Hi R users:
I am conducting high frequency data analysis based on plm package. It works
fine for the dataset with lower data frequency but not for 1-min dataset.
Listed below is the error message:pooltest(form, data = E, effect =
"individual", model = "within")Error in model.frame.defau
On 10/08/2014 03:24 PM, Charles Duranceau wrote:
Hi,
I'm working with "PerformanceAnalytics" for calculating portfolio returns using
the function Return.rebalancing. I don't understand why the results - portfolio returns -
are lagged by 1 period when compared to Return.portfolio (assuming weigh
Hi,
I'm working with "Performance Analytics" for calculating portfolio returns
using the function Return.rebalancing. I don't understand why the results -
portfolio returns - are lagged by 1 period when compared to Return.portfolio
(assuming weight are time invariant).
I read the definition tha
On Wed, Oct 8, 2014 at 9:56 AM, G See wrote:
> Out of curiosity, did you try _not_ changing your current code, but
> instead adding library(Defaults) to the top of the script? It's not
> ideal, but Defaults _is_ still available
> (http://cran.r-project.org/src/contrib/Archive/Defaults/). That co
Out of curiosity, did you try _not_ changing your current code, but
instead adding library(Defaults) to the top of the script? It's not
ideal, but Defaults _is_ still available
(http://cran.r-project.org/src/contrib/Archive/Defaults/). That could
buy you some time until you come up with something
On Wed, Oct 8, 2014 at 9:27 AM, Daniel Cegiełka
wrote:
> Thank you for this information. This solves annoying problems that
> have recently emerged in this topic, but as Mark pointed out, the
> complete removal of Defaults may take much more time.
>
> Best regards,
> Daniel
For getSymbols.MySQL o
Thank you for this information. This solves annoying problems that
have recently emerged in this topic, but as Mark pointed out, the
complete removal of Defaults may take much more time.
Best regards,
Daniel
___
R-SIG-Finance@r-project.org mailing list
On Tue, Oct 7, 2014 at 7:14 PM, Joshua Ulrich wrote:
> I just pushed an updated quantmod_0.4-2 to R-Forge. Most of the
> Defaults-related issues have been addressed, except for
> getSymbols.MySQL and setTA/unsetTA. Feedback would be much
> appreciated.
> --
> Joshua Ulrich | about.me/joshuaulr
