[R-SIG-Finance] Extracting OHLC from trade price series

Yohan Chalabi chalabi at phys.ethz.ch
Wed Feb 20 12:56:49 CET 2008


>>>> "JR" == "Jeff Ryan" <jeff.a.ryan at gmail.com>
>>>> on Tue, 19 Feb 2008 18:39:27 -0600

   JR> You are probably better off _not_
   JR> using timeDate - but I wrote xts so I wouldn't have to - to
   JR> each his
   JR> own.

Hi Jeff,

I am currently working on the different Rmetrics packages I found
your advice to not use fCalendar interesting.
Could you please give me the reasons why you would not recommend it.
It will help us to improve the package.

regards,
Yohan



More information about the Rmetrics-core mailing list