[R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function

[genx]

Thank you for you reply,

i am a novice when it comes to CRAN R, i haven't looked much outside
rMetrics so far.
My recurring problem is daily financial data of different length, the
procedure you
describe below are two separate ways to align timeseries or should it be
done as one
command? If it has to be done in two stages as you describe it is a very
time consuming
way to handle all the financial data that, i guess anyone, would put to use
in finance R.

Kind regards


Gabor Grothendieck wrote:
> 
> On 4/26/07, genx <info at genetrix.se> wrote:
>>
>> I have the same problem with vectors of different length, most packages
>> don't
>> know how to scale and adjust timeseries / vectors of different length. It
>> would be a welcome contribution to R Finance if any programmer out there
>> could solve this problem in an easy way.
>>
> 
> All of the major time series classes handle series of different lengths.
> 
> a <- ts(1:3); b <- ts(12:15, start = 2)
> a + b
> a == b
> 
> library(zoo)
> az <- as.zoo(a); bz <- as.zoo(b)
> az + bz
> az == bz
> 
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. 
> -- If you want to post, subscribe first.
> 
> 

-- 
View this message in context: http://www.nabble.com/troubles-with-the-weights-in-the-VaR-function-tf2785155.html#a10215187
Sent from the Rmetrics mailing list archive at Nabble.com.