similar to: plotOHLC unequally spaced time.

I want to create a open/high/low/last plot of intraday data. I try to use the function plotOHLC from the tsteries package. I create my own multiple time series and then try to plot it. raw Data Format (file eurusd2.csv): "Date (GMT)" "Open" "High" "Low" "Last" 17-03-2008 00:00:00 1,5764 1,5766 1,5747 1,5750 17-03-2008 00:05:00 1,5749 1,5750 1,5741

The plotOHLC function in the tseries package is useful to plot timeseries of various financial assets with open/high/low/close data. I had often wondered if it could be made to run a little faster. It turns out that the following patch does --- plotOHLC.R.orig 2003-12-14 12:02:20.000000000 -0600 +++ plotOHLC.R 2003-12-14 12:03:42.000000000 -0600 @@ -21,14 +21,9 @@ ylim <-

R version 2.12.0, 64 bit on Windows. Here is a short script that illustrates the problem: library(tseries) library(xts) setwd('C:\\cygwin\\home\\Ted\\New.Task\\NKs-01-08-12\\NKs\\tests') x = read.table("quotes_h.2.dat", header = FALSE, sep="\t", skip=0) str(x) y <- data.frame(as.POSIXlt(paste(x$V2,substr(x$V4,4,8),sep=" "),format='%Y-%m-%d

Hello [R]-help I am trying to find > a package where you can do ANOVA based trend analysis on grouped data > using orthogonal polynomial contrasts coefficients, for unequally > spaced factor levels. The closest hit I've had is from this web site: >(http://webcache.googleusercontent.com/search?q=cache:xN4K_KGuYGcJ:www.datavis.ca/sasmac/orpoly.html+Orthogonal+polynomial >l but I

I find it's just great to be able to say: library(tseries) x <- get.hist.quote(instrument="ongc.ns") and it gets a full time-series of the stock price of the symbol ongc.ns from Yahoo quote. However, once my hopes have been raised by such beauty :-) I get disappointed when I do > plot(x) and the annotation is horrible! The x axis is not labelled as dates. The default

I am trying to create a high low close style chart but I keep getting the following error statement; "x is not a open/high/low/close time series". I've used the function is.ts and R responds TRUE but the ohlcPlot function gives the above error statement. I'm actually planning to plot some odds ratios with their confidence intervals and the hi-low-close chart should do the

Hi, I'm experiencing a problem with strptime. (R 1.9.1 on a Win2000 machine) I have a large list containing 6 columns and 161800 rows. One column contains dates that I want to convert in order to compare the different dates. Some dates work just fine while others become NA. I don't see any difference between the dates. I've attached an example from my code. Hope this explains my

I'm trying to plot a ibm stock time series. I made the download of that series, ibm <- get.hist.quote(instrument = "ibm", start = "2003-01-01",quote=c("CL")) And ibm is a serie wiht this characteristic: Start = 37623 End = 37960 Frequency = 1 When I try to plot it, ts.plot(ibm) In the graphic the axe time is represented by 37623 ... 37960, How can I put

Hello, we want to identify breakpoints (different phases) in environmental data, algae cell counts of three years with intervals between 7 and 30 days (N=40). We found that breakpoints(cells ~1) works great and identifies 5 very good breaks, however we are uncertain about these, because the data are unequally spaced. Is there a way to include the information about the measurement intervals,

I estimate some parameters and I want to print them (pretty) on my plot: # somehow estimated parameters z<-c(1.543523e+00, 1.23453e+00, 3.454000e+00) x<-seq(-1,1,length=100) plot(x,z[3]*x^2+z[2]*x+z[3],type="l", main="My nice plot of the estimated function") zs<-format(z,digits=4,scientific=FALSE,trim=TRUE) text(-0.9,7,expression(1.54*x^2)) # is

I am simulating an ANOVA model and get a strange behavior from the summary function. To be more specific: please run the following code and see for yourself: the summary()[["r.squared"]] values of two identical models are quite different!! ## 3 x 3 ANOVA of two factors x and z on outcome y s.size <- 300 # the sample size p.z <- c(0.25, 0.5, 0.25) # the probabilities of factor z ##

I am getting the following: *** Weave Errors *** Error in driver$runcode(drobj, chunk, chunkopts) : Error in eval(expr, envir, enclos) : couldn't find function "pacf.mts" *** Source Errors *** Error in eval(expr, envir, enclos) : couldn't find function "pacf.mts" make[1]: *** [checkVignettes] Error 1 I don't really understand the new namespace mechanism,

Hi I have problem in tar command Can you help? tar -cv --exclude /var/named/chroot/proc/* -zf backup.tar.gz /var/named /var/named/chroot/proc/net/route /var/named/chroot/proc/net/udp /var/named/chroot/proc/net/tcp tar: Error exit delayed from previous errors Thank you Send instant messages to your online friends http://uk.messenger.yahoo.com

Hi I have a few problems with tail/head when applied to multiple time series. I'm not sure as whether I did not understand the function or whether it correspond to an unexpected behavior. When head(a,n) is applied on data.frame or matrix, it returns a data-frame or matrix with first n obs of *each* variable. When applied to a mts object, it returns first n obs of *first* variable only,

There appears to be a bug in plot.mts() in R-1.3.0 when attempting to do a multiple point plot (this worked in 1.2.2). Reproduce by: > version _ platform sparc-sun-solaris2.8 arch sparc os solaris2.8 system sparc, solaris2.8 status major 1 minor 3.0 year 2001

Hi. I have a function that works well under R 1.7.1 But under 1.8.0 and 1.8.1 I get:Warning message: calling par(new=) with no plot And it doesnt plot The function is: mplotmeth1<-function(data1,data2,alpha,nr){ psfile<-paste("Meth1_",nr[1],"-",nr[length(nr)],".ps",sep="") postscript(psfile) close.screen(all=T) par(mex=0.73,cex=0.8)

Hi, I've been driving myself insane with this problem. I have a trellis plot of contours, and I want each level to have something like "z=value" for each one. I can get each one to say z, or each one to say the value (by using as.factor) but not both. Heres an artificial example to show what I mean (as my actual data set is much larger!) x<-c(1,2,3) y<-c(2,4,6)

On 7/23/19 8:42 PM, John McCall via llvm-dev wrote: > > On 21 Jul 2019, at 12:29, James Y Knight via llvm-dev wrote: > > Yes, indeed! > > The SBCL lisp compiler (not llvm based) used to emit functions > which would > return either via ret to the usual instruction after the call, or > else load > the return-address from the stack, then jump 2

Yes, indeed! The SBCL lisp compiler (not llvm based) used to emit functions which would return either via ret to the usual instruction after the call, or else load the return-address from the stack, then jump 2 bytes later (which would skip over either a nop or a short jmp at original target location). Which one it used depended upon whether the function was doing a multi-valued return (in which

Dear all, I have the following matrix. > dat A A A A A A A A A A [1,] 0 0 0 0 0 0 0 0 0 0 [2,] 0 0 0 0 0 0 0 0 0 1 [3,] 0 0 0 0 0 0 0 0 0 2 How can I change it into: [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [1,] 0 0 0 0 0 0 0 0 0 0 [2,] 0 0 0 0 0 0 0 0 0 1