Displaying 20 results from an estimated 4000 matches similar to: "run many linear regressions against the same independent variables in batch"
2013 Jan 08
3
Conditional Statistics
Hello,
I am a new user of R. I am coming from SAS and do statistics on stock
market data, economic data, and social data. My question is this: How
can you get the mean, standard dev, etc. of a variable based on a
conditional statement on either the same variable or a different
variable in the same data set? So if I had the closing prices of the
S&P from 01/01/1990-12/31/1990, how could I get
2010 Nov 04
3
postForm() in RCurl and library RHTMLForms
Hi RUsers,
Suppose I want to see the data on the website
url <- "http://www.nseindia.com/content/indices/ind_histvalues.htm"
for the index "S&P CNX NIFTY" for
dates "FromDate"="01-11-2010","ToDate"="02-11-2010"
then read the html table from the page using readHTMLtable()
I am using this code
webpage <-
2006 Jun 16
2
Yahoo data download problem
Hi all R-Experts,
I'm facing one problem in yahoo data downloading. I'm suing Windows XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download data. I need 500 companies of S&P index daily 'closing price' data for last ten years. My questions are:
1) I have all the ticker names of S&P 500 companies in a .csv format. I'm reading those names in R and
2012 Dec 02
1
postForm() in RCurl and library RHTMLForms
Hi RUsers,
Suppose I want to see the data on the website
url <- "http://www.nseindia.com/content/indices/ind_histvalues.htm"
for the index "S&P CNX NIFTY" for
dates "FromDate"="01-11-2010","ToDate"="02-11-2010"
then read the html table from the page using readHTMLtable()
I am using this code
webpage <-
2011 Apr 03
1
R-project: plot 2 zoo objects (price series) that have some date mis-matches
I have 2 zoo objects -
1) Interest rate spread between 10-YR-US-Treasury and 2-YR-US-Treasury
(object name = sprd)
2) S&P 500 index (object name = spy)
> str(spy)
?zoo? series from 1976-06-01 to 2011-03-31
Data: num [1:8791] 99.8 100.2 100.1 99.2 98.6 ...
Index: Class 'Date' num [1:8791] 2343 2344 2345 2346 2349 ...
> str(sprd)
?zoo? series from 1976-06-01 to 2011-03-31
2009 May 25
1
Working with daily data
Hello
I have daily S&P 500 from 1950 for which I would like to do some time
series analysis in R. Could someone please show me an example of how to
create a ts/ irts object for my data? Additionally, how do I create
monthly subsamples of the data. I've experimented with the window
function but haven't had any luck.
Thank you
Ian
Confidential: This electronic message and
2009 Aug 31
1
how to add data to some ts
Dear all,
Finally, I made it, my RPostgreSQL works. After working through some
tutorials, i was able to plot, get and replace several timeseries.
Still I miss the opportunity (syntax) to add data. Most tutorials are
about: "Download some S&P data from Yahoo and play around a little".
What I want to do is, add data to an existing timeseries. Is there a
possibility to add data
2011 Oct 08
1
Filling missing days in xts time series
Hi,
I have a bunch of irregularly spaced xts time series (with a POSIX index),
and I'm trying to write a function that fillls the missing days. Using a
solution suggested by Gabor Grothendieck for zoo, I wrote the following:
# FD: Fill missing days
FD<-function(ser) {rng<-range(time(ser))
> temp<-merge(ser,xts(,seq(rng[1],rng[2],"day")))
>
2010 Dec 02
1
Downloading quote data from yahoo finance
Hi R users,
Thanks in advance.
I am using R 2.12.0 on Windows XP.
May I request you to assist me in the following please.
1. I am getting error while downloading quote data from yahoo finance.
The example code is below (taken from tseries help):
library(tseries)
con <- url("http://quote.yahoo.com")
if(!inherits(try(open(con), silent = TRUE), "try-error")) {
2011 Sep 27
4
Question concerning Box.test
Hi everyone,
I've got a question concerning the function Box.test for testing
autocorrelation in my data.
