similar to: Package naming best practices

A new version of package 'portfolio' is now available on CRAN. Also available are new packages 'backtest', for basic spread-based hypothesis testing, and 'portfolioSim', a general framework for portfolio simulation. Last March we wrote R-packages regarding our desire to build a suite of tools for portfolio analytics in R:

We would like to announce the availability of the 'portfolio' package in R for analysing equity portfolios. Version 0.2-0 is now available on CRAN. To take a look, you can: > install.packages("portfolio") ... > vignette("portfolio") and play around. Those who would just like to check out an introduction can simply look at:

We would like to announce the availability of the 'portfolio' package in R for analysing equity portfolios. Version 0.2-0 is now available on CRAN. To take a look, you can: > install.packages("portfolio") ... > vignette("portfolio") and play around. Those who would just like to check out an introduction can simply look at:

R-devel, I'm interested in looking at some examples of existing R packages that rely heavily on S4 classes to get a feel for varying styles and package organization techniques. Could you recommend any packages that might serve as a good starting point? Thanks in advance, Jeff

R-devel, I'm interested in looking at some examples of existing R packages that rely heavily on S4 classes to get a feel for varying styles and package organization techniques. Could you recommend any packages that might serve as a good starting point? Thanks in advance, Jeff

R-devel, There has been some confusion on the MatchIt package mailing list on the meaning of [--install=no] in the comment column of CRAN's automated package check. It's my understanding that, at the very least, a package marked like this will not have its test cases run each night. Are there other checks that are omitted? How, if at all, are such install flags related to the

R-devel, Below is a simple example calling split and unsplit on a numeric vector of length 2 where 'f' is c(1,NA). > unsplit(split(c(1,2), c(1,NA)), c(1,NA)) [1] 1 0 I noticed that the call to vector in unsplit gives us 0 as the 2nd element of the result. Is this the intended result, as opposed to NA? Thanks for your help, Jeff -- Jeff Enos Kane Capital Management jeff at

R-devel, The performance of as.Date differs by a large degree between one of my machines with glibc 2.3.2: > system.time(x <- as.Date(rep("01-01-2005", 100000), format = "%m-%d-%Y")) [1] 1.17 0.00 1.18 0.00 0.00 and a comparable machine with glibc 2.3.3: > system.time(x <- as.Date(rep("01-01-2005", 100000), format = "%m-%d-%Y")) [1] 31.20

R-devel, I've received permission from a third party to incorporate some of their data in a data set in my 'portfolio' package. I'd like to include an acknowledgment of the third party, and perhaps a "used with permission" somewhere in the package documentation. Where's the best spot in the package docs for such an acknowledgment? Is there a place preferable to the

After a question on R, Prof Brian Ripley writes: > However, you did not give your affiliation and I do not like giving free > consultancy to undisclosed commercial organizations. Please in future use > a proper signature block so that helpers are aware of your provenance. I have one question and one comment. Question: Are there specific standards about this for R mailing lists? I

I''m a total Rails newbie and i''ve been struggling for hours today with one (prolly very silly) problem: I have a table portfolios that has many images: class Portfolio < ActiveRecord::Base has_many :images end class Image < ActiveRecord::Base belongs_to :portfolios end In the controller i define a list of active portfolios: @active_portfolios =

Hi everyone! I have a data frame with 1112 time series and I am going to randomly sampling r samples for z times to compose different portfolio size(r securities portfolio). As for r=2 and z=10000,that's: z=10000 A=seq(1:1112) x1=sample(A,z,replace =TRUE) x2=sample(A,z,replace =TRUE) M=cbind(x1,x2) # combination of 2 series Because in a portfolio with x1[i]=x2[i],(i=1,2,...,10000) means a 1

I'm in the process of converting some S3 methods to S4 methods. I have this function : setGeneric("enrichmentCalc", function(rs, organism, seqLen, ...){standardGeneric("enrichmentCalc")}) setMethod("enrichmentCalc", c("GenomeDataList", "BSgenome"), function(rs, organism, seqLen, ...) { ... ... ... })

Dear All, I am using package fPortfolio to run minimum variance portfolio optimizations in R. I already know how to set portfolioSpecs, portfolio objects and constraints. Unfortunately I am not able to set the following type of constraints. I have a timeSeries object with returns data for roughly 1.5k assets for 261 subperiods (workingdays) and want to compute the global minimum variance

[whit at linuxsvr R.packages]$ sudo R CMD INSTALL portfolio.construction * Installing to library '/usr/local/lib64/R/library' * Installing *source* package 'portfolio.construction' ... ** R ** preparing package for lazy loading Loading required package: fts Loading required package: quadprog Loading required package: Rexcelpoi terminate called after throwing an instance of

Dear sir, I am extremely sorry for messing up the logic asking for help w.r.t. my earlier mails   I have tried to explain below what I am looking for.     I have a database (say, currency_rates) storing datewise currency exchange rates with some base currency XYZ.   currency_rates <- data.frame(date = c("12/31/2010", "12/30/2010", "12/29/2010",

Hello, After installing and loading the package "portfolio", I tried to run the example code provided, and it would not run. this is the link: http://rss.acs.unt.edu/Rdoc/library/tseries/html/portfolio.optim.html this is the example code, as found at the link: x <- rnorm(1000) dim(x) <- c(500,2) res <- portfolio.optim(x) res$pw the error I get is: Error: could not find

Dear R help: I am trying to use paste(), within an ifelse() statement to insert latex commands into an object that has been created using xtable(). I cannot make the strings behave as I would like, the '\t' is creating a tab, the usual method of '\\t' is not working either - nor is any series of backslashes. The xtable object, I think, automatically alters the strings. How

Below I have written out some simplified data from my dataset. My goal is to interpolate Price based on timestamp. Therefore the closer a Price is in time to another price, the more like that price it will be. I want the interpolations for each St and not across St (St is a factor with levels A, B, and C). Unfortunately, I get error messages from code I wrote. In the end only IDs 10 and 14 will

Hi, I need some help with Portfolio Optimization problem. I am trying to find the minimum variance portfolio subjected to constraints on weights like /x1< w1 <x2 x3< w2 <x4</i> I need help with solving for the minimum variance portfolio as solve.QP doesn't allow me to specify the lower boundaries. Thanks Mahesh -- View this message in context: