Displaying 20 results from an estimated 1000 matches similar to: "Re: [R-sig-finance] dates and times on Windows for fMetrics"
2005 Apr 19
1
timeSeries Date Warning messages: Set timezone to GMT!
Hello, I must be doing something wrong that's very obvious. But I just
don't see it.
I changed my Windows Time Zone to GMT and my Financial Center to Montreal.
But I still get several warnings.
>Sys.timezone()
[1] "GMT Daylight Time"
>myFinCenter
[1] "Montreal"
>Sys.timeDate()
[1] "Montreal"
[1] [2005-04-19 10:55:02]
Warning messages:
1: Set
2009 Jan 27
2
Can I create a timeDate object using only year and week of the year values?
For a model I am working on, I have samples organized by year and week of
the year. For this model, the data (year and week) comes from the basic
sample data, but I require a value representing the amount of time since the
sample was taken (actually, for the purpose of the model, it is sufficient
to use the number of weeks from the middle of the sample week to the
present).
What I have found so
2004 Dec 13
2
read attribute
How can I get a single attribute value of an object ?
I jhave the tiemSeries object
> ts1
Open
2003-10-09 02:00:00 1.27
2003-10-10 02:00:00 1.25
2003-10-13 02:00:00 1.27
2003-10-14 02:00:00 1.29
When I unclass ts1 I get:
> unclass(ts1)
list()
attr(,"Data")
Open
2003-10-09 02:00:00 1.27
2003-10-10 02:00:00 1.25
2003-10-13 02:00:00 1.27
2011 Jul 04
1
[R-SIG-Finance] FinCenter in timeSeries with "merge", "cbind" and "rbind"
Hi R users:
When I try to merge or bind (cbind or rbind) two series,
both with a "FinCenter" different that GMT, the
result is "GMT" not the original financial center?
What am I doing wrong?
######################################################
require(timeSeries)
getRmetricsOptions("myFinCenter")
setRmetricsOptions(myFinCenter = "America/Bogota")
2007 Feb 13
2
Computing stats on common parts of multiple dataframes
Folks,
I have three dataframes storing some information about
two currency pairs, as follows:
R> a
EUR-USD NOK-SEK
1.23 1.33
1.22 1.43
1.26 1.42
1.24 1.50
1.21 1.36
1.26 1.60
1.29 1.44
1.25 1.36
1.27 1.39
1.23 1.48
1.22 1.26
1.24 1.29
1.27 1.57
1.21 1.55
1.23 1.35
1.25 1.41
1.25 1.30
1.23 1.11
1.28 1.37
1.27 1.23
R> b
EUR-USD NOK-SEK
1.23 1.22
1.21 1.36
1.28 1.61
1.23 1.34
1.21 1.22
2006 Jul 23
1
Iterated Data Input/Output with Random Forests
Hi,
I am currently writing code to input a few thousand files, run them through the
Random Forests package, and then output corresponding results.
When I use the code below:
zz<-textConnection("ex.lm.out", "w")
sink(zz)
2007 Nov 02
1
R timeDate does not allow seconds?
Hello, Sorry if anyone gets this message twice, as my mailserver may not
be working.
Thanks for your response. Your idea makes a lot of sense to me, but I've
been unable to get seconds to work.
I ended up with this format finally:
"2007-10-31_16:20:22"
Problem is I am unable to get it recognized as a date using timeDate():
R>
2008 Dec 06
1
Morlet wavelet not supportd by wavCWTPeaks
aa <- (structure(list(X.0.85 = c(-1.02, -1.17, -1.29, -1.39, -1.46,
-1.5, -1.52, -1.5, -1.46, -1.39, -1.3, -1.19, -1.07, -0.93, -0.79,
-0.65, -0.5, -0.36, -0.22, -0.08, 0.05, 0.18, 0.3, 0.41, 0.52,
0.62, 0.72, 0.81, 0.89, 0.98, 1.05, 1.13, 1.19, 1.25, 1.29, 1.31,
1.31, 1.29, 1.24, 1.16, 1.06, 0.93, 0.77, 0.58, 0.38, 0.16, -0.07,
-0.31, -0.89, -1.05, -1.19, -1.31, -1.41, -1.47, -1.51, -1.51,
2012 Sep 07
6
splitting character vectors into multiple vectors using strsplit
Hi folks,
Suppose I create the character vector charvec by
> charvec<-c("a1.b1","a2.b2")
> charvec
[1] "a1.b1" "a2.b2"
and then I use strsplit on charvec as follows:
> splitlist<-strsplit(charvec,split=".",fixed=TRUE)
> splitlist
[[1]]
[1] "a1" "b1"
[[2]]
[1] "a2" "b2"
I was wondering
2009 Apr 28
1
Problem with Random Forest predict
I am trying to run a partialPlot with Random Forest (as I have done many times before).
