[tech-spec] day after

  • From: James Sogi <jsogi@xxxxxxxxxxxxx>
  • To: tech-spec@xxxxxxxxxxxxx
  • Date: Wed, 08 Dec 2004 21:14:33 -1000

I know now what a month of Sundays means trying to learn R.
May I request some help?
What  function(s) would report the change after a narrow range ?

Here's what I have so far.
#r is a data frame of closing price 1000 days in spx cash and daily change
r[1:3,] #sample
     r.Date           r.c             d
1 12/12/2000 1381.87  -9.02
2 12/13/2000 1359.99 -11.19
3 12/14/2000 1340.93 -19.06

nr<-subset(r, d<2 & d>-2) #find days where cl/cl range is less than 2
str(nr) #narrow range days
`data.frame': 158 obs. of 3 variables:
$ r.Date: Factor w/ 1001 levels "01/02/2001","01..",..: 969 53 160 333 356 370 445 485 494 524 ...
$ r.c : num 1323 1343 1241 1267 1255 ...
$ d : num 0.00 0.35 1.29 0.99 -0.36 ...


Question: what function(s) will return change  day after  narrow range days?

Any clues would be greatly appreciated. Thanks.

data at http://home.hawaii.rr.com/zephyr/r.txt


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