[R-sig-finance] Its function and yahoo

[Achim Zeileis]

On Tue, 3 May 2005 08:42:47 -0400 Jonathan Q. wrote:

> as a group can we decide what is the best approach to use yahoo for a
> newbie?  

Well, this is what we're trying to sort out. Or to be me precise: it is
not (or should not be) newbie specific.
I tried to make the point that it would be good/important to have a
single reference implementation of this functionality that is
sufficiently flexible to satisfy the needs of various users.

As for your general question where to find examples: some packages
(including the zoo package) not only have examples on their man pages
but also a vignette that guides you through the package's functionality
based on various examples. See
  vignette("zoo")
which also contains an example on how to use get.hist.quote() and turn
the result into a "zoo" series. To turn it into an "its" series, if
needed, is then trivial via the as.its method.
Z

> On 5/3/05, Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> wrote:
> > On Mon, 2 May 2005 20:36:13 -0500 Dirk Eddelbuettel wrote:
> > 
> > >
> > > On 2 May 2005 at 16:39, Achim Zeileis wrote:
> > > | Furthermore, it would probably be good to have a single
> > > | authorative implementation instead of each time series package
> > > | reproducing this functionality.
> > > [...]
> > > | An alternative would be to read from a connection (which could
> > > | be a local file or a URL) with the default of querying
> > > | yahoo.com.
> > >
> > > So there: the price of immortality has now been raised to an
> > > authorative implementation, based on get.hist.quotes() in tseries
> > > 0.9.26 which includes the two newer patches from JAB and GG. 
> > > Given its' somewhat stale nature, a zoo implementation may be
> > > preferred.
> > 
> > Well, but it seems that get.hist.quote() in tseries is still the
> > most up-to-date implementation of this functionality, so probably
> > this should be extended. I don't want to have the fourth
> > implementation in the fourth time series package...
> > 
> > Personally, I have made only little use of get.hist.quote() and no
> > use at all of priceIts() and yahooImport(). Do these other
> > implementations provide further functionality, not contained in
> > get.hist.quote(), or are they simply there for convenience?
> > 
> > If the latter and if it's ok for Adrian, I'll try to add something
> > like a retclass argument for get.hist.quote() which could then be
> > set to"zoo", "ts", "its" etc. (provided that the corresponding
> > packages are available).
> > 
> > Z
> > 
> > _______________________________________________
> > R-sig-finance at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > 
> 
> 
> -- 
> Jonathan
> jqm475 at gmail.com
>