First I run my forest... Cell is a 6 level factor that is the dependent variable - all other variables are predictors, most of these are factors as well.
predCell<-randomForest(x=tempdata[-match("Cell",names(tempdata))],y=tempdata$Cell,importance=T)
Then I try my partial plot to look at the
2010 Mar 24
1
flexible alternative to subsetting dataframe inside nested loops
I have a dataFrame variable:
L1 L2 L3 ... v1 v2 ...
1
2
3
4
...
I want to process subsets of it as defined by combinations of L1-L2-L3. I do
it successfully using nested loops:
for (i in valuesOfL1 {
for (j in valuesOfL2) {
for (k in valuesOfL3) {
tempData <- subset(dataFrame, (L1 == i & L2 == j & L3 == k,
select=c(v1,v2) ))
if
2018 Jan 31
0
MICE data analysis with glmulti
Dear All,
wonder if you have some thoughts on running the with() function (and perhaps including the pool() function to get the results?) in glmulti? In other words, how to run glmulti with a data set that is produced by mice()?
publicly available code:
data <- airquality
data[4:10,3] <- rep(NA,7)
data[1:5,4] <- NA
data <- data[-c(5,6)]
library(mice)
library(glmulti)
the following
2009 Jan 27
1
Mystery Error in midnightStandard
I wasn't even aware I was using midnightStandard. You won't find it in my
script.
Here is the relevant loop:
date1 = timeDate(charvec = Sys.Date(), format = "%Y-%m-%d")
date1
dow = 3;
for (i in 1:length(V4) ) {
x = read.csv(as.character(V4[[i]]), header = FALSE, na.strings="");
y = x[,1];
year = V2[[i]];
week = V3[[i]];
dtstr =
2006 Jun 03
1
warnings messages from R when returning nothing
Hi : I have old Splus code that I am trying to turn into R
( I am using windows Xp and R 2.20 ) and I am getting a warning
from one of my statements because the behavior of R is different from Splus.
below, tempdata is a matrix of numbers and
I have the following command which basically runs through the columns and returns the minimum index of the column
where an NA occurs.
2008 Jan 24
1
Error using Rmetrics to read data
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
2006 Jul 05
2
apologes if you already saw this :efficiency question
hi everyone : i'm not sure if my previous mail about
this got sent. i was typing and
erroneosuyl hit a button and lost what i was typing.
anyway, i have the code below ( it works ) in which i run through the rows of a dataframe, taking out the first two
fields which are characters strings ( with some extra spacing so
i yuse gsub) and appending these character strings to a list so that i can
2007 Oct 10
0
encode return 0
Hi.
I?m trying to use the speex library in c#, everything seems to works right,
when I call the speex_encode_int function it always return 0, any help would
be appreciated.
Here?s the sequence of calls:
//Initialization
_Mode = speex_lib_get_mode(0);
_State = speex_encoder_init(_Mode);
fixed (int* __FrameSize = &_FrameSize, __Complexity =
2007 May 31
0
loading several "samples" of data from hard-drive, run "lm", "rlm", etc, save results in a list
I have many "sample" datasets (e.g. sample 5, sample 6, etc), each identified by a number as a suffix. These datasets are saved as individual R objects on my hard drive. (e.g."Wind.5.r" . "Wind.6.r","Solar.5.r","Solar.6.r") For example purposes, I have written code that creates similar data files using the "airquality" dataset. (see
2008 Jun 18
4
inverse cumsum
I've a matrix like this:
1985 1.38 1.27 1.84 2.10 0.59 3.47
1986 1.05 1.13 1.21 1.54 0.21 2.14
1987 1.33 1.21 1.77 1.44 0.27 2.85
1988 1.86 1.06 2.33 2.14 0.55 1.40
1989 2.10 0.65 2.74 2.43 1.19 1.45
1990 1.55 0.00 1.59 1.94 0.99 2.14
1991 0.92
2012 Jul 22
2
Frame Column to List (conversion)
Hi,
Input Format: excel file (XLS)
Column 1: Gene ID (alphanumeric)
Column 2 - 10 : (numeric data).
inData = read.xls ( <fileName>)
geneLabel = inData [ , 1] - column 1 stored in geneLabel
tempData = inData [ , 2: 10]
expValues = data.matrix (tempData) - convert frame into Matrix format
expValues has the matrix format needed for analysis.
I need to bind gene labels as .
I