similar to: eval and as.name

I am using the getQuote function in the Quantmod package to retrieve the % change for a stock as follows: > getQuote("aapl",what=yahooQF(c("Change Percent (Real-time)"))) Trade Time %Change (RT) aapl 2012-10-11 03:41:00 N/A - -1.67% How can I extract the numeric "change %" which is being returned as a factor so that I can use it in other

How can I print the definition of a function that is in the base package? for example, if I type: which.min I get function (x) .Internal(which.min(x)) <environment: namespace:base> How can I see the definition of this function? Thanks.

Can someone please tell me why the following (last line) doesn't work (as I expect it to :-) library(quantmod) a = getSymbols("MSFT",from="2009-3-01") a MSFT eval(as.name(a)) MSFT$MSFT.Adjusted b=paste(a,'$MSFT.Adjusted',sep='') b eval(as.name(b)) Why does this last line not work the way the earlier eval does? Thanks.

I have a matrix which has colnames and I would like to send this matrix using sendmailR. How can I convert this simple matrix to a format which can be used as the body variable in sendmailR? I see how I can create a file attachment using mime_part but I would like to send the matrix in the body of the email. The matrix looks like: ABD DEF GHI JKL MNO TOT [1,] 0.44 0.81 1.67 0.37

I would like to have a function which gets data, does a calculation and prints a result and then waits some number of seconds and repeats. If I use Sys.sleep, the execution is pausing but the function output is buffered so that it all comes out when the function terminates. How can I get output while the function continues to execute?

Dear Sir/Madam, How to use getSymbols() to get annual data? For example, I need the annual stock price of APPLE from the year 2000 to 2016. How to write the command? I only know how to get the daily data. It is: getSymbols("AAPL",from="2000-01-01",to="2016-12-31") Thank you very much. Have a good week! Best regards, Yingrui Liu [[alternative HTML

Hi, I work with SEXP C code and with xts and quantmod packages. I try to touch how xts internal works. So we have R session and: > ls() character(0) > getSymbols('AAPL') # quantmod package [1] "AAPL" > ls() [1] "AAPL" > str(AAPL) An ?xts? object from 2007-01-03 to 2010-09-09 containing: Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ... - attr(*,

Dear R Helpers, I have run into a problem trying to perform a number of actions on a set of quantmod data objects through a loop and I am hoping that this is an easy problem for someone else as opposed to very difficult for me. The example task is to get the first three objects of the quarterly balance sheet for a number of companies from the getFinancials object and put them together into a

Hello, I'm trying to do two things: -1. Ensure that I understand how quantmod adjust's OHLC data -2. Determine how I ought to adjust my data. My overarching-goal is to adjust my OHLC data appropriately to minimize the difference between my backtest returns, and the returns I would get if I was trading for real (which I'll be doing shortly). Background: -1. I'm using Alpha

Hi, I got some problems while was trying to download data from Yahoo using yahoo.get.hist.quote() function. My script is as follows : app <- yahoo.get.hist.quote("aapl", start="02/07/09", end="02/07/06", quote="close") However I got following error : trying URL

Hi All: If I download yahoo data by getSymbols() in R, the date column gets accompanied along with the downloaded data. There is no column header for the date column to access separately. What is the way to eliminate the date column? If I want to draw a xy scatter plot with the downloaded price (suppose AAPL vs NASDAQ), I think the date column is creating problem and the plot function is not

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 users, I am trying to use tseries' garch function in order to determine the volatility of a return series generated by quantmod. Here is the code that I am using: > library(quantmod) > getSymbols("AAPL") convert daily closing prices into continuous log returns > dret<-dailyReturn(AAPL,type='log') check to see that the autocorrelations decay >

I''ve a remote database create using Oracle. This database use schemas. I tried to connect to it using Ruby On Rails,with this file Database.yml : development: adapter: oci host: liber database: ENERGIA username: user password: pass test: adapter: oci host: liber database: ENERGIA username: user password: pass production: adapter: oci host: liber database:

I was wondering why the following doesn't work: > a=c(1,2) > names(a)=c("one","two") > a one two 1 2 > > names(a[2]) [1] "two" > > names(a[2])="too" > names(a) [1] "one" "two" > a one two 1 2 I must not be understanding some basic concept here. Why doesn't the 2nd name change to

I was wondering why the following doesn't work: > a=c(1,2) > names(a)=c("one","two") > a one two 1 2 > > names(a[2]) [1] "two" > > names(a[2])="too" > names(a) [1] "one" "two" > a one two 1 2 I must not be understanding some basic concept here. Why doesn't the 2nd name change to

i am using quantmod package.it get stock quotes from google finanace. but unfortunately i am not able to get the quotations of some stocks(e.g. NSE:TCS,NSE:SAIL ) through the "getSymbol" command of this package although they are available in the google finance website. anyone please help me. thanks in advance..... -- View this message in context:

Hi, We currently use rsync to create an Oracle standby on a target box from an existing standby by copying all the datafiles while the source standby is in recovery status. We are occasionally running into datafile corruptions being reported by oracle when it is recovering the new standby. Oracle support says they don't recommend copying files while the changes being applied to them unless

I start with: v1<-c(1,3,5,7) v2<-c(2,4,6,8) And I want to end up with: v3<-c(12,34,56,78) How do I get there? Thanks, David S. Herzberg, Ph.D. Vice President, Research and Development Western Psychological Services 12031 Wilshire Blvd. Los Angeles, CA 90025-1251 Phone: (310)478-2061 x144 FAX: (310)478-7838 email: davidh@wpspublish.com [[alternative HTML version deleted]]

1. File is (was) saved. 2. The added code is t(tradeStats("macross")) with 2 )'s. I'd appreciate if someone with QuantStrat installed, to try this and see if they get a different result. My R and RStudio and QuantStrat libraries are all current. I get the chart and this much output. > source('~/CodingData/RCode/Quantstrat1/maCross.R') [1] "2001-06-27