similar to: error of installing/building an R package (PortfolioAnalytics) on Win 7

Hi R Helpers, I recently tried to take advantage of the ability to download all the tickers in the S&P 500 using the functionality of tidyquant, but it threw an error. For summary, the set of commands that I ran was library(tidyquant) tq_index_options() tq_index("SP500") sessionInfo() R feedback including error message and sessionInfo are provided below. Guidance would be

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]]

I'm planning on adding some new WebGL functionality to the rgl package, but it will pull in a very large number of dependencies. Since many people won't need it, I'd like to make the new parts optional. The general idea I'm thinking of is to put the new stuff into a separate package, and have rgl "Suggest" it. But I'm not sure whether these functions should

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]]

On Thu, 2015-10-22 at 15:55 -0400, Duncan Murdoch wrote: > I'm planning on adding some new WebGL functionality to the rgl package, > but it will pull in a very large number of dependencies. Since many > people won't need it, I'd like to make the new parts optional. > > The general idea I'm thinking of is to put the new stuff into a separate > package, and have

On Thu, May 3, 2018 at 2:03 PM, Michael Ashton <m.ashton at enduringinvestments.com> wrote: > Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > I'm very confused by these statements. Most of the "finance tools"

Hi Michael, A few comments 1. To add the constraint sum(wgt.vect=1) you would use the method of Lagrange multipliers. What this means is that in addition to the w_i (the components of the weight variables) you would add an additional variable, call it lambda. Then you would modify your optim.fun() function to add the term lambda * (sum(wgt.vect - 1) 2. Are you sure that you have defined

Hi, I am trying to calculate the std dev of returns of YHOO so far i got: getSymbols("YHOO") retYHOO <- Return.calculate(Cl(YHOO)) > sd(retYHOO) YHOO.Close NA but i received an NA....can any assist? tks! -- View this message in context: http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html Sent from the R help

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 =

Hi All, I am trying to plot 4 graphs on to 1 page using layout(...), or par(mfcol = c(...)); with the function QQplot from the package PerformanceAnalytics. The problem is that, no matter what order I use, it only plots 3 graphs on to 1 page and the last QQplot is shunted to the next page. Also, this only happens to the QQplot, i.e. there is no problem with 4 Histograms. set.seed(1033) data

All, I'm attempting to run this: table.CAPM(series[,"Strat.Return",drop=FALSE],series[,"spy.Return",drop=FALSE]) and getting this error Error in as.vector(data[, i]) : subscript out of bounds I've searched around and cannot find a solution to the problem.  I've used this in the past without problem and I'm not sure what I did different this time. Other

Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > On May 3, 2018, at 3:01 PM, Bert Gunter <bgunter.4567 at gmail.com> wrote: > > You can't -- at least as I read the docs for ?optim (but I'm pretty > ignorant

Hi, I am running R on Win 7. I got error for > listDescription(fPortfolio) Error: could not find function "listDescription" What do I need to install for solving this ? Any help will be appreciated. Thanks [[alternative HTML version deleted]]

I've benefited from this list with input on how to build up a symmetrical matrix. The purpose of that query was to work with the output from the MINE routine posted at www.exploredata.net To the extent it helps others, here is the script that I was working on an which turns a given MINE output column (in the case below, the third column corresponding to "MIC") into a matrix.

Hello: I'm having problems creating a real NAMESPACE to replace the pro forma one in the fda package on R-Forge. "R CMD check" complains, "Error: package 'zoo' could not be loaded ... there is no package called 'zoo'"; see below. I get this both with and without "import(zoo)" in NAMESPACE. Suggestions? Thanks,

Hello there, I am trying to compute the 3 months return momentum with the timeSeries x.ts, which is just a subset of simple returns from a much bigger series, > class(x.ts) [1] "timeSeries" attr(,"package") [1] "timeSeries" > dim(x.ts) [1] 20 3 > x.ts[1:8,] GMT MS.US AAPL.US CA.FP 1996-01-31 0.15159065 -0.133391894

Hi all, I have this code I want to add two ablines like this abline(h=2400, lty=3, col="lightgrey") abline(h=400, lty=3, col="lightgrey") But doesnt wotk. I alo try to set ylim from 0 to max "Foa"+1000 but I?m not able ?Is it posible? require(latticeExtra) require(ggplot2) require(reshape2) suppressPackageStartupMessages(require(googleVis)) require(quantmod)

Hi R, I want to do some rolling correlations. But before, I searched for "?rollingCorrelation" and tried the example in it. But I was not successful. What could be the problem? Here is the code I tried: > library(zoo) > library(PerformanceAnalytics) > rollingCorrelation(manager.ts@Data[,1],edhec.ts@Data,n=12) Error in inherits(object, "zoo") : object

Hi, I am an R novice working with financial data. I am developing a portfolio strategy evaluation technique to back-test the performance of our screens; checking how the screened stock would've performed over the period in question. I am using quantmod in R to download the historical data from yahoo and then analyzing it using PerformanceAnalytics. My problem is that, as our screens are done

I am estimating Value at Risk using PerfomanceAnalytics package. The?variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below. ##########################################################? reguire(zoo) require(PerformanceAnalytics) reguire(xts) ? year<- c(1991-12-30, 1992-12-30, 1993-12-30, 1994-12-30) R1