[R-SIG-Finance] fBasics data

Brian G. Peterson brian at braverock.com
Thu Mar 15 18:07:13 CET 2007


On Thursday 15 March 2007 11:42, Leeds, Mark (IED) wrote:
> When I read the fBasics doc, it shows code that can make data sets
> available to you. Yet, when I follow the doc, The command exactly in
> the example, I get an doesn't seem to work.
>
>  source("fBasics.12D-ZivotWangData")
>
> Or
>
>  Source("fBasics.12D-ZivotWangData")
>
> I get cannot open file for the former and could not find function
> SOURCE for the latter.

I'm not going to dig it out for you, but I'll try to point you in the 
right direction...

Recently, RMetrics moved many of the data sets to a package called 
'fEcofin'.  Many of the older data sets ended up in this new package.

Second, I'm not sure if the Zivot and Wang data sets are still distributed 
with current RMetrics packages.  If this is the case for the data you 
want, you have two options.  The first option would be to look through 
older archived versions of the RMetrics packages for the data set you 
want.  The second option would be to look on Eric Zivot's website for his 
book. (and *do* buy that book if you don't already own a copy, it is an 
invaluable reference for these topics in R as well as S+FinMetrics)

Finally, the command is 'source' for "source"'ing any other file into R, 
always.

?source

from the R prompt will give you more information.

Regards,

  - Brian

-- 
773-459-4973 mobile
http://braverock.com/brian/resume-quant.pdf



More information about the R-SIG-Finance mailing list