[R-SIG-Finance] Can't load the quantmod library, without errors.
pierre8r-list at yahoo.fr
pierre8r-list at yahoo.fr
Wed Jul 30 22:21:54 CEST 2008
> zoo depends on:
> Depends: R (≥ 2.4.1), stats
> Imports: stats, utils, graphics, grDevices, lattice
>
> So you will need lattice --- which should be in the default
> install of R.
I have reinstalled lattice.
No more errors messages.
But it seen I got the old wrong results.
My R code :
----------
library(quantmod)
library(xts)
Lines <-
"2008.07.07,00:00,1.5691,1.5705,1.5691,1.5702,58
2008.07.07,01:00,1.5701,1.5702,1.5691,1.5694,94
2008.07.07,02:00,1.5693,1.5693,1.5650,1.5652,278
2008.07.07,03:00,1.5651,1.5667,1.5633,1.5643,515
2008.07.07,04:00,1.5642,1.5643,1.5631,1.5637,255
2008.07.07,05:00,1.5638,1.5647,1.5634,1.5645,301
2008.07.07,06:00,1.5644,1.5653,1.5640,1.5640,341
2008.07.07,07:00,1.5641,1.5642,1.5625,1.5641,380
2008.07.07,08:00,1.5640,1.5646,1.5617,1.5627,590
2008.07.07,09:00,1.5628,1.5639,1.5611,1.5623,810
2008.07.07,10:00,1.5622,1.5647,1.5611,1.5643,808
2008.07.07,11:00,1.5642,1.5663,1.5642,1.5658,850
2008.07.07,12:00,1.5659,1.5667,1.5627,1.5663,802
2008.07.07,13:00,1.5665,1.5671,1.5651,1.5654,436
2008.07.07,14:00,1.5653,1.5659,1.5641,1.5649,599
2008.07.07,15:00,1.5648,1.5651,1.5621,1.5634,823
2008.07.07,16:00,1.5633,1.5663,1.5631,1.5663,694
2008.07.07,17:00,1.5662,1.5674,1.5645,1.5645,815
2008.07.07,18:00,1.5646,1.5718,1.5645,1.5717,840
2008.07.07,19:00,1.5716,1.5753,1.5715,1.5745,790
2008.07.07,20:00,1.5744,1.5748,1.5725,1.5730,510
2008.07.07,21:00,1.5729,1.5730,1.5707,1.5718,438
2008.07.07,22:00,1.5719,1.5730,1.5716,1.5726,223
2008.07.07,23:00,1.5725,1.5728,1.5720,1.5722,69"
quotes <- read.csv(textConnection(Lines), header=FALSE)
xH <- as.xts(quotes[,-(1:2)],
as.POSIXct(paste(quotes[,1],quotes[,2]),format='%Y.%m.%d %H:%M'))
colnames(xH) <- c('Open','High','Low','Close','Volume')
xH
x4H <- to.hourly(xH,k=4, indexAt='startof')
x4H
Datas 240 minutes from http://www.metaquotes.net/ :
--------------------------------------------------
2008.07.07,00:00,1.5691,1.5705,1.5633,1.5643,945
2008.07.07,04:00,1.5642,1.5653,1.5625,1.5641,1277
2008.07.07,08:00,1.5640,1.5663,1.5611,1.5658,3058
2008.07.07,12:00,1.5659,1.5671,1.5621,1.5634,2660
2008.07.07,16:00,1.5633,1.5753,1.5631,1.5745,3139
2008.07.07,20:00,1.5744,1.5748,1.5707,1.5722,1240
Output datas from the R code :
-----------------------------
xH.Open xH.High xH.Low xH.Close xH.Volume
2008-07-07 00:00:00 1.5691 1.5705 1.5691 1.5694 152
2008-07-07 02:00:00 1.5693 1.5693 1.5631 1.5645 1349
2008-07-07 06:00:00 1.5644 1.5653 1.5611 1.5623 2121
2008-07-07 10:00:00 1.5622 1.5671 1.5611 1.5654 2896
2008-07-07 14:00:00 1.5653 1.5674 1.5621 1.5645 2931
2008-07-07 18:00:00 1.5646 1.5753 1.5645 1.5718 2578
2008-07-07 22:00:00 1.5719 1.5730 1.5716 1.5722 292
Here my installed packages :
----------------------------
>
> installed.packages()
Package LibPath Version Priority Bundle Contains
