similar to: plotting

Hi, sorry, I'm an idiot.. and I know I'm missing something stupid.. I thought if we solve an underdetermine system with QR, my soln is: min ||x|| (L2 sense) such that Ax = b then say i have: > w <- matrix(c(1, 5), ncol=2) > sw = 2 > qrW = qr(t(w) %*% w) > qr.coef(qrW, t(w) %*% sw) [,1] [1,] 2 [2,] NA but we also have soln (0, 2/5) which obviously has a

Let's say i have a = c(1, 4, 5) b = c(2, 6, 7) and i have matrix m, what's an efficient way of access m[1, 2], m[4, 6], m[5, 7] like of course m[a, b] = is not going to do, but what's an expression that will allow me to have that list? Thanks! -- View this message in context: http://www.nabble.com/Simplest-question-ever...-tf3329894.html#a9258932 Sent from the R help mailing list

Hi all, I have this list of strings [1] "1 ,2 ,3" "4 ,5 ,6" Is there an efficient way to convert it to data.frame: V1 V2 V3 1 1 2 3 2 4 5 6 Like I can use strsplit to get to a list of split strings.. and then use say a = strsplit(mylist, ",") data.frame(V1 = lapply(a, function(x){x[1]}), V2 = lapply(a, function(x){x[2]}),.....) but i'm

Hi all, let's say I have matrix People Desc Value Mary Height 50 Mary Weight 100 Fanny Height 60 Fanny Height 200 Is there a quick way to form the following matrix? People Height Weight Mary 50 100 Fanny 60 200 (Assuming I don't know the length of people/desc and let's say these are characters matrix.. I tried

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 all I have some tick-by-tick data and I have calculated the intraday returns. I want to sum up the intraday squared returns to calculate the daily volatility(or daily variance). I know that the s-plus FinMerics has the function aggregateSeries function that can be apply to daily data: aggregateSeries(x, Fun, by="daily"), but the counterpart function in R:applySeries can not be apply

Hello, I'm new to R and am having trouble plotting intraday data on a chart. I haven't had any success with using ideas from some other posts or other content. My data is in csv format, here's the first few rows: TimeStamp..UTC. Open High Low Close 1 2011-06-15 13:30:00:0000 127175 127500 126925 127425 2 2011-06-15 14:00:00:0000 127400 127575 127225 127225 3 2011-06-15

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

Hi, I have an intraday timeseries of financial data (see below) which has gaps due to market opening and closing hours. I am trying to plot it, but the time gap is always visible in the plot. I tried converting data to xts, zoo, timeSeries and plotting it with different functions i.e. plot.xts, plot.zoo. The only way to make it work was with function 'chartSeries' in the quantmod package

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",

Hello, I have a series of intraday (high-frequency) price data in the form of POSIX timestamp followed by the value. I sucesfuly loaded that into "its" package object. I would like to create from it a regularly spaced time series of prices (for example 1min, 5min, etc apart) so i could calcualte returns. There is an interpolation function locf() that for timestamp with value NA uses last

I am trying to extract one particular piece of data(Float) from all the data returned by yahooKeystats, but thus far I'm having no luck. This is what I've got so far: > library(fImport) Loading required package: timeSeries Loading required package: timeDate > data<-yahooKeystats("IBM") trying URL 'http://finance.yahoo.com/q/ks?s=IBM' Content type 'text/html;

newbie to R, less than a week, and I ordered some books about R, but I learn better by examples.. and thus far I cant find a good example of what I am trying to do... which follows: assuming one is using any instrument intra-day data... I want to.. open a file (lets name it signal) that will contain two fields... date/time(MM/DD/YYYY HH:MM) and signal (1=buy,-1=sell) open a file with real time

I'm trying to read intraday zoo but running into issues (again) ... what am I missing here? (the date doesn't seem to read in correctly) > head(dat) TrdDate TrdTime impliedVol 1 20090102 09:55:03 0.3610715 2 20090102 09:55:04 0.3637943 3 20090102 09:55:05 0.3752375 4 20090102 09:55:05 0.4190025 5 20090102 09:55:06 0.3696080 6 20090102 09:55:06 0.4944981 > f <-

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

Hello everyone, I want to split a data.frame by the column date . The data frame looks like this date time open close 02.01.2011 09:00:00 1000 1200 02.01.2011 09:05:02 1200 1203 ... 01.02.2011 10:01:21 1029 1110 ..... 30.03.2011 12:02:12 1231 1200

Hello! Please help - can't find any options how to remove very big spaces between two dates containing intraday prices plotted by plot.xts. It looks like the following: on the left side of the plot window is the first bunch of points, the same is for the right hand side and a long line connecting them in the middle. I would want to merge them (cut spaces) somehow. In any case thanks for

Hi, I'm able to create a library with R CMD INSTALL cmd, etc... I'm just wondering.. is it possible that when the user says library(boo), it runs some initialization code? I have a dumb R file that is: print(2) boo <- function(x){} when I R CMD INSTALL the library, I'm able to see 2 in my unix console.. but when I do library(boo) in R afterwards.. I don't see

Hello all, I'm trying to use zoo.read but can't figure out how to deal with the time format. (example below) would be nice if someone could help. best regards, Immanuel --------------------------- L <- "Date,Time,Open,High,Low,Close,Up,Down 05.02.2001,00:30,421.20,421.20,421.20,421.20,11,0 05.02.2001,01:30,421.20,421.40,421.20,421.40,7,0

Given a matrix of m*n, I want to reorder it as a vector, using a row major transpose. so: > m<-matrix(seq(1,48),nrow=6,byrow=T) > m [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [1,] 1 2 3 4 5 6 7 8 [2,] 9 10 11 12 13 14 15 16 [3,] 17 18 19 20 21 22 23 24 [4,] 25 26 27 28 29 30 31 32 [5,] 33 34 35 36 37