
Prefix: I am a frustrated Java coder in R.
I am coding a medium sized ecosystem modelling program in R. I have changed to using S4 objects and it has cost me an order of magnitude in execution speed over the functional model. I cannot afford this penalty and have found that it is the result of all the passing-by-value of objects.
I see that you can now safely inherit from
2005 Jul 23
1
Need to start from somewhere
Hello all,
since we are sitated in Serbia and Montenegro and Linux, VoIP, Open Source and ECONOMY here are in the diapers. We are traying to start "Asterisk implementation project" and make it available to small people (in small companies,hotels,homes etc). The reason is that here we have "exclusive distributors" of PBX equipment (Panasonic, Ericsson,Cisco,3com etc.) in
2006 Nov 28
1
Different click2call?
Hello List,
We are deveoping apication/system based on PHP5, Postgre,Ajax,ect..
It should be compleate sistem for realystate agensy and road worers(agents)
and it will be distributed system.
We made very good inplementation based on asterisk and OSP for distributed
offices and it will be part of system (integrated).
We would like to implement some options in system:
Agent have contact list with
2009 Feb 07
3
Re-post data format question (apologies)
Hello all,
I have a *.csv file that looks like this (actual file is orders of magnitude
larger):
Site taxa no.ind
forest LMA 1
forest LCY 1
forest SCO 1
meadow LMA 2
meadow LCY 1
meadow PNT
2008 Mar 17
1
generalized linear mixed models with a beta distribution [Sec=Unclassified]
Craig A Faulhaber wrote:
>I am interested in using a generalized linear mixed model with data
> that best fits a beta distribution (i.e., the data is bounded between
> 0 and 1 but is not binomial).
..
>For clarification, here's what I'm trying to model:
>I have a beta-distributed response variable (y). I have a fixed-effect
>explanatory variable (treatment),
2005 May 17
3
locator() (PR#7873)
Full_Name: Sascha Frydman
Version: 2.1.0
OS: Windows XP
Submission from: (NULL) (147.66.131.10)
when Esc is pressed while a plot with locator running has the focus, R crashes.
eg.
plot(1)
locator(1)
I am running in SDI mode
2002 Oct 04
2
Thousands of classes, BW throttling and prioritizing??
Hello,
I need to limit the bandwidth to 1Mbit per user IP (and never give more)
and inside of each 1Mbit prioritize minimum-delay traffic (video stream
from specific servers, so I mangle TOS for packets from those). The
problem is I need this for *thousands* of users. I am guessing thousands
of classes are needed, but the question is, is this feasible? Could one
machine ever handle this? How