[tech-spec] Breakthrough with R
- From: James Sogi <jsogi@xxxxxxxxxxxxx>
- To: tech-spec@xxxxxxxxxxxxx
- Date: Thu, 11 Nov 2004 21:38:03 -1000
Here's some simple stuff that .
Thought I'd share with the other 'remedial' members of the group.
#get some spy data from yahoo
library(its)
spy <- priceIts(instrument = c("SPY"), start = "2004-10-01",
+ quote = "Close")
#check out sample
> spy[1:5,]
SPY Close
2004-10-01 113.65
2004-10-04 113.84
2004-10-05 113.90
2004-10-06 114.68
2004-10-07 113.45
#find difference close to close with 1 day lag
diff(spy,lag=1)
SPY Close
2004-10-04 0.19
2004-10-05 0.06
2004-10-06 0.78
2004-10-07 -1.23
#etc...part of results deleted
#pretty basic, but was a personal breakthrough and big thrill.
#'its' is cool
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