FW: [R-sig-finance] correlation between two stock market indices

Dirk Eddelbuettel edd at debian.org
Tue Aug 31 16:12:12 CEST 2004


On Tue, Aug 31, 2004 at 10:12:51AM +0530, Ajay Shah wrote:
>     The code fragment above works for indexes but not for individual
>     stocks, since priceIts does not know how to give us "adjusted
>     closing prices". That is, when splits take place, the price gets

get.hist.quote(0 in tseries was written before Yahoo! added that fifth
column of adjusted values. priceIts() is a pretty straight copy of
get.hist.quote().

If you submit a decent patch to either one, including an update to the .Rd
file, I am sure that it will get integrated into the package in due course.

Dirk

-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx



More information about the R-sig-finance mailing list