[R-SIG-Finance] rMetrics

[Martin Becker]

genx wrote:
> 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.
>   
I wouldn't say that this is a "hack", it is just telling R that you are 
going to use some data in a language different from that of your 
installed Operating System. If you import *.csv - files with #,###.## - 
style numbers with a german Micro$oft Excel version, e.g., you have to 
change standard settings, too.
> 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.
>   
Maybe the examples run for all developers of Rmetrics, because they work 
on machines with unproblematic locale settings (concerning this issue). 
Maybe you are the first person who encountered this particular problem. 
And maybe (or rather probably) your report leads to a more robust 
implementation of yahooImport, which does not require changing locale 
settings manually any more.
> 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 took just a few hours until your problem got tracked down and a fix 
was provided. I doubt that support for commercial software can beat 
this. I would still give Rmetrics a try ;-)

Regards,

  Martin Becker