similar to: Any function to calculate returns

Dear R-users, How do I obtain a sequence of dates consisting of only weekdays without the weekends in R? In S, I can do the following: timeSeq(from="12/17/2007", to="8/25/2008", by="weekdays") I tried using looking at timeSequence (fSeries package) and seq.Date (base package) but I do not know if I can specify "weekdays" rather than "day".

Dear R-users, When I tried to import a text file (tab delimited) which has 2000+ rows with the following command (With the importData in S, it works though), x <- read.table(textfile, sep= "\t", skip=5, stringAsFactors=F) I received the following warning message: Error in scan(file, what, nmax, sep, dec, quote, skip, nlines, na.strings,: number of items read is not a multiple of

Hi, I'm trying to use read.fwf temp = read.fwf ("Raw data.txt", widths = c (11, 21, 10, rep (16, 6)) ,skip = 2, n = 2, stringsAsFactors = FALSE, strip.white = TRUE) but no matter what I do the strings are turned into factors. I believe it's the "n=2" parameter that causes the problem as it seems to work without this. Am I missing something? Thanks in advance,

Hi, Using the Rconsole file I can specify the size and location of the Rgui windows on NT. e.g. # Dimensions (in characters) of the console. rows = 51 columns = 100 How can I specify the size of the help windows that popups when I ask for help? e.g. '?help' I would like the popup window to have say rows = 51 and columns = 100, just like the main window but a different location on the

Hi I'm having a problem using the zoo library and I can't see what I'm doing wrong. For example setting up the data > t1 = zoo (matrix (1:12, nrow = 3), order.by = as.Date (c("2008-08-01","2008-08-02","2008-08-03"))) > colnames (t1) = c ("A", "B", "C", "D") > t2 = zoo (matrix (1:12, nrow = 3), order.by =

Dear readers, There is a combination of keys that I have (on several occasions now) typed by accident into R (2.10.0) which removes all the objects in the environment, and clears the console, as though I had typed rm(list=ls()). Unfortunately I don't know what the combination of keys are, so I am struggling to find out more about this behaviour on my own and I was hoping that someone has

Gabor As someone trying to the rest of my team using Subversion (which I have used for a while, but more as a backup / record of changes), have you a neat / automated way of building a package from a subversion repository? Thanks David Jessop -------------------------- David Jessop Global Head of Quantitative Research UBS Investment Research +44 20 7567 9882 ----- Original Message -----

Hi, I want to call R from within Java, using jri as per http://www.rosuda.org/software/jri/ So I am following the instructions in the README file for JRI 0.2-4. I have run 'sh configure.win' and 'make' and they seemed to be successful. (See below for the output from make, for example.) But when I try 'run.bat rtest' (with and without R command line arguments) the output

I use these codes to get the returns of my simulated portfolio but, I can not get returns as the non-numeric argument to binary operator problem in stoc thank you guys first. library(quantmod)library(quadprog)library(stockPortfolio)library(fPortfolio)library(tseries)source("efficientFrontierFunction.r") myenv <- new.env()##Calculate the mean and sd of the monthly returns of each

Hi, UBS Investment Bank are looking for a skilled R programmer, seeking a career that combines computer science, applied statistics and finance. This position requires a person with a strong background in - R programming and R package maintenance. - Software development. - Design and implementation of efficient algorithms. especially for handling large datasets. - Data visualisation and

https://bugzilla.mindrot.org/show_bug.cgi?id=2418 Bug ID: 2418 Summary: sftp-server connection closed upon openssh6.8P1 upgrade Product: Portable OpenSSH Version: 6.8p1 Hardware: Sparc OS: Solaris Status: NEW Severity: enhancement Priority: P5 Component: sftp-server

Dear all, Does anyone have any idea on how to speed up the for() loop below. Currently it takes approximately 2 minutes and 30 seconds. Because of the size of Nsim and N, simulating a multivariate normal (instead of simulating Nsim times a vector of N normal distributions) would require too much memory space. Many thanks for your kind help, Simona N=3000 PD=runif(N,0,1) cutoff.=qnorm(PD)

Hi all (I'm sure this question has been asked before, but I cant find it). If I have two character vectors: > x <- c("aaa","bbb","ccc") > y <- c("1","2","3") How can I get the cartesian product of the string values? > expand.grid(x,y) Gives me a data frame with separate columns...however, I cant seem to get *apply

Hi R, A quick question: How do we find the number of words in a string? Example: C="Have a nice day" And the number of words should be 4. any built in function or?... Thanks, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com This e-mail may contain

Hi, Given a function fun <- function(a, b) a + b how do I generate the function 'function(x, y) x + y'? Working from the help files and Bill Venables' R-news article (June 2002), I have tried various permutations with substitute without success. e.g. do.call("substitute", list(fun, list(a = as.name("x"), b = as.name("y")))) Regards, John.

Hi, I have a basic question about aligning date labels for the x-axis in an xyplot so that they align with the grid lines from the panel.grid argument. For example, with x <- data.frame( date = seq(as.Date("2005/01/01"), as.Date("2006/06/01"), length.out = 20), value = runif(20)) xyplot(value ~ date, data = x, panel = function(x, y, subscripts, ...) {

Hi all Does anyone know if it is possible when plotting a line or scatter plot, to selectively color the data points based on the data value? i.e. if plotting say the percentage change in stock price movements, to color +ve points in green and -ve points in red? And extending this to a user-defined range of colors based on the quartile of the data points? Thanks Rory Rory Winston RBS Global

Hi all Here is a rather naive implementation of the SEPA algorithm for generating lexical permutations: lexperm3 <- function(x, n=length(x)) { perms <- list() k <- 1 perms[[k]] <- x k <- k + 1 for (y in 1:(factorial(n)-1)) { i <- n-1 while (x[i] > x[i+1] && i > 0) { i <- i - 1 } # i is largest index st x[i] > x[i+1] j <- n #

Hi, I am probably making a simple mistake but I can't see it > X Error: Object "X" not found > exists("X") [1] FALSE > lapply("X", exists) [[1]] [1] TRUE Why is lapply producing true? Is it something to do with the first argument of lapply also being called 'X'? > version _ platform i386-pc-mingw32 arch i386

Here's one not-so-straightforward way: > f <- function(a, b) a + b > flist <- as.list(f) > names(flist)[1:2] <- c("x", "y") > flist[[3]] <- do.call("substitute", list(body(f), list(a=as.name("x"), b=as.name("y")))) > g <- as.function(flist) > g function (x, y) x + y HTH, Andy > From: john.gavin at ubs.com