My data consist of (daily) returns of several stocks over time (first
row=time, all other rows=stock returns). I intend to perform a Box-Ljung
test for my returns (for each stock). Since I have about 3000 stocks in my
list, I'm not able to perform the test individually for each
2011 Aug 25
2
Adding a normal density curve over the empirical curve
Hi
I have created the following plot over the empirical returns.. What I now
want to do is to overlay a curve/line with the normal density as a
comparison of the two. Does anyone know how to do this?
(NB the last two lines are the problem, and are wrong, I know).
Thank you in advance!
Rikke
http://r.789695.n4.nabble.com/file/n3768783/S%26P_500_spot_and_return_2010.csv
2011 Aug 18
3
Error message: object of type 'closure' is not subsettable
Dear R-users
I need to calibrate kappa, rho, eta, theta, v0 in the following code, see
below. However when I run it, I get:
y <- function(kappahat, rhohat, etahat, thetahat, v0hat) {sum(difference(k,
t, S0, X, r, implvol, q, kappahat, rhohat, etahat, thetahat, v0hat)^2)}
> nlminb(start=list(kappa, rho, eta, theta, v0), objective = y, lower =lb,
> upper =ub)
Error in dots[[1L]][[1L]] :
2011 Mar 09
1
state.x77 dataset
I tried:
> data(state.x77)
Warning message:
In data(state.x77) : data set 'state.x77' not found
data(iris) seems to work fine, but the other state datasets (which I haven’t every tried before) don’t seem to be available
on my windows 7 running R 2.12.2 installation.
?state brings up the state help page page which suggest the dataset should still be there. In help there still seems to
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
2008 Jan 12
2
Lattice equivalent of par(mfrow = )
Dear r-helpers,
Does anyone have a straightforward example of putting together three
unrelated (expect for a common y-axis) xyplot() figures in what would
be in base graphics a par(mfrow = c(1, 3)) arrangement?
_____________________________
Professor Michael Kubovy
University of Virginia
Department of Psychology
USPS: P.O.Box 400400 Charlottesville, VA 22904-4400
Parcels: Room 102
2003 May 22
5
X flag in smbpasswd?
mksmbpasswd.sh does not create accounts with the X flag in the password
flags field. Does this X matter, and if so, what does it mean? It's not in
the man page.
---- _ _ _ _ ___ _ _ _
|Y#| | | |\/| | \ |\ | | | Ryan Novosielski - Jr. UNIX Systems Admin
|$&| |__| | | |__/ | \| _| | novosirj@umdnj.edu - 973/972.0922 (2-0922)
\__/ Univ. of Med. and Dent. | IST/ACS - NJMS Medical
2003 Oct 01
4
Mounting Windows Shares from Linux
Hi All,
I'm sure this has been discussed many times but since I do not have
a internet connection, I have to ask this question..
[ow_mh@hmweb Dump]$ sudo mount -t smbfs //129.253.110.160/Dump $HOME/Dump
708: session request to 129.253.110.160 failed (Called name not present)
708: session request to 129 failed (Called name not present)
Password:
Anonymous login successful
708: tree connect
2007 Jun 12
2
Stock Price Correlation to Index Price Levels
Hi,
This is probably trivial to most people out there, but I'm struggling with this.
I have a data set which contains the closing prices (properly adjusted for dividends and splits) for several hundred securities and the closing prices for a general stock market index (S&P 500). I have no problem getting it into R with RODBC and manipulating it. There are no missing values. I can
2009 Mar 24
1
Is aggregate() function changing?
Hi R developers and debian users:
Finally I found how to work with aggregate() function
on the last patched version fo R.
I you use this command it fails:
aggregate(state.x77, list(Region = state.region), mean)
But if you modify it in this way, it works!:
aggregate(state.x77, list(Region = state.region), function(x) mean(x) )
Is it necesary to change the example?
What is changing in
2009 Mar 24
1
Is aggregate() function changing?
Hi R developers and debian users:
Finally I found how to work with aggregate() function
on the last patched version fo R.
I you use this command it fails:
aggregate(state.x77, list(Region = state.region), mean)
But if you modify it in this way, it works!:
aggregate(state.x77, list(Region = state.region), function(x) mean(x) )
Is it necesary to change the example?
What is changing in