similar to: Problem in Converting Zoo Objects to Dataframes

Hi, I am trying to download data from Bloomberg through R. If I try to download intraday data for multiple tickers and only one field, I get the error, written below in red. How do I get rid of this error? > dat<-blpGetData(conn, c("NOK1V FH Equity","AUA AV Equity"), "LAST_PRICE",

Hi Everyone. I am downloading intraday Bloomberg data from R. The code I give is: library(zoo) library(chron) library(RBloomberg) conn<-blpConnect(show.days="trading",na.action="previous.days",periodici ty="daily") dat<-blpGetData(conn, "VG1 Index", c("LAST_PRICE"), start=as.chron(as.Date("2006-9-01",

Hi, I am downloading Bloomberg data from R. This data will be stored in a zoo object by default. The command is dat<-blpGetData(con,c("NOK1V FH Equity","AUA AV Equity"),"PX_OPEN",start=as.chron(as.Date("12/1/2006", "%m/%d/%Y")),end=as.chron(as.Date("12/28/2006", "%m/%d/%Y"))) Here I am downloading the data for two

Hi! I'm a new R user and I have a question about estimating VAR on a panel data. What I'm trying to do is to explain stock's volume on it's lagged volume, it's lagged returns and lagged market return's (and vice versa). In addition I have generated an exogenous variable controlling for stock's volatility. Some of you may be familiar with this experiment since it follows

Dear R Folks, I know that Enrique Bengoechea ( Credit Suisse ) had posted some code snippets for importing Bloomberg historical data into R. I found them to be very useful. Has anyone succeeded in getting the below items from Bloomberg to R? (a) historical economic release data, (b) tick/intra-day data (c) bulk data such as Index membership info, etc. If someone is willing to share their code

Hi R, Again the problem in Bloomberg, I give the below code, > con = blpConnect(show.days="trading",na.action="previous.days",periodicity="da ily")# connecting Bloomberg > div <- blpGetData(con,"IBM US Equity","EQY_DVD_HIST",start=as.chron(as.Date("01/01/2005", "%m/%d/%Y")),end=as.chron(Sys.Date())) >

Hello I'm working with a bunch of time series data. The data are downloaded from a server and stored as ascii files prior to reading them into R. After reading the data sets read into R with no problem and I can us the ts function to coerce them to time series, sometimes this works and sometimes it fails. For example. P38_SubB <-

Hi David, I tried the following and get the below error messages.... con = blpConnect(show.days="trading",na.action="previous.days",periodicity="da ily")# connecting Bloomberg > dat <- blpGetData(con,"US4009703799 Equity","PX_LAST",start=as.chron(as.Date("01/01/2005",

Hello R-Users, it might be a rather simple problem I have, but I couldn't find any solution online. Thus, here is my problem: I would like to adjust the y-axis range in a barplot, since all my values are >70. Therefore I would like to only visualize the y-axis from 60-100 (example 1). The problem is, the range of the y-axis is adjusted, but the barsize stays the same and vanishes from

That probably isn''t the right title for this topic, but I''m not sure how else to explain in succintly. I''m sorry if this is obvious but I couldn''t find the answer in the Ruby/Rails docs. How do I use a variable as a substitute for a method/field, so that I can call the object with the variable that contains the method name. For example, say I have the

Hi, Try: vec1<- "mue#d/sjbijk at ruepvnvbnceiicrpgxkgcyl@keduhqvqi/ubudvxopddpfddgitrynzshzdcwgneyffrkpbxwilwqngrsals#geqmtkcpkp/qecgdfa#uag" library(seqinr) ?res<-lapply(0:4,function(i) lapply(2:5,function(j) splitseq(s2c(gsub("[#@/]","",vec1)),word=j,frame=i))) #or library(stringr) res1<-lapply(0:4,function(i) lapply(2:5,function(j)

This message is a shameless plug for my new book: Automating UNIX and Linux Administration. I feel this message is appropriate both because many users of this program are interested in automation and the program is discussed within the book. You can buy the book from Amazon here: http://www.amazon.com/exec/obidos/ASIN/1590592123/kaybee-20 You can find the list of chapters and brief

Together with Enrique's running start and Prasad's work, we figured out how to get tick data and bulk data from Bloomberg into R. Here is a code snippet which builds on Enrique's. ---------------------------- require("RDCOMClient") blCon <<- try(blCon <- COMCreate("Bloomberg.Data.1"), silent=TRUE) # Always check the class of blCon before proceeding! #

Hi all! I have setup a replicated/distributed gluster cluster 2 x (2 + 1). Centos 7 and gluster version 3.12.6 on server. All machines have two network interfaces and connected to two different networks, 10.10.0.0/16 (with hostnames in /etc/hosts, gluster version 3.12.6) 192.168.67.0/24 (with ldap, gluster version 3.13.1) Gluster cluster was created on the 10.10.0.0/16 net, gluster peer probe

Marcus, Can you share server-side gluster peer probe and client-side mount command-lines. On Tue, Apr 10, 2018 at 12:36 AM, Marcus Peders?n <marcus.pedersen at slu.se> wrote: > Hi all! > > I have setup a replicated/distributed gluster cluster 2 x (2 + 1). > > Centos 7 and gluster version 3.12.6 on server. > > All machines have two network interfaces and connected to

Yes, In first server (urd-gds-001): gluster peer probe urd-gds-000 gluster peer probe urd-gds-002 gluster peer probe urd-gds-003 gluster peer probe urd-gds-004 gluster pool list (from urd-gds-001): UUID Hostname State bdbe4622-25f9-4ef1-aad1-639ca52fc7e0 urd-gds-002 Connected 2a48a3b9-efa0-4fb7-837f-c800f04bf99f urd-gds-003 Connected ad893466-ad09-47f4-8bb4-4cea84085e5b urd-gds-004

Hi all! I have setup a replicated/distributed gluster cluster 2 x (2 + 1). Centos 7 and gluster version 3.12.6 on server. All machines have two network interfaces and connected to two different networks, 10.10.0.0/16 (with hostnames in /etc/hosts, gluster version 3.12.6) 192.168.67.0/24 (with ldap, gluster version 3.13.1) Gluster cluster was created on the 10.10.0.0/16 net, gluster peer

Unsubscribe Sent from my BlackBerry? wireless handheld -----Original Message----- From: rails-request@lists.rubyonrails.org Date: Fri, 9 Jun 2006 18:24:09 To:rails@lists.rubyonrails.org Subject: Rails Digest, Vol 21, Issue 195 Send Rails mailing list submissions to rails@lists.rubyonrails.org To subscribe or unsubscribe via the World Wide Web, visit

look at the spectrums before you do the cbind - I would not suggest letting R wrap the data to fill in a data frame. I would suggest using something that you "know how it acts" in the frequency domain like zero. You are probably introducing periodicies that are not real, and I would suggest not to go down this path. As for finding commonalities amongst signals- it all depends on what

Hi R, Please solve my problem........... I am extracting Bloomberg data from R, in a loop. R is getting fatigued by doing this process and gives some errors. I introduced sleep function. Doing this sometimes I get the results and sometimes not. I even noticed that if I give complete rest for R (don't open R window) for 1 day and then run my code with the sleep function, then the