similar to: Time Variable and Historical Interest Rates

Hello All, Does anyone know how to download historical LIBOR rates of different currencies into R? Or if anyone knows of a website that holds all this data...I only need up to january of 2000. Also, how can we make the row names the index of a plot (the names of the x values)? [[alternative HTML version deleted]]

Hello All, I cant seem to do a trig regression in R. The equation is as follows : y = a+b*(sin((2*pi*x/360) - c))^2 a, b, c are coefs that I want. y, x are input vectors. The equation I put into R: lm(y ~ sin(2*pi*x/360)^2) This equation is missing the c and I dont get the right answer. Also, I dont know how to plot the lm over the x values instead of the indices. Any help is sincerely

Hello all, I recently installed rpy2 so that I could use R through Python. However, R was not recognized in the command line. So I decided to add it to the PATH variables. But it just doesnt work.... And what I mean by it doesnt work is : No matter what I type at the prompt in DOS- be it R, Rcmd, R CMD, Rscript- it is not recognized as a command. Path variables used : 1. %R_HOME% -->

Hi, I have a problem with the time formatting in R. I have entered time in the format "MM:SS.xyz" and R has automatically classified this as a factor, but I need it numerically. However when I use as.numeric() it gives me totally different numbers. Is there any way I can tell R to read thes input as a number? Thank you very much [[alternative HTML version deleted]]

Hey everyone, I hope this finds you in good cheer. I just have a quick question: What is the function that outputs the p-value for correlation? cor(x,y) only provides the R value. I would like the p-value associated with it. Thank you all for your help! [[alternative HTML version deleted]]

Dear all Is there any R function that would perform currency conversion using up-to-date exchange rates? I would be looking for a function that allows to download recent exchange rates (say, from Yahoo!) and then use these in converting currencies (say, USD to EUR). I am not sure whether r-sig-finance would be more appropriate, but the (off-)topic feels general enough to me. Thank you Liviu --

Hi, I have an xts starting with a number of columns (currency pairs see below), then I add new ones which are derived from existing ones (like adding the moving average of a column) by merging the new columns one by one. These get the name of the column they are calculated from concatenated with ".1". All done by merge.xts, easy. Now, I have a function (procState below) which generates

Hi there, I have a piece of Matlab code I use to optimise a trding strategy. If there are any Matlab/R specialists out there, I would appreciate your help in doing the exact same optimisation in R. I suspect I would use nlm() in R but am not sure where to define my constraints. I have attached my Matlab code below for reference. Many thanks. Constraints function [c,ceq]=TriskellConstraints(X)

Hi everyone, Following this post: http://r.789695.n4.nabble.com/currency-conversion-function-tt906056.html#a906061 I was trying to run the code: foo <- function(from, to, date){ url <- " http://www.oanda.com/convert/classic?script=..%2Fconvert%2Fclassic&language=en&value=1 " params <-

Dear all, I have a problem while working with hourly data of fx rates. I've read from a csv file, the following way: csv-file like: Date,Open,High,Low,Close,Volume 2011-08-11 03:00:00,1.41758,1.42205,1.41625,1.42174,8974 ... 2011-08-12 04:00:00,1.42175,1.42413,1.42067,1.42172,7229 ... 2011-12-30 05:00:00,1.42173,1.42341,1.42062,1.42171,6703 ... raw<-

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 would appreciate if somebody could help me with this small issue... I have a dataframe like this (originaly has more than 100 000 rows): > subz jul time dtime fix ddawn ddusk day 101608 15006 2011-02-01 19:14:49 19.24694 noon 7.916667 19.88333 1 101609 15006 2011-02-01 19:24:49 19.41361 midnight 7.916667 19.56667 1 101610 15006 2011-02-01

Dear R-Users, I have a data file with timestamps and I wanted to use POSIXct time data type to represent the respective column. I played around with the type and found a couple of issues: * there seems to be no direct way of reading datetimes into a variable. Let's say this is my file "1992-02-27 23:03:20 PST" "1992-02-27 22:29:56 PST" "1992-01-14 01:03:30 PST"

Is there a quick function that can convert minutes (seconds) after midnight to a time? i.e 670.93 (minutes after midnight) --> 11:10:56.** I know it can be done by hand but I thought there must be a function for this already. Thank you. [[alternative HTML version deleted]]

I use POSIXct for datetimes. Is thee a timeAlign function that I can use where : align by year direction -1 ==> start of this year direction 1 ==> start of next year align by week direction -1 ==> date on last sunday direction 1 ==> date on next sunday align by day direction -1 ==> time at past midnight direction 1 ==> time at this comming

Date-Time-Stamp input method to correctly interpret user-specific formats:coding is 90% there - based on exmple at http://tolstoy.newcastle.edu.au/R/help/05/02/12003.html ...anyone got the last 10% please? CONTEXT: Data is received where one of the columns is a datetimestamp. At midnight, the value represented as text in this column consists of just the date part, e.g.

As I've maintained some unofficial packages for a bit now, I've gotten feedback on what is or isn't desired - most of this never ended up on the lists or submitted as bug reports. If anybody is interested in hearing what some sys admins have to say, let me know, and I'll post some of it here. Otherwise, I suspect most of the points will be covered in time. -Yvette --------------

Hi R, I am familiar with the basics of R. To learn more I would like how to get data from Yahoo!finance directly into R. So basically I want a data frame or matrix to do some data analysis. How do I do this? Thank you very much. Thomas -- View this message in context: http://www.nabble.com/yahoo-finance-into-R-tp19385481p19385481.html Sent from the R help mailing list archive at Nabble.com.

Playing with time ranges - using the examples found in one of the asterisk cook books... (pdf - page 17) ; After Hours include => night_menu|00:00-08:00|Tue-Fri|*|* include => night_menu|17:00-24:00|Mon-Thu|*|* this gives... ... pbx.c:2962 get_timerange: 24:00 isn't a valid end time.... -- Including context 'night_menu|17:00-24:00|Mon-Thu|*|*' in context 'default'

Hi all, I''ll attach a new version zfs-auto-snapshot including some more improvements, and probably some new bugs. Seriously, I have tested it, but certainly not all functionality, so please let me know about any (new) problems you come across. Except from the change log: - Added support to schedule using at(1), see README.zfs-auto-snapshot.txt - take_snapshot will only run if