Displaying 20 results from an estimated 7000 matches similar to: "Error: R could not find "listDescription""
2008 May 21
3
Problem with R or fBasics Package (PR#11495)
I have a problem wirh R: After loding fBasics packages log funtion doesn't
work like as fallow:
Cenap ERDEMIR
Hacettepe University
Turkey
> log(20)
[1] 2.995732
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
Loading required package: fImport
Loading required package: fSeries
Loading required package: robustbase
2012 Feb 15
2
Control number of assets in resulting portfolio with optimizations using package fPortfolio
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
2008 Apr 07
2
tcltk issue remains
Dear R-help,
I'm trying to load the fGarch package and keep running into problems
with tcltk:
After succesfully instaling fGarch (and dependencies) I get:
>library(fGarch)
Loading required package: fBasics
Loading required package: fImport
Loading required package: fSeries
Loading required package: robustbase
Loading required package: fCalendar
Loading required package: MASS
Loading
2008 Feb 24
2
Generic Functions
Hi
I have some problems in defining new generic functions and classes. Just
have a look at the following example:
require(fPortfolio)
setClass("PROBECLASS",
representation(
type="character"
)
)
isGeneric("setType<-")
#Returns
TRUE
#I would like to define a specific function for
2008 Feb 24
2
Generic Functions
Hi
I have some problems in defining new generic functions and classes. Just
have a look at the following example:
require(fPortfolio)
setClass("PROBECLASS",
representation(
type="character"
)
)
isGeneric("setType<-")
#Returns
TRUE
#I would like to define a specific function for
2010 Jan 01
2
How to calculate density function of Bivariate binomial distribution
Am trying to do some study on bivariate binomial distribution. Anyone knows
if there is package in R that I can use to calculate the density function of
bivariate binomial distribution and to generate random samples of it.
Thanks,
--
View this message in context: http://n4.nabble.com/How-to-calculate-density-function-of-Bivariate-binomial-distribution-tp992002p992002.html
Sent from the R help
2009 Aug 25
1
R command line behaving funny
Hi
I am unable to try out examples from the Rmetrics Ebook from the R command
prompt. Below is an example of what happens:
> Covariance<-cov(SWX.RET)
Error in cov.timeSeries(SWX.RET) :
no slot of name "Data" for this object of class "timeSeries"
I have loaded Rmetrics and fPortfolio using the library function but still I
get these errors.
However, if I embed the R
2010 Aug 25
1
Documenting S4 Methods
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, ...) {
... ... ...
})
2005 Jun 01
1
Problem with fPortfolio
Hello,
I hesitate to call this a bug, because I could have forgotten something
important, but the MarkowitzPortfolio example in fPortfolio does not work
for me. Here's my code:
> library(fPortfolio)
>
>xmpPortfolio("\nStart: Load monthly data set of returns > ")
> data(berndtInvest)
> # Exclude Date, Market and Interest Rate columns from data
2012 Nov 28
3
error, R commends cannot show the expected output
Hi,
I am working on R 2.15.2 on Win. 7.
I am trying to run some simple commends.
>class(SWX.RET) # SWX.RET is a data file that has been loaded.
But, I cannot see the expected output.
I have deselected "buffered output". Still it does not work.
Any help will be appreciated.
Thanks
[[alternative HTML version deleted]]
2011 Mar 28
1
portfolioBacktest in fPortfolio
Hello. I am trying to use the portfolio backtesting function in fPortfolio
package, but I don't now why in my version of fPortfolio I don't have either
the portfolioBactest nor the portfolioBacktesting functions. Does anybody
knows what might be going on?
thank you
Felipe Parra
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2009 Aug 25
2
Clarifications please.
Hi
I think I have asked these questions earlier, but I been able to find
answers from the documentation (which I found poorly written in several
places). Will someone be kind enough to give me answers and enlighten me?
(as in explain with CODE?)
I want to embed R in my application and use the fPortfolio package for
carrying out risk management computations. Right now I'm reading the
Rmetrics
2012 Dec 03
3
error of installing/building an R package (PortfolioAnalytics) on Win 7
Hi,
I am trying to install a package (PortfolioAnalytics) of R 2.15.2 on Win 7.
I have tried the following instructions on :
http://stackoverflow.com/questions/11105131/cannot-install-r-forge-package-using-install-packages
I used svn checkout svn://svn.r-forge.r-project.org/svnroot/returnanalytics/ to
get the package and then copy it to my Win 7.
Then, on Win 7 I run:
>
2009 Sep 16
2
I want to get a reference to this time series object
I'm trying to get a reference to this object in C
SWX.RET[1:6,c("SBI,"SPI","SII")]
While i am able to access and use a plain SWX.RET object, I'm getting
confused on how to create an object with the array subscripts like above.
Here is what I tried to do. It doesn't work because "[" is obviously not an
operation or function on SWX.RET. So how do I
2009 Sep 29
3
How do I access class slots from C?
Hi
I'm trying to implement something similar to the following R snippet using
C. I seem to have hit the wall on accessing class slots using C.
library(fPortfolio)
lppData <- 100 * LPP2005.RET[, 1:6]
ewSpec <- portfolioSpec()
nAssets <- ncol(lppData)
setWeights(ewSpec) <- rep(1/nAssets, times = nAssets)
ewPortfolio <- feasiblePortfolio(
data = lppData,
spec = ewSpec,
2007 Sep 21
1
fPortfolio Package
Hello,
I would like to do a portfolio optimization in R and I tried to use the
function in "fPortfolio", but it appears there does not exist such function.
Could anyone give me some advice?
Many thanks
--
View this message in context: http://www.nabble.com/fPortfolio-Package-tf4492927.html#a12813809
Sent from the R help mailing list archive at Nabble.com.
2012 Nov 27
2
error of runing R in R 2.15.2 w/o graphes generated
Hi,
I have installed R 2.15.2 on windows 7.
http://cran.cnr.berkeley.edu/
I tried to run some simple graph code:
http://www.harding.edu/fmccown/r/
But, no graphs are presented or poped up.
Any help will be appreciated.
Thanks
[[alternative HTML version deleted]]
2006 Apr 04
3
Financial functions
In what R package(-s) can I find the entire set of financial functions that
you can find in MS-Excel such as PMT, PPMT, FV and IPMT?
Ciao
Vittorio
2008 Aug 12
1
fPortfolio constraints, maxsumW
Running R version 2.6.1 under Gentoo Linux and using the fPortfolio
package, I am having trouble specifying a sector constraint. One of the
constraints to be imposed is that assets 1 and 2 together account for no
more than 13.63% of the portfolio. My attempt at coding that
constraint, "maxsumW[1:2Assets]=13.63" fails. The relevant section of
my code file and the resulting error
2010 Oct 24
1
140 packages in R Commander!!
Dear List
I just downloaded and installed R 2.12.0 and then installed R Commander .
First it got RCmdr and Car, and then suggested for other packages for
utilizing the full functionality- I clicked yes!
I got 140 packages installed!!! Cran Mirror was UCLA...
Here is the list.
Is this intentional- I can see some packages like snow and multicore which
are desirable but quite optional.(see list