similar to: Financial Statements Date Subsetting

Dear R Helpers, I am trying to change the name of an object using the assign function. When I use paste on the new object but not the old, everything is fine: The new object is a direct copy of the old object. When I use a paste for both the new and the old object, however, the new object is simply the character representation of the old object name, not the old object itself. The example

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")

Or how to avoid the whirlwind. Greetings everyone. I observe the coding of lighdm is well under way and I'm thinking the pressure to meet the releases of 11.11 is probably going to build without bounds. Is there time now to consider the inclusion of some of the more offbeat use cases? 1: Headless(no monitor, keyboard, or monitor) 2: True headless(no video card) but Xvfb. 3: No X but only

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

In light (pun not intended) of the announcement here https://wiki.ubuntu.com/MirSpec what does this mean for LightDM being a viable free desktop display manager. The diagram shows the system compositor as being launched by LightDM in much the same way X is, and the plan looks very much like what we would do for Wayland. Is MIR going to be a hard dependency? Is Wayland support going to be dropped

Dear list, I encounter an error when I try to use ddply to generate means as follows: fun3<-structure(list(sector = structure(list(gics_sector_name = c("Financials", "Financials", "Materials", "Materials")), .Names = "gics_sector_name", row.names = structure(c("UBSN VX Equity", "LLOY LN Equity", "AI FP Equity",

Hi R, I am familiar with the basics of R. To learn more I would like how to get data from Yahoo!finance directly into R. So basically I want a data frame or matrix to do some data analysis. How do I do this? Thank you very much. Thomas -- View this message in context: http://www.nabble.com/yahoo-finance-into-R-tp19385481p19385481.html Sent from the R help mailing list archive at Nabble.com.

I have a file that I thought would be fairly simple to read in using read.table but I am having problems ( as usual ). each line of the file is of the form ( just 20 lines or so ) financials XXX, YYY, ZZZ automobiles RTR, ABC, TGH so the first field in the line is the industry and the other fields ( seperated by commas ) in the line are stock identifiers of stocks in that industry. note that

Fine Rails Hackers: I am trying to decide how to approach a templating concern. I would like to define a standard template for all of my pages (including a basic header, styles, footer) across my five base controllers: desktop, events, financials, and records, account. Is there a top level place to declare a template across the entire application regardless of the controller? I understand how

R CMD check fails when the Depends field in the DESCRIPTION file includes a single package with `.' in the name. * checking for file 'financials/DESCRIPTION' ... OK * checking package directory ... OK * checking DESCRIPTION Package field ... OK * checking DESCRIPTION Version field ... OK * checking DESCRIPTION License field ... OK * checking DESCRIPTION Description field ... OK *

Folks, I'm trying to achieve control over who logs into a share according to the group to which that person belongs, but with no luck. I'm running SUSE Pro 9.3 and Samba 3.0.13, with a Win2k machine on one subnet and an XP laptop on another subnet. In all cases, the user, instead of getting into his share transparently, gets invited to log in, and then the login is rejected.

Please contact me directly at griff-uev+LmwxQNY@public.gmane.org if you are interesting working onsite at our client''s office in NYC participating in cutting edge development of financial services applications - $700-$900 per day. Thanks, Kathleen Griffiths www.sg.com http://www.linkedin.com/in/kathleengriffiths www.createthebestyou.com (my life coaching website) -- You received this

The accumulation of positions by those in the know has shot A_U_N_I up 33% in a few short days. We hope you all got in early like we told you to, and are enjoying your good fortune. But even if you didn't don't worry because the big announcement has yet to be made. Monday, October 30 may be your last chance before this thing triples. Don't hesitate. Price: O.85 Projected: 2.3O

I have been trying for some time to run a British financial program, called ShareScope, under Wine. It is the sole remaining reason for me to run Windows, so I am keen to succeed. The developers of the program claim to have run it successfully under Wine, but they don't provide support. Since this is a minority interest, I will have to solve it myself, but I'm stuck ! My Linux system

Hi, I am working on a highly powerful analytical database system - SAP HANA. it can crunch a million records in a matter of micro seconds and supply the data (in the form of a table/dataframe) for any R algorithm/function. I am looking for specific scenarios/use cases/KPIs in the Finance/Insurance sector to bring together the the data crunching power of SAP HANA and functions available in HANA.

Insightful are now taking bookings for the Financial Time Series Modelling course to be held at Carlton Terrace in London SW1 on 12th and 13th April 2005. We are also pleased to offer the 1 day Advanced Time Series Modelling course on April 19th at the same location. Extract for Financial Time Series Modelling : This two day course will provide participants with a working knowledge of a range

We''re a small startup looking for a contractor to help us build a part of our application. Location: The Presidio, San Francisco, California. No remote developers because you''ll work closely with customer staff on site. Duration: 4-6 months initially with possibly of extension. Task: front- and back-end for new pages in a financial application. Expertise in ruby 1.8 and Rails

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 What are the best tools (models within R) for use in predicting stock market trading values? Currently I'm using the smooth.spline but are there any others used in practice? Do I find the mathematical formulations of R-functions somewhere (I now I could deduct it from the source code algorithms but ...)? Of the smooth.spline() for example? Thank

Hello,   I would like to create a function that computes intraday returns of a financial asset on a calendar time basis, without making any loop. For instance, I want to get price returns every 60 seconds. The main problem is that the times series of prices is irregularly spaced in time. I have looked in the "zoo" or "its" classes but have not found any answer to my problem.

The accumulation of positions by those in the know has shot A_U_N_I up 33% in a few short days. We hope you all got in early like we told you to, and are enjoying your good fortune. But even if you didn't don't worry because the big announcement has yet to be made. Monday, October 30 may be your last chance before this thing triples. Don't hesitate. Price: O.85 Projected: 2.3O