Re: [R] How to convert xts data into list

Thank you for reply. But still it doesn't work. It seems that it's because of date time indexes. > plot(zc$Close) parse.format(format[1]) : unrecognized format %b %d %H:%M SK Park -Original Message- From: "Jim Holtman" To: "박상규"; Cc:

Re: [R] How to convert xts data into list

Thank you for your help. Now it works. SK Park -Original Message- From: "arun" To: "박상규"; Cc: "R help"; Sent: 2012-12-20 (목) 00:13:40 Subject: Re: [R] How to convert xts data into list HI, As I said earlie

[R] How to convert xts data into list

Hello, How can I convert Close colume of the below xts time series data into a list of Close values ? I'd like to plot Close values as a list. > head(zc) Close (10/15/12 09:00:00) 252.40 (10/15/12 09:01:00) 253.10 (10/15/12 09:02:00) 253.15 (10/15/12 09:03:00) 253.30 (10

[R] How to draw frequency domain plot with xts time series data

Hello, I'd like to convert the below time-series data with fft or wavelet related function and plot it. Could you let me know 1. How to convert xts data frame format to list format ? 2. How to plot fft or wavelet diagram ? Here is the data : > class(zc) [1] "xts" "zoo" > str(zc) An ‘xt

[R] How to calculate mean of every nth time series data with zoo or xts ?

Hello, I have 1-minute time series stock data and I'd like to calculate mean of every n-th candle data of m-days. result = c(mean of 1th data, mean of 2nd data, ...) mean of 1th data = (1th data of 2012-1-1 + 1th data of 2012-1-2 + 1th data of 2012-1-3) / 3 mean of 2nd data = (2nd data of

[R] How to use doSMP(revoIPC) with R 2.15.x version

Hello, I'd like to use package 'doSMP'. But I can only found source codes in the CRAN. I tried to build source code using 'r CMD build doSMP' in the source directory, the following error is shown: ERROR: dependencies 'foreach', 'iterators', 'revoIPC' are not available for pack age 'doSMP' So

[R] Books for fully understanding internal logics on some packages(quantmod, xts, zoo and chron)

Hello, I'm very interested in using financial time series data, but I'm a beginner of R programming. I'd like to fully understand internal logics on several time-series related packages such as quantmod, xts, zoo, chron, etc. So, I read some books, 'R Cookbook' and 'Art of R Programming' and an

[R] Some questions about chron package..

Hello, I have questions while reviewing "chron" package(e.g.,chron.R). 1. What is the differences between 3 kinds of function definition ? 1) "name" <- function(... 2) 'name' <- function(... 3) name <- function(... Do you know Why author used various kinds of definitions ? Is there no fu

[R] I'd like to know more efficient method to verify the pre-packaged codes

Hello, I want to add some new functionalities in the package 'quantmod '. So I download source code and am managed to build it. I found that modifying code and check if it works by repeating the following steps: 1) r CMD check quantmod 2) r CMD build quantmod 3) r CMD INSTALL quantmod_0.3-17

Re: [R] trouble with extracting Date string from my data.

Thank you for replying. But, I think it creates another problem if I remove it in another code of my own. So, I just want to extract Date and convert it as string without removing FUN=as.chron. Does anyone know another solution ? SK Park -Original Message- From: "Gabor Grothendie

[R] trouble with extracting Date string from my data.

Hello, I have trouble with extracting Date string from my each row data. The date format I use is as the follows: --- Index,Open,High,Low,Close # header 2011-11-01 9:00:00 ,248.50,248.95,248.20,248.70 ... -

[R] Asking help about drawing and saving candle chart automatically....

Hello, I have trouble with saving and showing candlestick graph. I want to draw daily 1-minute candle chart per each day and save it repeatedly. The data I saved and is used in my code is as the following format: - Index,Open,High,Low,Close # hea