Hi,I would like to thank everyone for your help. I presented today the different options to my boss and we decided to follow your recommendations. I am sure that we will need your help to achieve the objectif. We are ready to study in this case what type of collaboration we can have.Thanks!PS: As you know, I just start to learn R!!! I would like to thank Brian for the Performance Analytics Package...Fabrice> Date: Fri, 8 Jun 2007 10:29:30 -0500> From: brian@braverock.com> To: fabricemcshort@hotmail.com> CC: r-sig-finance@stat.math.ethz.ch> Subject: Re: [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds> > Fabrice McShort wrote:> > I am hyper motivated to explore your propositions. >  > But, I am sure that I will need your help>  > (we will see how in the future).> > Can you give me an idea of the cost for implementing this solution? > > > On the Sweave approach, here's a quick outline of possible times:> > - Install and Configure Lyx editor to talk to R> 1-2 hours> > - modify the simple Sweave/Lyx examples to do something more interesting> 1 hour> > - build a report using existing functions,tables, and graphs with > file-based data> 1-2 days (assuming a Pertrac or Morningstar style report)> > - database linkage> time will vary based on your data and database> > - web download of data> time will vary, but usually ~1-2 hours to write and test new download > function> > - additional tables/graphs> time will vary based on what you need, obviously> > If you need to give these times to your boss, double or triple them ;).> > I'd recommend starting with analytical functions that are already > written, as in PerformanceAnalytics or RMetrics.  Since you're just > getting started with R, it probably makes sense to use other functions > first before trying to modify them to fit your more specific requirements.> > Regards,> >    - Brian
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lus sūr, plus simple et plus complet !

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