similar to: Convention difference in tseries.maxdrawdown (PR#8872)

Displaying 20 results from an estimated 100 matches similar to: "Convention difference in tseries.maxdrawdown (PR#8872)"

2004 Sep 22
5
block statistics with POSIX classes
I have a monthly price index series x, the related return series y = diff(log(x)) and a POSIXlt date-time variable dp. I would like to apply annual blocks to compute for example annual block maxima and mean of y. When studying the POSIX classes, in the first stage of the learning curve, I computed the maximum drawdown of x: > mdd <- maxdrawdown(x) > max.dd <- mdd$maxdrawdown > from
2009 Jun 28
4
read.csv, header=TRUE but skip the first line
Hi, Complete newbie to R here. Just getting started reading manuals and playing with data. I've managed to successfully get my *.csv files into R, however I have to use header=FALSE because the real header starts in line #2. The file format looks like: PORTFOLIO EQUITY TABLE TRADE,MARK-SYS,DATE/TIME,PL/SIZE,PS METHOD,POS SIZE,POS PL,DRAWDOWN,DRAWDOWN(%),EQUITY 1,1,1/8/2004 12:57:00
2009 Jun 28
1
newbie - read.csv creates a (data.frame, table, array, matrix, ...) and plotting one column
Hi all, Newbie alert. OK, I'm reading the help file using Ted's suggestion of ?read.csv or ?read.table, etc., and trying to understand exactly what R has created for me when I do the read.csv command. The overall header says read.table creates a 'data.frame', which is fine with me as it works, but throughout the help file I run into the words table, matrix, array and others. Are
2009 Sep 29
0
Problem installing RMAGEML package
Hi all, I ran in to a problem while trying to install RMAGEML package. /usr/bin/ld: cannot find -ljava . (please look at the bottom for details of the error) I have set the following in ~/.bashrc file. export JAVA_HOME=/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64 export
2009 Sep 29
0
Problem installing RMAGEML package
Hi all, I ran in to a problem while trying to install RMAGEML package. /usr/bin/ld: cannot find -ljava . (please look at the bottom for details of the error) I have set the following in ~/.bashrc file. export JAVA_HOME=/usr/lib/jvm/java-1.6.0-openjdk-1.6.0.0.x86_64 export
2009 Jul 03
1
The time series analysis functions/packages don't seem to like my data
I have hundreds of megabytes of price data time series, and perl scripts that extract it to tab delimited files (I have C++ programs that must analyse this data too, so I get Perl to extract it rather than have multiple connections to the DB). I can read the data into an R object without any problems. thedata = read.csv("K:\\Work\\SignalTest\\BP.csv", sep = "\t", header =
2011 Apr 19
0
Error message in package:bayesSurv. Why?
Dear folks, I have been struggling to create what I fondly imagined would be a straightforward adaptation of the package's example to my own dataset, which looks at incidence of depression following the birth of initial and up to 3 subsequent children (4 children in all, with all subjects having a first child). I've regarded these as equivalent to tooth eruption and subsequent caries in
2012 Jun 15
0
argument "x" is missing, with no default - Please help find argument x
R programming question, not machine learning, although that's the content. Apologies to all for whom the following code is eye-burning. I am using foreach() to run a simulation on a randomForest model (actually conditional randomForest ... "party" package). The simulation is in two dimensions. examining how "mtry" and "ntrees" are related in terms of predictive
2012 Dec 13
1
How do I make a loop to extract a column from multiple lists and then bind them together to make a new matrix?
