similar to: constructing a vector from a dataframe and another vector

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

I try to use RBloomberg to get the dividend for IBM. However, blpGetData(conn, "IBM EQUITY", field="EQY_DVD_HIST_ALL", start=as.chron("1980-01-01")) doesn't work. It returns EQY_DVD_HIST_ALL (10/02/08 14:46:36) NA I have to used blpGetData(conn, "IBM EQUITY", "EQY_DVD_SH_12M_NET",

I am trying to extract one particular piece of data(Float) from all the data returned by yahooKeystats, but thus far I'm having no luck. This is what I've got so far: > library(fImport) Loading required package: timeSeries Loading required package: timeDate > data<-yahooKeystats("IBM") trying URL 'http://finance.yahoo.com/q/ks?s=IBM' Content type 'text/html;

Hi, if given the value of, say, 15000, I would like to be able to divide that value recursively by, say, 5, and to get a vector of a determined length, say 9, the last value being (set to) zero- i.e. like this: 15000 3000 600 120 24 4.8 0.96 0.192 0 These are in fact concentration values from an experiment. For my script, I get only the starting value (here 15000), and the factor by which

Objects compiled for the MS-ABI don't conform to it! Data types beyond 64 bit MUST BE returned by the callee via the hidden first argument allocated by the caller, NOT in XMM0! Demo/proof: from this source --- llvm-bug.c --- #ifndef __clang__ typedef struct { unsigned __int64 low; unsigned __int64 high; } __uint128_t; #else __attribute__((ms_abi)) #endif __uint128_t

Hi, I am trying to find the best way to read 85 tick data files of format: > head(nbbo) 1 bid CON 09:30:00.722 09:30:00.722 32.71 98 2 ask CON 09:30:00.782 09:30:00.810 33.14 300 3 ask CON 09:30:00.809 09:30:00.810 33.14 414 4 bid CON 09:30:00.783 09:30:00.810 33.06 200 Each file has between 100,000 to 300,300 rows. Currently doing nbbo.list<-

Hello, I am relatively new to using R. I am using R version 2.8.0. I have a program that downloads stock data from Yahoo! Finance and stores it to a text file on my hard drive. The text file contains the date, opening price, high price, low price, closing price, volume and adjusted price (i.e., adjusted for dividends and splits). I want to read and manipulate the data in R. However, when I

Rolf, Briefly as I don't have sufficient time to catch up on all these wordy emails... On 30 January 2019 at 15:18, Rolf Turner wrote: | On 1/30/19 2:03 PM, Dirk Eddelbuettel wrote: | > | Now *that* was a revealing suggestion! I did that and got: | > | | > | > Desired=Unknown/Install/Remove/Purge/Hold | > | > |

Do you have plans to add other intrinsics? I'm curious as to why there is an llvm.sin intrinsic and an llvm.cos intrinsic, but no llvm.atan intrinsic. Why is there an llvm.pow intrinsic but no llvm.log intrinsic? Also, have you thought about integer intrinsics like multiprecision multiply (u32xu32->u64) and multiprecision divide (u64/u32->(dividend:u32,remainder:u32))? Regards,

hi netters Is there a function in R that can compute the quotient and remainder of a division calculation? such that when 11 is given as the dividend and 5 the divider, the function returns 2(quotient) and 1(remainder). Thanks a lot! _________________________________________________________________ 伱佲伔佈佅伮佋佖 MSN Explorer: http://explorer.msn.com/lccn/

I'm trying to implement a recursive function using integrate, and I suspect I need a Vectorize somewhere, but I can't suss it out. Any help would be appreciated. I've tried traceback() and various debugging ideas to no avail (most likely due to my inexperience with these tools.) Here's what I have. Nk <- function(m, C) { if (length(m) > 1) { rho <- C[1, -1]

Hello; I am trying following but getting a warning message : Warning in rbind.zoo(...) : column names differ, no matter whatever I do. Also I do not want to specify column names manually, since I am just writing a wrapper function around getSymbols to get chunks of data from various sources - oanda, dividends etc. I tried giving col.names = T/F, header = T/F and skip = 1 but no help. I think

Hi all R-users, I?m trying to assign colors on those p-value in my table output that fall above a certain critical value, let?s say a p-value >0.05. My table looks like this: Assets ADF-Level P-Value ADF-First D P-Value ADF-Second D P-Value [1,] Liabilities -2.3109 0.1988 -3.162 0.025 -6.0281

Reid Spencer wrote: > On Thu, 2007-03-22 at 15:50 -0700, leo han wrote: > >> Hello, I have a question about the constant folding for fdiv instructions. >> For the instruction "fdiv double 0.0, 0.0", the folded result is inf. I >> think this should be nan. Can anyone tell me why it is not nan? >> > > I think the specification says that it is

This patch supplies software IEEE floating point support. The comment from the patch reproduced below says all there is to say. This patch contains the prior "cleanup" patch; please don't apply that one. Please let me know of any bugs. It is tested reasonably well, but until I put together random tests it's hard to have 100% confidence. Neil. /* A self-contained host- and

Jeff Cohen wrote: > Reid Spencer wrote: >> On Thu, 2007-03-22 at 15:50 -0700, leo han wrote: >> >>> Hello, I have a question about the constant folding for fdiv instructions. >>> For the instruction "fdiv double 0.0, 0.0", the folded result is inf. I >>> think this should be nan. Can anyone tell me why it is not nan? >>>

One thing to watch out for is adjustments: - if the data is not adjusted for dividends and splits then you may be able to just download data since your last download yourself but depending on what you want to do with the data you may get misleading results. For example, if the stock trades at $100 and there is a 2 for 1 split then the next day there will be twice as many shares with each share

On my test machine, in set_time_scale(), the following code: ts->mul_frac = div_frac(MILLISECS(1000), tps32); crashes with a division by zero error if tps32 == 1000000000d. Unfortunately, tps32 is often that value. Does anyone know why this happens? I''ve resolved it temporarily by checking for tps32 == 1000000000 and changing the value slightly (101000010d works fine on my test

Here are some clarifications for the reference manual. Please verify that my assumptions are correct. Shall I post a patch? Floating-point Constants: Add "The assembler requires the exact decimal value of a floating-point constant. For example, the assembler accepts '1.25' but rejects '1.3' because '1.3' is a repeating decimal in binary." Binary

Dear all, I'm quite new in R and I have a problem with the function which. When I use it to select a subset of a dataframe it works well but somewhere R takes trace of the past dataframe and this creates problems with following operations. For example: sentences <- read.xls("frasi.tot.march.3.xls", header=TRUE) head(sentences) fam subjID Cond Code reg total first