similar to: as.Date.numeric origin default

Hi Everyone, I'm currently using the latest build of R and R-Studio server (both are amazing products) I'm still very new to this but I came across this issue: I'm trying to do a select from postgres and put the data into and xts object like so: # Libs library('RPostgreSQL') # http://code.google.com/p/rpostgresql/ library('quantmod') library('TTR')

Hello, I want to add some new functionalities in the package 'quantmod '. So I download source code and am managed to build it. I found that modifying code and check if it works by repeating the following steps: 1) r CMD check quantmod 2) r CMD build quantmod 3) r CMD INSTALL quantmod_0.3-17.tar.gz 4) launch R gui 5) library('quantmod') 6) run my script Let me know if there

Hi all, I would appreciate some help in understanding how to find out about objects. For example, to the extent that I understand R it seems to treat everything as an object even without declaring them as objects. Everything has attributes, for example, which are like instance variables in objects. In addition, there are S3 and S3 category objects. Is there a good introductory description of how

Hello, I apologize that I am cross posting here after getting no answer from my initial question on stack overflow <http://stackoverflow.com/questions/33492601/r-setoldclass-only-if-needed>. I should certainly have posted it first here.. I am using 3 packages: - xts - quantmod - 'myPackage' quantmod is creating a union class by doing: setOldClass("xts");

Hi, I am using two packages (quantmod and FRAPO) Quantmod and FRAPO both have a class names "zoo" R is displaying the following warning when I manipulate an object of class zoo: Found more than one class "zoo" in cache; using the first, from namespace 'quantmod' Also defined by ?FRAPO? The warning is displayed every time I manipulate a zoo object and becomes pretty

Hi, I'm new to R and Quantmod. I'm trying to make use of Quantmod's features however I'm failing at the first hurdle and I'm finding most R documentation a little cryptic. I have some minutely data for the same day for a stock in an existing timeSeries (ts) object. For example: Date time price volume 2012-03-12 08:01 45.01 10000 2012-03-12 08:02

i am new to the quantmod package . so if the answer is trivial please excuse me. i want to study stock values within a day. i get current stock updates using getQuotes and then want to produce usual quantmod graphs with that values. also the graph should be able of adding technical indicators. please help. in addition it will be helpful if anyone suggests how to run that code continuously to get

Running linux 10.04 ubuntu. Looks like Ubuntu automatically updated to version 2.13. I was running version 2.12 until today. But now I'm getting error messages when I use the require or library command and one of the packages I've downloaded in the past. For example: > require(quantmod) Loading required package: quantmod Warning message: In library(package, lib.loc = lib.loc,

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',

On 2/13/2018 11:47 PM, Ayhan yuksel wrote: > Hi, > > I am using two packages (quantmod and FRAPO) > > Quantmod and FRAPO both have a class names "zoo" > > R is displaying the following warning when I manipulate an object of class > zoo: > > Found more than one class "zoo" in cache; using the first, from namespace > 'quantmod' >

Hello, I'm trying to do two things: -1. Ensure that I understand how quantmod adjust's OHLC data -2. Determine how I ought to adjust my data. My overarching-goal is to adjust my OHLC data appropriately to minimize the difference between my backtest returns, and the returns I would get if I was trading for real (which I'll be doing shortly). Background: -1. I'm using Alpha

Package? Quantmod. In the subject line. I agree that they look like dates, I don't know how to determine if they are actually dates. Josh Ulrich usually answers questions along these lines very informatively and quickly. One reasonable course of action is to wait to see if he does the same with this one. --JJS ________________________________ From: Bert Gunter <bgunter.4567 at

OpCl works on xts objects but not on quantmod.OHLC objects. Is this a bug? Example error: x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 9, 14) - 1 set.seed(1) x <- zoo(matrix(runif(20, 0, 1), nrow=5, ncol=4), x.Date) q <- as.quantmod.OHLC(x,c("Open","High","Low","Close")) # error OpCl(q) #> Error in `colnames<-`(`*tmp*`, value =

Dear R-help, I am attempting to plot data using standard R plot utilities. The data was retrieved from FRED (St. Louis Federal Reserve) using the package quantmod. My question is NOT about quantmod. While I retrieve data using quantmod, I am not using its charting utility. I have been having success using the standard R "plot" utilities to this point with this type of data.

Hey guys, i want to calculate the continuasly compounded returns for stock prices. Formula for CCR: R_t = ln(P_t/P_{t-1})*100 With R: First i have to modify the vectors, so that they have the same length and we start at the second observation. log(GOOG1[-1]/GOOG1[1:length(GOOG1)-1])*100 That does work with normal vectors. My Questions: 1) I want to use this for stock prices. so i

Hi, I have been using R for over a year now. I am a very happy user. Thank you for making this happen. This is my first question to this list. I trying to add some functions to quantmod that would enable me to draw arbitrary lines and text and make sure they are redrawn. I have created following function: require(quantmod) # Add horizontal line to graph produced by quantmod::chart_Series()

Hi all, I'm a newbie to R and it has been very helpful to use your website. Unfortunately I've been struggling with my code now for two days so I wanted to ask few questions. I've been trying to create nice graphs to put into a pdf sheet but I'm having little problems with all the packages I've been using. So what I want to accomplish is create one pdf sheet with three graphs

I have a xts object made of daily closing prices I have acquired using quantmod. Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together

Hi, I just installed R software on my machine which is not supposed to have an internet access. I installed several package that I need, which are quantmod, xts, TTR etc. When I typed require(quantmod), I get " Error: package 'Defaults' could not be loaded". How do you install Defaults package if you don't have an internet access ? Does anyone know where I can find the file

Hi Dirk, Thanks for your note. I understand that expiry dates are the dates that the option expires, so I don't think that I am confused about that (although the upper limits of one's confusion is difficult to accurately estimate). My lack of clarity come from treating those "dates" as actual dates as opposed to strings, which one could reasonably interpret them to be from