Re: [R] fPortfolio dont work in R 3.3.1

2016-09-07 Thread Bannert Matthias 
Andre, 

you need to make sure you got a C/C++ compiler as well as a Fortran compiler to 
compile a package from source that makes use of these language. Many R packages 
use one of those languages under the hood to speed things up. 

gcc / gfortran are common and free choices for such compilers. Depending on 
your OS, these ship with your OS' installation. What OS do you have? 

Also, i'd try to install RSymphony first and then install fPortfolio.

HTH, 

matt

Hi,


I'm trying use the package fPortfolio in R version 3.3.1. But the package don't 
work. I recieve the messages below:


Package which is only available in source form, and may need
  compilation of C/C++/Fortran: 'Rsymphony'
  These will not be installed

Error in loadNamespace(i, c(lib.loc, .libPaths()), versionCheck = vI[[i]]) :
  there is no package called 'Rsymphony'
Erro: package or namespace load failed for 'fPortfolio'

How I can use fPortfolio in R 3.3.1?


Thanks in advance,


Andr� Barbosa Oliveira.



[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] Could someone recommend a package for time series?

2014-09-29 Thread Bannert Matthias 
Hi, 

the Cran Task View about time series that pascal just send is certainly 
helpful. 
Personally I think the standard ts() already can do a lot for you. Apart from 
that I like zoo particularly if you have other than yearly frequencies like 
quarterly or even irregular frequencies to handle. 

This is a pretty nice applied course that uses R for illustration: 
https://stat.ethz.ch/education/semesters/ss2012/atsa

apart from this course, I think Prof. Rob Hyndman (who also has a blog) has a 
lot of useful stuff to say when it comes time series analysis with R

best

Matthias Bannert

KOF Swiss Economic Institute, Switzerland 


From: r-help-boun...@r-project.org [r-help-boun...@r-project.org] on behalf of 
jpm miao [miao...@gmail.com]
Sent: Monday, September 29, 2014 11:47 AM
To: Pascal Oettli
Cc: mailman, r-help
Subject: Re: [R] Could someone recommend a package for time series?

Thanks Pascal! It certainly helps!

2014-09-29 17:10 GMT+08:00 Pascal Oettli kri...@ymail.com:

 Hi Miao,

 You certainly will find useful answers here :
 http://cran.r-project.org/web/views/TimeSeries.html

 Regards,
 Pascal Oettli

 On Mon, Sep 29, 2014 at 6:05 PM, jpm miao miao...@gmail.com wrote:
  Hi,
 
 I've not used R for about one year and don't know well about the
 updates
  on the time series-related package.
 
My primary job is to do economic/financial time series data analysis -
  annual, monthly, daily, etc. I usually read data by the package
  XLConnect, which can read xls or xlsx files directly. It's excellent.
  However I can't find a package to manipulate time series data. For
 example,
  I just want to do an easy manipulation , e.g, to label the dates of the
  data from , say, 1991M10 to 2014M07, and then extract part of the data,
  say, 2005M01 to 2010M12 and do analysis. Is there any package work well
 for
  my purpose?
 
I sometimes need to aggregate monthly data to quarterly data and I find
  aggregate function helpful.
 
In the past I used packages xts, zoo and don't find it really user
  friendly. Maybe I haven't mastered it; maybe there're some updates
 (which I
  don't know) now. Could someone recommend a package or provide an example
  (or just the document, I can read it) for my purpose?
 
 Attached is an exemplary data set I talked about.
 
 Thanks,
 
  Miao
 
  __
  R-help@r-project.org mailing list
  https://stat.ethz.ch/mailman/listinfo/r-help
  PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.html
  and provide commented, minimal, self-contained, reproducible code.
 



 --
 Pascal Oettli
 Project Scientist
 JAMSTEC
 Yokohama, Japan


[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[R] Propensity Score Matching with Restrictions (Matching package)

2014-09-19 Thread Bannert Matthias 
Dear listers,

I am using Jas Sekhon's Matching package to perform propensity score matching 
and like it a lot so far.
Still though I wonder whether it is possible to impose restrictions on the 
Matching. I've seen the restriction parameter, but I doubt this is what I want 
(or I don't get how to use it more neatly).

Here's what I  do:
I used a pool several years of observations into one dataset and estimate a 
propensity score
using a standard glm / probit approach. I then use the fitted values as 
propensity scores and perform the
matching.

Here's what I would like to do (in addition):
restrict the matching in way that only allows for matches within the same year, 
so that only propensity scores within the same year are considered for a 
respective match. Note that I don't what to estimate the years separately.

Is there a way to do so?

best regards

matthias

---
Matthias Bannert
KOF Swiss Economic Institute
Leonhardstrasse 21
8045 Zürich
Switzerland

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.