Hi! I am new to looping and R in general; and I have sent waaaay to much time on this one problem and am about a hair away from doing it manually for the next two days. So, there is a package that while calculating the statistic creates lists (that look like matrices) in the background. Each item (there are 10 items) has one of these ‘matrix looking list’ that I need to extract data from. The
2008 Feb 08
2
Applying lm to data with combn
http://www.nabble.com/file/p15359204/test.data.csv http://www.nabble.com/file/p15359204/test.data.csv test.data.csv Hi, I have used apply to have certian combinations, but when I try to use these combinations I get the error [Error in eval(expr, envir, enclos) : object "X.GDAXI" not found]. being a novice I donot understand that after applying combination to the data I cant access
2009 Sep 06
1
Rosetta Stone errors
Hi guys. according to the wineappdb Rosetta Stone works fine. I can get it installed but when i try to run it i get the following errors. can anyone please help me. I have latest wine installed and i'm on kubuntu jaunty. jonah at jonah-1101ha:~/.wine/drive_c/Program Files/Rosetta Stone/Rosetta Stone Version 3$ wine RosettaStoneVersion3.exe
2010 Jan 31
2
[LLVMdev] Compiling Kaleidoscope on Windows
Thanks! Three of the libraries are not found: LLVMX86Disassembler.lib LLVMMCParser.lib LLVMInstCombine.lib ... the third one of those sounds like it might be important, what does it do exactly? But specifying the rest of them with /MD completes the build with this message Creating library toy.lib and object toy.exp LINK : warning LNK4098: defaultlib 'MSVCRTD' conflicts with use of
2015 Feb 20
2
[LLVMdev] Building Compiler-RT on Windows
Has anyone built Compiler-RT on Windows? I am attempting to compile it for ARM, but I get errors from CMake. It appears to be trying to pass VC++ flags to Clang. I am using a version of Clang built from trunk. PS D:\llvm\arm_test\compiler-rt-build> cmake -G Ninja -DCMAKE_C_COMPILER=clang.exe -DCMAKE_CXX_COMPILER=clang++.exe -DCM AKE_RC_COMPILER=rc.exe -DCMAKE_CXX_FLAGS=""
2004 Apr 24
1
wxruby-swig 0.0.7
I just pushed a new wxruby-swig, which includes the known MSWin rakefile changes. It also has some significant internal improvements that will make it easier to add classes, and it includes support for one new class (wxEvent). wxruby-swig is now licensed under the "MIT license". wxRuby will remain under the wxWindows license as long as we are releasing the old code base. When we
2015 Feb 20
3
[LLVMdev] Building Compiler-RT on Windows
[+Saleem] On Fri Feb 20 2015 at 10:31:04 PM Daniel Dilts <diltsman at gmail.com> wrote: > I am using CMake 3.1.2. > > On Fri, Feb 20, 2015 at 10:00 AM, Alexey Samsonov <vonosmas at gmail.com> > wrote: > >> It looks like your command fails early in CMake TryCompile tests. Does >> (your version of) CMake supports using Clang on Windows at all? >>
2010 Jan 31
0
[LLVMdev] Compiling Kaleidoscope on Windows
Russell Wallace <russell.wallace at gmail.com> writes: > Three of the libraries are not found: LLVMX86Disassembler.lib > LLVMMCParser.lib LLVMInstCombine.lib ... the third one of those sounds > like it might be important, what does it do exactly? A transformation pass. If the program works without it, I don't think it is important unless you care about optimization. It is
2004 Apr 22
13
Rake and VC++ 6
Has anybody tried the new wxruby-swig from the msvc++ command line compiler using ''rake''? The rakefile seems to depend on the wx_config method, which doesn''t exist for msw because it doesn''t have BASH to execute the shell script. Has anyone hacked the rakefile to fix this? Nick
2015 Nov 14
2
(no subject)
Hello all! Please forgive me if this is the wrong mailing list for my question. First off, I am on Windows and using git bash for everything: $ uname MINGW32_NT-6.2 I am attempting to essentially do the kalidescope example. I have copied the code verbatim from the full code listing and am running the following command: $ clang-cl toy.cpp deps/llvm/build/Debug/lib/*.lib //MDd -o toy.exe -I
2015 Feb 26
0
[LLVMdev] Building Compiler-RT on Windows
On Fri, Feb 20, 2015 at 12:54 PM, Timur Iskhodzhanov <timurrrr at google.com> wrote: > [+Saleem] > > > On Fri Feb 20 2015 at 10:31:04 PM Daniel Dilts <diltsman at gmail.com> wrote: > >> I am using CMake 3.1.2. >> >> On Fri, Feb 20, 2015 at 10:00 AM, Alexey Samsonov <vonosmas at gmail.com> >> wrote: >> >>> It looks like your
2012 Jan 11
1
R problem: unable to read data in the xls-format in the PerformAnalytics package
Hallo I have the following problem 1) Problem: I am unable to read data in the xls-format in the PerformAnalytics package. While it works well for several commands, e.g. t(table.Stats(msci_ret)) it does not work for other commands, e.g. x <- msci_ret[, c("CH"), drop = FALSE] table.Drawdowns(x) The error code is: Error in checkData(R) : The data cannot be converted into a