Displaying 20 results from an estimated 8000 matches similar to: "Too many warnings when updating R"
2007 Sep 13
2
How to use available.packages
Hello R gurus,
Until recently, I used the following commands to update R:
options(CRAN = "http://cran.stat.ucla.edu")
install.packages(CRAN.packages()[,1])
But now I am told that install.packages is deprecated and that I should use
available.packages
Can anyone tell me what the corresponding commands are when using
available.packages?
Thank you for your time.
[[alternative HTML
2017 Aug 07
1
tidyquant error downloading symbols for Index
Hi R Helpers,
I recently tried to take advantage of the ability to download all the
tickers in the S&P 500 using the functionality of tidyquant, but it threw
an error.
For summary, the set of commands that I ran was
library(tidyquant)
tq_index_options()
tq_index("SP500")
sessionInfo()
R feedback including error message and sessionInfo are provided below.
Guidance would be
2009 Aug 17
3
Newbie question re stddev, quantmod and performanceanalytics
Hi,
I am trying to calculate the std dev of returns of YHOO so far i got:
getSymbols("YHOO")
retYHOO <- Return.calculate(Cl(YHOO))
> sd(retYHOO)
YHOO.Close
NA
but i received an NA....can any assist? tks!
--
View this message in context: http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html
Sent from the R help
2009 Jul 03
1
The time series analysis functions/packages don't seem to like my data
I have hundreds of megabytes of price data time series, and perl
scripts that extract it to tab delimited files (I have C++ programs
that must analyse this data too, so I get Perl to extract it rather
than have multiple connections to the DB).
I can read the data into an R object without any problems.
thedata = read.csv("K:\\Work\\SignalTest\\BP.csv", sep = "\t", header
=
2011 Mar 25
1
multiple plots with QQplot of PerformanceAnalytics
Hi All,
I am trying to plot 4 graphs on to 1 page using layout(...), or par(mfcol =
c(...)); with the function QQplot from the package PerformanceAnalytics.
The problem is that, no matter what order I use, it only plots 3 graphs on to 1
page and the last QQplot is shunted to the next page.
Also, this only happens to the QQplot, i.e. there is no problem with 4
Histograms.
set.seed(1033)
data
2016 Apr 09
1
Quantmod abline and axis configuration
Hi all,
I have this code
I want to add two ablines like this
abline(h=2400, lty=3, col="lightgrey")
abline(h=400, lty=3, col="lightgrey")
But doesnt wotk.
I alo try to set ylim from 0 to max "Foa"+1000 but I?m not able ?Is it
posible?
require(latticeExtra)
require(ggplot2)
require(reshape2)
suppressPackageStartupMessages(require(googleVis))
require(quantmod)
2007 Nov 30
1
Rolling Correlations
Hi R,
I want to do some rolling correlations. But before, I searched for
"?rollingCorrelation" and tried the example in it. But I was not
successful. What could be the problem? Here is the code I tried:
> library(zoo)
> library(PerformanceAnalytics)
> rollingCorrelation(manager.ts@Data[,1],edhec.ts@Data,n=12)
Error in inherits(object, "zoo") : object
2008 Mar 13
1
R Finance
Hi,
I am an R novice working with financial data. I am developing a
portfolio strategy evaluation technique to back-test the performance
of our screens; checking how the screened stock would've performed
over the period in question.
I am using quantmod in R to download the historical data from yahoo
and then analyzing it using PerformanceAnalytics. My problem is that,
as our screens are done
2011 Jul 17
1
FOMULATING TIME SERIES DATA FROM DATA FRAME
I am estimating Value at Risk using PerfomanceAnalytics package. The?variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below.
##########################################################?
reguire(zoo)
require(PerformanceAnalytics)
reguire(xts)
?
year<- c(1991-12-30, 1992-12-30, 1993-12-30, 1994-12-30)
R1
2012 Dec 03
3
error of installing/building an R package (PortfolioAnalytics) on Win 7
Hi,
I am trying to install a package (PortfolioAnalytics) of R 2.15.2 on Win 7.
I have tried the following instructions on :
http://stackoverflow.com/questions/11105131/cannot-install-r-forge-package-using-install-packages
I used svn checkout svn://svn.r-forge.r-project.org/svnroot/returnanalytics/ to
get the package and then copy it to my Win 7.
