similar to: apply on xts

i need to find the best ticker from the group of some tickers.? i also need to know on what basis we calculate the best ticker? i have some idea about the if the risk rate low, or the market price high we can say the ticker is best. but i dont know is it true. Anyone can help me . Thank you -- View this message in context:

I want to get data for a set of ticker symbols and compute the daily return of the adjusted close using quantmod, and then scatterplot returns using pairs(). The following gets data for the list of tickers: tickers <- c("SHY","TLT","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA")

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

I have a data.frame which I believe is melted already and am having trouble casting it to 'wide' format. It looks something like > (x <- data.frame(ticker=c(rep("A",5),rep("B",6)), date=c(1:5, 1:6), value=c(NA,100*exp(rnorm(10,0,.1))))) > cast(x, date ~ ticker) # this does what I want with toy data But when I use my real data frame >

Hello, everyone I have a question. Assume I have the following zoo object: me.la <- structure(c(1524.75, 1554.5, 1532.25, 1587.5, 1575.25, 1535.5, 1550, 1493.5, 1492.5, 1472.25, 1457.5, 1442.75, 1399, 1535.75, 1565.25, 1543.5, 1598.5, 1586.5, 1547, 1561.5, 1504.75, 1503.75, 1483.75, 1468.75, 1453.75, 1410, 1546.75, 1575.25, 1554, 1609, 1597.5, 1558.5, 1573, 1516.25, 1515.5, 1495, 1480, 1465,

Hi, I am trying to install package xts. I am using OPENSUSE 11 64 bit. When I invoke: install.pacakges("xts",dependencies=T) I received a lot of "ERROR: compilation failed for package" errors when R tries to install xts dependencies. I do not understand this behavior. I notice one thing. It complains. ERROR: compilation failed for package 'Hmisc' ** Removing

I am new to R so I apologize if my question is trivial. I have not been able to figure out whether what I want to do is even possible. I have a data frame of stock ticker symbols which I store into R space from a txt file as follows: tickers <- read.csv("stocks.txt", header=FALSE, sep=",") tickers <- tickers[1] / the tickers are stored in the first column >

I am using getSymbols function from quantmod package to get price data from internet. Currently I have: my.ticker <- "IBM" getSymbols(my.ticker,src="google") This creates an xts object named my.ticker which contains historical price data for IBM. How can I call and manipulating this xts object using my original string my.ticker? I want to do: colnames(my.ticker) <-

Hi, I'm using optim with box constraints to MLE on about 100 data points. It goes quite slow even on 4GB machine. I'm wondering if R has any faster implementation? Also, if I'd like to impose equality/nonequality constraints on parameters, which package I should use? Any help would be appreciated. Thank you. rc

Hi, I have what I think is an easy question. I have a data frame, called stockdata, of stock prices that looks like this: date ticker close 1 01/02/1998 GE 24.667 2 01/05/1998 GE 25.104 3 01/06/1998 GE 24.771 4 01/07/1998 GE 24.979 5 01/08/1998 GE 24.750 6 01/02/1998 HIT 71.125 7 01/05/1998 HIT 72.313

Dear R-help, I am attempting to plot data using standard R plot utilities. The data was retrieved from FRED (St. Louis Federal Reserve) using the package quantmod. My question is NOT about quantmod. While I retrieve data using quantmod, I am not using its charting utility. I have been having success using the standard R "plot" utilities to this point with this type of data.

Hi, I have a couple of aggregation operations that I don't know how to accomplish. Let me give an example. I have the following irregular time series time x 10:00:00.021 20 10:00:00.224 20 10:00:01.002 19 10:00:02:948 20 1) For each entry time, I'd like to get sum of x for the next 2 seconds

Dear experts, I?ve been on this for weeks now, and couldn?t find a solution..Sorry for the long description. I figured I post many details, so you get the problem entirely, although it?s not hard to grasp. **Situation:** Data frame consisting of 4 million entries (total size: 250 MB). Two columns: `ID` and `TEXT`. Text strings are each up to 200 characters. **Task:** Preprocessing the text

Dear R Helpers, I am trying to change the name of an object using the assign function. When I use paste on the new object but not the old, everything is fine: The new object is a direct copy of the old object. When I use a paste for both the new and the old object, however, the new object is simply the character representation of the old object name, not the old object itself. The example

I have an array called "stocks" which contains numeric dates, ticker symbols,prices, etc. > stocks[1:3,] DATE TICKER PERMNO EXCHCD TSYMBOL TRDSTAT SHROUT PRC RET 1 19950131 EWST 10001 3 EWST A 2224 -7.75000 -0.031250 2 19950228 EWST 10001 3 EWST A 2224 7.54688 -0.026210 3 19950331 EWST

Hello, Could anybody help me with this question? Example data frame NAME TICKER SHARES PERFORMANCE John ABC 100 0.05 John ABC 1000 1.5 Alice EFG 20 0.3 Paul HIJ 50 1.0 Paul JKL 60 2.0 Paul MNO 12 3.0 I would like to aggregate this dataframe by

Hi all, I would need to put datas downloaded with quantmod into a matrix or a data frame. Suppose to start from here: *require(quantmod) ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO', 'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',

Add a xen command-line parameter, sched_credit_tslice_ms, to set the timeslice of the credit1 scheduler. Signed-off-by: George Dunlap <george.dunlap@eu.citrix.com> diff -r 4a4882df5649 -r 782284c5b1bc xen/common/sched_credit.c --- a/xen/common/sched_credit.c Wed Aug 31 15:23:49 2011 +0100 +++ b/xen/common/sched_credit.c Thu Sep 01 16:29:50 2011 +0100 @@ -41,15 +41,9 @@ */ #define

Hi, I am getting an error message when I am trying to run the debugger() on the last.dump. The debugger() stops after I make a selection. Could someone please suggest what it might mean? The R log is included below. This is R-1.8.1 on RH 7.3. Thanks, Vadim > load("last.dump.rda") > debugger(last.dump) Message: Error in split(x, f) : Group length is 0 but data length > 0

I have the following function myGetstockdataMySQL <- function(startdate, enddate, ticker) { con <- dbConnect(MySQL(), user="blahblah", password="blahblah", dbname="blahblah", host="localhost") rs <- dbGetQuery(con, "SELECT price.close FROM price INNER JOIN stocks ON stocks.stock_id=price.stock_ID WHERE (price.date_holding BETWEEN