similar to: Applying lm to data with combn

Hi there! I'm stuck with a problem aligning financial timeseries and haven't found a cue how to fix it... When I run that simple script, everything goes well until the "align"-command: ------ rm(list=ls()) x <- yahooSeries("^GDAXI") head(x) xAligned <- align(x = x, by = "1d", method = "before", include.weekends = FALSE) ------ Here's

Dear useRs, I am stuck with a piece of code and hope you could give me some pointers. My aim is to calculate the lm-regression coefficients of individual stocks against an index. I am interested in both the coefficient and the pval. While I could do this manually for a select hand full, I hope to scale this up say for 30+ stocks (DAX-30, FTSE-100 etc.) to eventually have a matrix of coefficients

-----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of r-help-request at r-project.org Sent: Monday, February 11, 2008 12:00 PM To: r-help at r-project.org Subject: R-help Digest, Vol 60, Issue 11 Send R-help mailing list submissions to r-help at r-project.org To subscribe or unsubscribe via the World Wide Web, visit

Full_Name: Brian K. Boonstra Version: 2.2.1 OS: WinXP, OSX Submission from: (NULL) (63.172.178.137) The maxdrawdown function in tseries defines the maximum drawdown in terms of absolute dollars (or whatever units the input is in). Industry convention is to do this in percentage terms. I have written the code below as maximumdrawdown(), which retains backward compatibility with the current

I have a monthly price index series x, the related return series y = diff(log(x)) and a POSIXlt date-time variable dp. I would like to apply annual blocks to compute for example annual block maxima and mean of y. When studying the POSIX classes, in the first stage of the learning curve, I computed the maximum drawdown of x: > mdd <- maxdrawdown(x) > max.dd <- mdd$maxdrawdown > from

Hi! I am new to looping and R in general; and I have sent waaaay to much time on this one problem and am about a hair away from doing it manually for the next two days. So, there is a package that while calculating the statistic creates lists (that look like matrices) in the background. Each item (there are 10 items) has one of these ‘matrix looking list’ that I need to extract data from. The

I just pushed a new wxruby-swig, which includes the known MSWin rakefile changes. It also has some significant internal improvements that will make it easier to add classes, and it includes support for one new class (wxEvent). wxruby-swig is now licensed under the "MIT license". wxRuby will remain under the wxWindows license as long as we are releasing the old code base. When we

Has anybody tried the new wxruby-swig from the msvc++ command line compiler using ''rake''? The rakefile seems to depend on the wx_config method, which doesn''t exist for msw because it doesn''t have BASH to execute the shell script. Has anyone hacked the rakefile to fix this? Nick

Thanks! Three of the libraries are not found: LLVMX86Disassembler.lib LLVMMCParser.lib LLVMInstCombine.lib ... the third one of those sounds like it might be important, what does it do exactly? But specifying the rest of them with /MD completes the build with this message Creating library toy.lib and object toy.exp LINK : warning LNK4098: defaultlib 'MSVCRTD' conflicts with use of

[+Saleem] On Fri Feb 20 2015 at 10:31:04 PM Daniel Dilts <diltsman at gmail.com> wrote: > I am using CMake 3.1.2. > > On Fri, Feb 20, 2015 at 10:00 AM, Alexey Samsonov <vonosmas at gmail.com> > wrote: > >> It looks like your command fails early in CMake TryCompile tests. Does >> (your version of) CMake supports using Clang on Windows at all? >>

Has anyone built Compiler-RT on Windows? I am attempting to compile it for ARM, but I get errors from CMake. It appears to be trying to pass VC++ flags to Clang. I am using a version of Clang built from trunk. PS D:\llvm\arm_test\compiler-rt-build> cmake -G Ninja -DCMAKE_C_COMPILER=clang.exe -DCMAKE_CXX_COMPILER=clang++.exe -DCM AKE_RC_COMPILER=rc.exe -DCMAKE_CXX_FLAGS=""

Hello all! Please forgive me if this is the wrong mailing list for my question. First off, I am on Windows and using git bash for everything: $ uname MINGW32_NT-6.2 I am attempting to essentially do the kalidescope example. I have copied the code verbatim from the full code listing and am running the following command: $ clang-cl toy.cpp deps/llvm/build/Debug/lib/*.lib //MDd -o toy.exe -I

Hi,, I want to use the existing cor function in R but with a different way to compute the correlation method.. basically zero mean correlation. The forumula I have is 'D' <- function(c1, c2) sum(c1*c2, na.rm=T)/(sqrt(sum(c1*c1, na.rm=T))*sqrt(sum(c2*c2, na.rm=T))) I am not sure how i can modify the method cor computes its square roots and covariance matrixes? I only need to add

Russell Wallace <russell.wallace at gmail.com> writes: > I don't suppose anyone knows what (or how to find out what) the actual > command to compile Kaleidoscope is? I followed cmake/nmake down > through maybe half a dozen levels before getting lost, so I tried to > develop a compiler invocation from scratch. I got as far as > > cl /EHsc /I\d\llvm-2.6\include

I don't suppose anyone knows what (or how to find out what) the actual command to compile Kaleidoscope is? I followed cmake/nmake down through maybe half a dozen levels before getting lost, so I tried to develop a compiler invocation from scratch. I got as far as cl /EHsc /I\d\llvm-2.6\include /I\llvm\include /wd4355 toy.cpp which successfully generated toy.obj and spat out 86 link time

This one includes the latest App.cpp which includes the Mac fix from Nick. I thought it was in 0.0.11, but it wasn''t. It also adds support for "stock objects", like colours, pens, and fonts. This turned out to be quite challenging, but I''m happy with the solution. It only took a few days :-/ Kevin

On Fri, Feb 20, 2015 at 12:54 PM, Timur Iskhodzhanov <timurrrr at google.com> wrote: > [+Saleem] > > > On Fri Feb 20 2015 at 10:31:04 PM Daniel Dilts <diltsman at gmail.com> wrote: > >> I am using CMake 3.1.2. >> >> On Fri, Feb 20, 2015 at 10:00 AM, Alexey Samsonov <vonosmas at gmail.com> >> wrote: >> >>> It looks like your

I am attempting to build for bare-metal ARM. On Wed, Feb 25, 2015 at 9:13 PM, Saleem Abdulrasool <compnerd at compnerd.org> wrote: > > > On Fri, Feb 20, 2015 at 12:54 PM, Timur Iskhodzhanov <timurrrr at google.com> > wrote: > >> [+Saleem] >> >> >> On Fri Feb 20 2015 at 10:31:04 PM Daniel Dilts <diltsman at gmail.com> >> wrote:

Russell Wallace <russell.wallace at gmail.com> writes: > Three of the libraries are not found: LLVMX86Disassembler.lib > LLVMMCParser.lib LLVMInstCombine.lib ... the third one of those sounds > like it might be important, what does it do exactly? A transformation pass. If the program works without it, I don't think it is important unless you care about optimization. It is

I'm having a strange problem compiling with VS 2013. It's not finding a header file that's there in one of the header file search dirs. Here's the compile command (with the names changed to protect the innocent ;-) 1> C:\Program Files (x86)\LLVM\msbuild-bin\CL.exe /c /IC:\[top-level-dir]\[source-dir]\ /IC:\[top-level-dir]\[source-dir]\[sub-dir-1]