Then, on Win 7 I run:
>
2008 Jan 01
0
PerformanceAnalytics version 0.9.6 released to CRAN
We are pleased to announce the availability on CRAN of
PerformanceAnalytics version 0.9.6.
This is a feature and bugfix release.
http://cran.r-project.org/src/contrib/Descriptions/PerformanceAnalytics.html
PerformanceAnalytics is a library of econometric functions for
performance and risk analysis. This library aims to aid practitioners
and researchers in utilizing the latest research in
2008 Jan 01
0
PerformanceAnalytics version 0.9.6 released to CRAN
We are pleased to announce the availability on CRAN of
PerformanceAnalytics version 0.9.6.
This is a feature and bugfix release.
http://cran.r-project.org/src/contrib/Descriptions/PerformanceAnalytics.html
PerformanceAnalytics is a library of econometric functions for
performance and risk analysis. This library aims to aid practitioners
and researchers in utilizing the latest research in
2015 Jul 06
2
Ices generates lots of email warnings
I can't say whether this is either an Ices or a CentovaCast issue, but
there are certain programs that play perfectly normally but generate
just piles of email about invalid sample rates or frames containing
metadata that's not supported. Is there a way to turn these emails
off? One of them recently was over four thousand lines long, which
really shocked me, and it takes a lot to shock me.
2012 Jan 11
1
R problem: unable to read data in the xls-format in the PerformAnalytics package
Hallo
I have the following problem
1) Problem: I am unable to read data in the xls-format in the PerformAnalytics
package.
While it works well for several commands, e.g.
t(table.Stats(msci_ret))
it does not work for other
commands, e.g.
x
<- msci_ret[, c("CH"), drop = FALSE]
table.Drawdowns(x)
The error code is:
Error in checkData(R) :
The data cannot be
converted into a
2006 Mar 31
2
SunFire X2100 bios dislikes ZFS''s EFI labels, too
Back in December, there was some discussion here about the Ultra 20''s
bios being confused by the EFI labels ZFS uses.
After seeing a report about the X2100 exhibiting the same behavior as
the Ultra 20, I reproduced the problem and filed:
6407133 X2100 bios intimidated by ZFS-created EFI labels
hopefully that bios will get fixed, too.
- Bill
2019 Nov 18
2
RFC: Moving toward Discord and Discourse for LLVM's discussions
On Mon, Nov 18, 2019 at 8:49 AM Robinson, Paul via llvm-dev
<llvm-dev at lists.llvm.org> wrote:
>
> | mailing lists for longer-form discussions are unfamiliar, difficult, and often intimidating for newcomers
>
>
>
> Um… what? While I know (via my own children) that folks nowadays use multiple avenues of communication, it’s *really* hard to imagine email as a *mechanism*
2012 Dec 06
1
Fuction Error
I'm calling a list of symbols and then using a function to build a data
frame from that symbol list. It works great until I introduce this index
symbol from yahoo '^GSPC'. When and index symbol is introduced I get and
error which is below.
> Data <- symbolFrame(symbols)
Error in get(S) : object '^GSPC' not found
Since R does not like the ^ in front of a name it
2010 May 19
1
Why does my RPy2 program run faster on Windows?
Hi
This is my function. It serves an HTML page after the calculations. I'm
connecting to a MSSQL DB using pyodbc.
def CAPM(self,client):
r=self.r
cds="1590"
bm="20559"
d1 = []
v1 = []
v2 = []
print"Parsing GET Params"
params=client.g[1].split("&")
for items in
2005 May 20
10
Stange question...
Ok, guys... Please be gentle with me. I have what is going to be the
strangest question you will have ever heard, but I have no idea what to
tell this person.
I set up Asterisk 3 or 4 weeks ago, everything is running smooth. My
receptionist has told me on two different occasions that she tried to
transfer a call by pressing "#", and she heard a buzz noise in the phone
and the
2023 Oct 17
1
transform a list of arrays to tibble
I work with a list of crypto assets daily closing prices in a xts
class. Here is a limited example:
asset.xts.lst <- list(BTCUSDT = structure(c(26759.63, 26862, 26852.48, 27154.15,
27973.45), dim = c(5L, 1L), index = structure(c(1697068800, 1697155200,
1697241600, 1697328000, 1697414400), tzone = "UTC", tclass = "Date"),
class = c("xts",
"zoo")), ETHUSDT