[R-sig-finance] Re: R-sig-finance Digest, Vol 12, Issue 3

Adrian Trapletti a.trapletti at bluewin.ch
Mon May 9 09:57:01 CEST 2005


>
>
> Message: 2 Date: Tue, 3 May 2005 14:35:13 +0200 From: Achim Zeileis 
> <Achim.Zeileis at wu-wien.ac.at> Subject: Re: [R-sig-finance] Its 
> function and yahoo To: Dirk Eddelbuettel <edd at debian.org> Cc: 
> R-sig-finance at stat.math.ethz.ch Message-ID: 
> <20050503143513.0fa79476.Achim.Zeileis at wu-wien.ac.at> Content-Type: 
> text/plain; charset=US-ASCII 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
>  
>
That's perfectly ok for me.
Adrian



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