ade4 "ade4" "p:/PROGRA~1/R/R-27~1.1/library" "1.4-9" NA NA NA
base "base" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
boot "boot" "p:/PROGRA~1/R/R-27~1.1/library" "1.2-33" "recommended" NA NA
class "class" "p:/PROGRA~1/R/R-27~1.1/library" "7.2-42" "recommended" "VR" "MASS class nnet spatial"
cluster "cluster" "p:/PROGRA~1/R/R-27~1.1/library" "1.11.11" "recommended" NA NA
codetools "codetools" "p:/PROGRA~1/R/R-27~1.1/library" "0.2-1" "recommended" NA NA
datasets "datasets" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
Defaults "Defaults" "p:/PROGRA~1/R/R-27~1.1/library" "1.1-1" NA NA NA
foreign "foreign" "p:/PROGRA~1/R/R-27~1.1/library" "0.8-27" "recommended" NA NA
graphics "graphics" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
grDevices "grDevices" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
grid "grid" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
iplots "iplots" "p:/PROGRA~1/R/R-27~1.1/library" "1.1-2" NA NA NA
JavaGD "JavaGD" "p:/PROGRA~1/R/R-27~1.1/library" "0.5-1" NA NA NA
JGR "JGR" "p:/PROGRA~1/R/R-27~1.1/library" "1.6-2" NA NA NA
KernSmooth "KernSmooth" "p:/PROGRA~1/R/R-27~1.1/library" "2.22-22" "recommended" NA NA
lattice "lattice" "p:/PROGRA~1/R/R-27~1.1/library" "0.17-12" "recommended" NA NA
MASS "MASS" "p:/PROGRA~1/R/R-27~1.1/library" "7.2-42" "recommended" "VR" "MASS class nnet spatial"
methods "methods" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
mgcv "mgcv" "p:/PROGRA~1/R/R-27~1.1/library" "1.4-1" "recommended" NA NA
nlme "nlme" "p:/PROGRA~1/R/R-27~1.1/library" "3.1-89" "recommended" NA NA
nnet "nnet" "p:/PROGRA~1/R/R-27~1.1/library" "7.2-42" "recommended" "VR" "MASS class nnet spatial"
pixmap "pixmap" "p:/PROGRA~1/R/R-27~1.1/library" "0.4-9" NA NA NA
quadprog "quadprog" "p:/PROGRA~1/R/R-27~1.1/library" "1.4-11" NA NA NA
quantmod "quantmod" "p:/PROGRA~1/R/R-27~1.1/library" "0.3-6" NA NA NA
rJava "rJava" "p:/PROGRA~1/R/R-27~1.1/library" "0.5-1" NA NA NA
rpart "rpart" "p:/PROGRA~1/R/R-27~1.1/library" "3.1-41" "recommended" NA NA
spatial "spatial" "p:/PROGRA~1/R/R-27~1.1/library" "7.2-42" "recommended" "VR" "MASS class nnet spatial"
splines "splines" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
stats "stats" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
stats4 "stats4" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
survival "survival" "p:/PROGRA~1/R/R-27~1.1/library" "2.34-1" "recommended" NA NA
tcltk "tcltk" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
tools "tools" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
tseries "tseries" "p:/PROGRA~1/R/R-27~1.1/library" "0.10-16" NA NA NA
TTR "TTR" "p:/PROGRA~1/R/R-27~1.1/library" "0.14-0" NA NA NA
utils "utils" "p:/PROGRA~1/R/R-27~1.1/library" "2.7.1" "base" NA NA
xts "xts" "p:/PROGRA~1/R/R-27~1.1/library" "0.0-16" NA NA NA
zoo "zoo" "p:/PROGRA~1/R/R-27~1.1/library" "1.5-4" NA NA NA
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