I have an xts object, x. I want to run a for loop until a certain time, based on the time stamp in the index.
I have 3 xts objects all of whose indicies are \'Date\' objects: > a a 1995-01-03 1.76 1995-01-04 1.69
I\'m studying some yahoo finance data via quantmod. How would I determine not only the Max and Min price over a rolling window of data, but also the exact Timestamp of those highs and lows? I have tr
I am working with some code that uses the %*% operator to apply vectors of weights to vectors representing time series. I would like to use xts for the time series, but the %*% operator is not underst
I have a CSV file with timestamps and certain event-types which happened at this time. What I want is count the number of occurences of certain event-types in 6-minutes intervals.
I have an irregular time series (xts in R) that I want to apply some time-windowing to.For example, given a time series like the following, I want to compute things like how many observations there ar
In R, I\'ve got a list of xts objects and I want to compute the range of the time index over all the items in the list.I can\'t find a smooth way to do it though, it keeps losing the classes of the ob
I\'ve written a function that takes a data.frame which represent intervals of data which occur across a 1 minute timeframe. The purpose of the function is to take these 1 minute intervals and convert
Hi all has anyone noticed that since the last update on 15 Sep blotter R package is not possible to download anymore from the Forge.
Suppose I have: R> str(data) \'data.frame\':4 obs. of2 variables: $ datetime: Factor w/ 4 levels \"2011-01-05 09:30:00.001\",..: 1 2 3 4