similar to: Windows versus Unix packages in CRAN (Was Re: Rmetrics)

Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote: mkdir fBasics unzip fBasics.zip -d fBasics rm fBasics/src/*.o R CMD check fBasics and that took me about 3 minutes. Now me, I just did unzip -a fBasics_190.10051.zip R CMD INSTALL fBasics rm -rf fBasics in a naive and trusting manner. It took me considerably longer than 3 minutes to learn that this was what I should do, and

> Rmetrics - New Version is available for R 1.9 !! > in R-binary and R-source form from the site "http://www.rmetrics.org", > and install the binary "zip" files in the usual way via the menu I'm confused - does the fact that you are only distributing ".zip" files means that (shudder) I need Microsoft Windows in order to run this? (I hunted on the

*www.Rmetrics.org Rmetrics - new Built 190.10053 *The new built has now implemented my 'timeDate' and 'timeSeries' classes which became part of the fBasics package. Furthermore, MS Windows specifics were removed from the packages, so we can try to build Rmetrics on Linux and on Mac OSX. Please send me your experiences. There is now a small new package named winRmetrics which

Dear Members of the R-Core Team, Rmetrics Developers, and Rmetrics Users ... The repository of the development version of the Rmetrics software environment has been moved to R-forge. The new R-Forge framework for R-project developers based on GForge offers us easy access to SVN, daily built and checked packages, mailing lists, bug tracking,

*June 13, 2004 Rmetrics - new Built 190.10055 Rmetrics is an environment and a collection of functions for teaching financial engineering and computational finance *The new built should now run out of the box under Windows, Linux, and Mac OSX. In addition new functionality has been added, and some fixes has been done. New functions and example files have been added. Please inspect the FAQ and

Janusz Kawczak wrote: > You simply need to remove the stuff related to MS Win from zzz.R; > in partricular the lines after if( .... ) to clear your message. > As you can see, the info relates to the WinMenu under MS Win. I think people have been more than a little disingenuous in claiming that getting the Rmetrics package to go under Linux is transparent. If you have to dig into the

Concerning the Rmetrics packages, (1) There is a _much_ better thing to do than >simply ... to remove the stuff related to MS Win from zzz.R; > in partricular the lines after if( .... ) to clear your message. > As you can see, the info relates to the WinMenu under MS Win. as Janusz Kawczak suggests, and that is to *wrap* the troublesome code in if

Summer Internship at ETH Zurich "Dynamic Portfolio Asset Allocation" We offer a 3-months internship starting midth July 2008. The topic addresses "Dynamic Portfolio Asset Allocation" including alternative instruments and hedge funds. The goal will be to compare the robust mean-variance, the lower partial moment and the conditional value-at-risk approaches for portfolio

Hi there, Does anyone know how to predict ARMA? It doesn?t have either predict or forecast methods. I found couple of packages called fbasic and fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has ?arma.predict? in it, but it doesn?t seem to be working. Any help in this regard would be appreciated. Thanks in advance. Regards Skanda Kallur "Prediction is very difficult,

Computational Finance and Financial Engineering 1st R/Rmetrics Summer School and 4th User/Developer Meeting Meielisalp, Lake Thune Switzerland, June 27 - July 1, 2010 Late Registration: https://www.rmetrics.org/meielisalp2010-registration Students: Apply for Student Scholarships www.rmetrics.org *** Rmetrics 2010 - Don't miss it ! ***

It is a pleasure for me to announce the new built for Rmetrics Version 191.0057. The source files and Windows binary packages can be downloaded from www.rmetrics.org . The new built has also been submitted to the CRAN server. Some new functions and example files have been added. Unfortunately the user guides and reference guides are not yet updated, they have still the status of Version

Hello, I'm new to R and would like to know how to create a vector of "rolling sums". (I have seen the Rmetrics package and the rollMean function and I would like to do the same thing except Sum instead of Mean.) I imagine someone has done this, I just can't find it anywhere. Example: x <- somevector #where x is 'n' entries long #what I would like to do is: x1

Hi folks. This set of code used to work, but after upgrading to the latest version of Rmetrics it no longer does. Any ideas? SP500<-read.table("SP500.csv",header=TRUE,sep=",") > head(SP500) Date Open High Low Close Volume Close2 1 8/4/2006 1280.26 1292.92 1273.82 1279.40 2530970112 1279.40 2 8/3/2006 1278.22 1283.96 1271.25 1280.27

Hi Everybody, I am a total beginner at this so please bear with me. I downloaded by hand the file WIG20.txt (Warsaw Stock Exchange Index of 20 most important stocks). The format is this: Name,Date,Open,High,Low,Close,Volume WIG20,19940414,1000.00,1000.00,1000.00,1000.00,71600.000 WIG20,19940418,1050.50,1050.50,1050.50,1050.50,99950.000 WIG20,19940419,1124.90,1124.90,1124.90,1124.90,138059.000

Hi folks - After upgrading to the latest version of Rmetrics, I can't read in data like I used to. Is anyone seeing the following? It seems to truncate the dates after I use "as.timeSeries". -John SP500<-read.table("SP500.csv",header=TRUE,sep=",") > head(SP500) Date Open High Low Close Volume 1 08/04/06 1280.26 1292.92

Hello, I have just started using R, maybe more like learning it. I am interested in using it for Time Series Analysis and I wanted to know if anyone was familiar with packages other than TS that might be appropriate. Allan

Hi Guys, Recently I wrote a package for dealing with Markov Switching Regressions in R and it is included in the Rmetrics project. https://r-forge.r-project.org/projects/rmetrics/ Everything works fine when I use it in computer. But, the package depends on the use of optimization functions from the package Rdonlp2, which is not available on CRAN. So, if I have Rdonlp2 in my laptop (or any

Hello, I am trying to switch to R from S-PLUS 6.1, and one problem I am having is using R for manipulation of calendar-based time-series. In S-PLUS, I commonly use the functions timeSequence(), timeDate(), and timeSeries() to align/average/aggregate data; and I also do a lot of plotting of time-series data (with calendar-based labels on the x-axis). I was wondering if anyone is familiar with

Hi One of the most important calculation in applied finance is the number of days between dates. That kind of calculus become annoying when a specific calendar must be used. That is the case for the business days calculus. The package timeDate has a function isBizday to perform that kind of thing. The problem is that using this function to calculate the number of business days between dates has

Hi there! I'm stuck with a problem aligning financial timeseries and haven't found a cue how to fix it... When I run that simple script, everything goes well until the "align"-command: ------ rm(list=ls()) x <- yahooSeries("^GDAXI") head(x) xAligned <- align(x = x, by = "1d", method = "before", include.weekends = FALSE) ------ Here's