Re: [R-SIG-Finance] Do the blotter demos work?

2013-07-21 Thread Jim Green
updated to v1483, saw this error running longtrend.R [1] "Setting up indicators" [1] "Initializing portfolio and account structure" . [1] "1998-10-30 00:00:00 GSPC 91 @ 1098.67" Error in periodicity(table) : can not calculate periodicity of 1 observation In addition: There were 14 warnings (use

Re: [R-SIG-Finance] Do the blotter demos work?

2013-07-21 Thread Joshua Ulrich
Mark, It's been awhile, but I finally looked at this and patched it in revision 1483. It's forces the session timezone to UTC... not ideal, but it works. Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Sat, May 11, 2013 at 7:04 AM, Joshua Ulrich wrote:

[R-SIG-Finance] Equality of covariance matrices??

2013-07-21 Thread benn fine
HI: I know there are several likelihood ratio tests for comparing two covariance matrices but darned if I can find them coded in R. Does anyone know if they are lurking in some package? Thanks! b [[alternative HTML version deleted]] ___ R-SIG