Re: [R] R: Securities earning covariance

On Fri, Jun 15, 2012 at 10:35 AM, Oliver Ruebenacker wrote: >     Hello, > > On Fri, Jun 15, 2012 at 10:15 AM, R. Michael Weylandt > wrote: >> ii) There does not exist -- to my knowledge -- an implementation of R >> which runs on the JVM. > >  I think he means driving the R framework from Java vi

Re: [R] R: Securities earning covariance

Hello, On Fri, Jun 15, 2012 at 10:15 AM, R. Michael Weylandt wrote: > ii) There does not exist -- to my knowledge -- an implementation of R > which runs on the JVM. I think he means driving the R framework from Java via JNI. I think the questions boils down to whether you can open multipl

[R] R: R: Securities earning covariance

Oggetto: Re: [R] R: Securities earning covariance Hello, On Fri, Jun 15, 2012 at 10:15 AM, R. Michael Weylandt wrote: > ii) There does not exist -- to my knowledge -- an implementation of R > which runs on the JVM. I think he means driving the R framework from Java via JNI. I thin

Re: [R] R: Securities earning covariance

I'm somewhat confused: i) What does this have to do with your subject line? ii) There does not exist -- to my knowledge -- an implementation of R which runs on the JVM. iii) Have you simply looked into R's native parallel computing options? That seems to be (maybe?) what you are trying to do. I

[R] R: Securities earning covariance

Good morning. I have a real fuzzy question to ask; we have a calculation engine which is composed by n virtual machines each of them with a jvm 2GB of memory on Linux Red Hat each of them with the "R" package which comes along with the Red Hat Linux distribution. We have now to increase the numbe

Re: [R] R: Securities earning covariance

Update your version of zoo to the latest one. On Fri, Jun 6, 2008 at 3:18 AM, <[EMAIL PROTECTED]> wrote: > Thank you for your very fast response. > I just tried to use the zoo package, after having read the vignettes, but I > get this error message: > > Warning messages: > 1: In x$DAY : $ operat

[R] R: Securities earning covariance

It works perfectly, thank you so much. Now I will try to put teh results into a suitable form (a data frame like this): SEC_ID.xSEC_ID.yEARN_COV Thank you again Angelo Linardi -Messaggio originale- Da: Patrick Burns [mailto:[EMAIL PROTECTED] Inviato: giovedì 5 giugno 20

[R] R: Securities earning covariance

Thank you for your very fast response. I just tried to use the zoo package, after having read the vignettes, but I get this error message: Warning messages: 1: In x$DAY : $ operator is invalid for atomic vectors, returning NULL 2: In x$EARNINGS : $ operator is invalid for atomic vectors, return