similar to: priceIts

Dear R People: In library(its), there is a command priceIts. There is a problem with this command. It is returning an error message: > ibm1 <- priceIts(instrument="ibm",start="1998-01-01",quote="Open") Error in download.file(url, destfile, method = method, quiet = quiet) : cannot open URL

Both get.hist.quote, and its derivative priceIts, rely on download.file() to fetch financial data series from Yahoo! in .csv format. They allow for nice interactive demonstrations of what one can do with R. Unfortunately, both are currently broken as Yahoo! decided to add a somewhat useless html comment at the end of the csv 'stream', breaking the regular format of n rows with k columns.

Dear all, I have two vectors and connect the points by line segments: x <- c(1990,1994,1995,1997) y <- c(30,40,80,20) plot(x,y,type="l") I want to get the values of y's on these lines at missing x's, i.e., at 1991,1992,1993,and 1996. Is there a simple way to do this? Best regards, Remigijus mailto:remigijus.lapinskas at maf.vu.lt

Hello R-help, My vector aa has some NA's: > aa_c(NA,1) > aa=="NA" [1] NA FALSE > aa==NA [1] NA NA How can I detect NA's? In other words, I would like my answer to be TRUE FALSE. Best regards, Remigijus mailto:remigijus.lapinskas at maf.vu.lt -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help

Dear all, I have a function MYFUN which depends on 3 positive parameters TETA[1], TETA[2], and TETA[3]; x belongs to [0,1]. I integrate the function over [0,0.1], [0.1,0.2] and [0.2,0.3] and want to choose the three parameters so that these three integrals are as close to, resp., 2300, 4600 and 5800 as possible. As I have three equations with three unknowns, I expect the exact fit, i.e., the SS

Dear all, I got this error message > library(dprep) > mardia(Savg) Error in cov(data) : 'x' is empty But with the same data, I got > library(mvnormtest) > mshapiro.test(Savg) Shapiro-Wilk normality test data: Z W = 0.9411, p-value = 0.6739 What does the error message "Error in cov(data) : 'x' is empty" mean? Thanks a lot! Jiao

if I have.... QQQQ<-priceIts("QQQQ",quote="Close") QQQQ<-priceIts("QQQQ",quote="Close");plot(QQQQ) and then i want to do the same thing but say with IBM instead of QQQQ is there an easy way like replace qqqq/ibm Thanks in advance./Jonathan

The last two times I have originated message threads on R or Bioconductor I have received the message included below from someone named Patrick Connolly. Both times I was the originator of the message thread and used what I thought was a unique subject line that explained as best I could what my question was. Patrick seems to be implying that I am abusing the R and BioC help newsgroups in this

Dear R People: About 2 years ago, there were a few messages about the function priceIts from library(its) generating error messages. One of the suggested fixes at that time was to check security software and such. I'm getting the same message tonight, and have checked both from Windows and a Linux installation. The other suggestion was to determine if there is still a problem with the

Dear List, There has just been this question (as well as the answer to it) in the S list: > I would like to put some text in plots... but in french. How can I > write accented letters? > I suppose that there is a possibility similar as the one which > works in LaTeX, isn't it? What about R (for Windows and in East European languages)? Specifically, how can I give a title like

Is it possible to fit a lagged regression, "y[t]=b0+b1*x[t-1]+e", using the function "lag"? If so, how? If not, of what use is the function "lag"? I get the same answer from y~x as y~lag(x), whether using lm or arima. I found it using y~c(NA, x[-length(x)])). Consider the following: > set.seed(1) > x <- rep(c(rep(0, 4), 9), len=9) > y <-

Dear All, R 1.9.1, Windows When copying and pasting a few lines from the 'predict.Arima' help, I get an error message: > data(lh) > predict(arima(lh, order = c(3,0,0)), n.ahead = 12) Error in eval(expr, envir, enclos) : Object "xreg" not found On the other hand, the following is OK: > data(lh) > predict(arima0(lh, order = c(3,0,0)), n.ahead = 12) $pred Time

I have the following simple for-loop, which makes R crash every time. The length of the vectors is about 1200 rows, 1 column. n = max(length(GSPC),length(FTSE)) for(i in 1:1000) { if (row.names(GSPC)[i]==row.names(FTSE)[i]){ } else { if (row.names(GSPC)[i]>row.names(FTSE)[i]){ GSPC<-rbind(GSPC[1:(i-1),],GSPC[(i-1):length(GSPC),]) row.names(GSPC)[i]=row.names(FTSE)[i] } else {

Dear all, I am looking for a way to work out if a file on the internet exists before attempting to download it using the function download.file(). For example, using a url that does not exist url <- "http://finance.yahoo.com/ftse.csv" destfile <- tempfile() download.file(url = url, destfile = destfile) # gives the following response ... trying URL

I have two chromatograms I want plotted on the same axes. I would like the plots to be transparent, so the first chart is not obscured. I have tried adjustcolor(..., alpha.f=0.3), the problem is that my chromatogram is so dense with datapoints that they overlap and the entire graph just ends up a solid color. The second histogram still obscures the first. Consider this example: col1 <-

Hi useRs, I am trying to calculate the Sharpe ratio with "sharpe" of the library "tseries". The documentation requires the univariate time series to be a portfolio's cumulated returns. In this case, the example given data(EuStockMarkets) dax <- log(EuStockMarkets[,"FTSE"]) is however not the cumulated returns but rather the daily returns of the FTSE

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Hi ALL: I am trying to use get.help.quote from library(tseries). I tried to run the example from help(get.hist.quote) but R complained. Here is the command I used and the response: ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01") trying URL

http://www.nabble.com/file/p15359204/test.data.csv http://www.nabble.com/file/p15359204/test.data.csv test.data.csv Hi, I have used apply to have certian combinations, but when I try to use these combinations I get the error [Error in eval(expr, envir, enclos) : object "X.GDAXI" not found]. being a novice I donot understand that after applying combination to the data I cant access

Hi, I would like to use R to estimate the following model: X(t) = a + b1*X(t-1) + b2*X(t-2) + c1*Y(t) + c2*Y(t-1) + c3*Y(t-2) Is there any R function that performs this type of estimation? I know that if I only have one time series (i.e. lagged value of X) on the right hand side then there are R functions to do the estimation. I am thinking a work around by preparing X(t-1), X(t-2),Y(t),Y(t-1)