I have the following time series > y<- xts(1:10, Sys.Date()+1:10) > y[c(1,2,5,9,10)] <- NA > y
I开发者_如何学运维 thought Adding Points, Legends and Text to plots using xts objects would have the answer to this question, but apparently not...
I am trying to test reversion on intra day trades to interim VWAP. I have compiled a (hopefully) reproducible example to show what I have done. At present I use rollapply, but that applies the VWAP ca
Is there a way in xts object to do the same as below but for xts object with multiple days of intraday data? The below works like a clock but for one day of data. If I pass xts from 22nd to 26th itdoe
I am trying to calculate rolling daily correlations on 2 stock prices (type xts), AGL and BIL (OHLC data below):
I have cre开发者_高级运维ated an xts object from historical tick data, sourced from a SQL database. I would like to create subsets of the tick data, for example:
I am having trouble working with a list of xts objects.I get different and strange behavior when running lapply on the list elements, and sometimes the program segfaults.I am running R 2.12.2 on Ubunt
How might I plot month to month growth for the following data: A 2008-07-010 2008-08-0187 2008-09-01 257 2008-10-01 294
爱不是霸占_是给你想要的 11小时前 开发者_开发技巧最主要的区别：2016的标和2015的不一样，没有麦穗了，更加时尚运动； 中网也不一样，能突出新标的特点； 2016有carplay； 发动机调教，能省一点点油（这个未验
Joshua, I hope you do not find this to be a layman approach but when I tried to implement your hint how to display only certain time index on my xts object i always get blank figures.
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