similar to: intraday zoo

Hello group, I am experimenting with parallel processing on my quad core Win 7 32 bit machine. Using these packages for the first time. I can see all my processor running at full performance when I use a smaller dataset require(snow) require(doSNOW) require(foreach) #change the 8 to however many cores\phys processors you have on your machine cl.tmp = makeCluster(rep("localhost",4),

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

Hello,   I would like to create a function that computes intraday returns of a financial asset on a calendar time basis, without making any loop. For instance, I want to get price returns every 60 seconds. The main problem is that the times series of prices is irregularly spaced in time. I have looked in the "zoo" or "its" classes but have not found any answer to my problem.

Hi, You may need to add "dec=","" in the read.csv. dat1<- read.table(text=" Time;Mid 31/01/2013 00:00;1,35679 31/01/2013 00:01;1,35678 31/01/2013 00:02;1,356785 31/01/2013 00:03;1,35689 31/01/2013 00:04;1,3569 31/01/2013 00:05;1,3569 31/01/2013 00:06;1,356885 31/01/2013 00:07;1,35691 31/01/2013 00:08;1,357

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, 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

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

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

Hi, This has bugged me for a bit. First question is how to keep classes with rbind, and second question is how to properly return vecotrs instead of lists after turning an rbind of lists into a data.frame list1=list(a=2, b=as.Date("20090102", format="%Y%m%d")) list2=list(a=2, b=as.Date("20090102", format="%Y%m%d")) rbind(list1, list2) #this loses the

This script below pulls yahoo data via a function in quantmod, then massages the data around to forumalate a 3D graph with RGL library, attached is a ggplot to show the data i'm trying to create a surface with in separate line geoms . the issue is that the 3D graph looks very ugly and cut up because of the limited quantities of points on the front month expirations.. can anyone tell me whats

Checking in ParserInternals.h would probably be a good thing about now... because if you take this update, it doesn't compile. -scooter On Thu, Jan 1, 2009 at 11:12 PM, Chris Lattner <clattner at apple.com> wrote: > I just checked in a new parser for .ll files, deleting the old bison > parser. This means that the last of the ".cvs" files are gone from the > tree,

I have dataframe a: sym date val1 === ==== ==== foo 20090101 a1 foo 20090102 a2 foo 20090103 a3 and dataframe b: sym date val2 === ==== ==== foo 20090104 b1 I would like to join/merge them to generate the following: sym date val2 val1 === ==== ==== ==== foo 20090104 b1 a3 i.e. an equijoin on column 'sym' and a temporal join on column 'date' where the closest matching row is

Hi all, Reading this doc: http://llvm.org/docs/CodingStandards.html#hl_privateheaders, it suggests putting private implementation details outside of llvm/include/* to avoid polluting the public header space. This makes sense, and it works fine, because make enters every directory and hence doesn't need a -I path to include them. However, unittests need to also #include these headers to be

On Jan 2, 2009, at 12:21 PM, Misha Brukman wrote: > Hi all, > > Reading this doc: http://llvm.org/docs/CodingStandards.html#hl_privateheaders > , it suggests putting private implementation details outside of llvm/ > include/* to avoid polluting the public header space. This makes > sense, and it works fine, because make enters every directory and > hence doesn't

Hi, I've got the following data: x<-c(1,3,5,7) y<-c(37.98,11.68,3.65,3.93) penetrationks28<-dataframe(x=x,y=y) now I need to fit a non linear function so I did: fit <- nls(y ~ I(a+b*exp(1)^(-c * x)), data = penetrationks28, start = list(a=0,b = 1,c=1), trace = T) The error message I get is: Error in nls(y ~ I(a + b * exp(1)^(-c * x)), data = penetrationks28, start = list(a =

I've attached updated patches (against vorbis-tools 1.3.0b3.5) to support comment padding. No changes to libvorbis are necessary. The padding is added in the same way as oggenc2 (null bytes within the packet, at the end) and shouldn't cause problems with any reasonable decoder or comment editor implementations. Padding is enabled by default, except for small files (less than 30 s for

I just checked in a new parser for .ll files, deleting the old bison parser. This means that the last of the ".cvs" files are gone from the tree, which will hopefully make the world a happier place for windows users in particular. I tested it thoroughly but expect minor fallout, if you notice any problems, please let me know.

Hello, I made some statistics and comparisons about security advisories published by three popular RHEL 6 clones: CentOS 6, Oracle Linux 6 and Scientific Linux 6. The article is available at the following URL: http://bitrate.epipe.com/rhel-vs-centos-scientific-oracle-linux-6_187 I hope you find it interesting. Looks like CentOS has been doing quite well this year in this regard. Feedback is

Hello, I'm Vitor Afonso Strabello and I need to be added as a member into the Wiki to edit/create some tips and entries on the Wiki. My userid is VitorStrabello. I would like to contribute on network, configuration and installation (to begin, I'll post something in kickstart section on the wiki...) tips/tricks/how-tos, so on at the CentOS wiki. Also I'm a member of the CentOSBR

I noticed the following: Suppose that we have a server called "SMALLSERVER" working as a PDC for "SMALLDOMAIN**". When I enter "net getlocalsid" I get the following output: SID for domain SMALLSERVER is: S-1-5-21-xxxxxxxxx-xxxxxxxxx-xxxxxxxxx But when I enter "net getdomainsid" I get: SID for local machine SMALLSERVER is: