[R-SIG-Finance] [R-sig-finance] rMetrics

[genx]

Thank you for your help Martin, the code runs but it doesnt feel correct
to apply a hack to make R/rMetrics to run on my ordinary WinXP system.
What is really puzzling me is that many of the examples and code found in 
the help files and also in the supplied PDF files does not run or does just 
run partly.

Is R & rMetrics really worth the effort for a non-hacker as me? What I
want is an easy way to do simulations on volatility (garch) , calculate l
og-returns, betas on portfolios , some option valuation (greeks) and 
thats it.



It seems to be a problem with locales. Yahoo returns US-month-names, but 
the corresponding code fragment in Rmetrics seems to use the current 
system locale for date conversion, and thus it may fail to convert the 
rownames to dates (for some months, resulting in NAs). Setting LC_TIME 
(temporarily) to US provides a quick fix.
[I am not sure, but maybe altering LC_TIME temporarily could be done by 
Rmetrics?]

See below for the (inserted) commands.

Kind regards,
  Martin Becker

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