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
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:
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
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