timelyportfolio

#install.packages("xtsExtra", repos="http://R-Forge.R-project.org")

require(quantmod)
require(rugarch)
require(xtsExtra)  #if you get an error, see first line and install from r-forge

getSymbols("DEXJPUS",src="FRED")
DEXJPUS<-1/to.weekly(DEXJPUS)

ugarch.panel <- function(index,x,type,cex,col,pch,...){

timelyportfolio

#plot.xts with horizons
#install.packages("xtsExtra", repos="http://R-Forge.R-project.org")

require(PerformanceAnalytics)
require(quantmod)
require(xtsExtra)  #if you get error, install xtsExtra from r-forge

horizon.panel <- function(index,x,...) {
  #get some decent colors from RColorBrewer
  #we will use colors on the edges so 2:4 for red and 7:9 for blue

timelyportfolio

#install.packages("xtsExtra", repos="http://R-Forge.R-project.org")

require(PerformanceAnalytics)
require(xtsExtra)  #if you get error, please install xtsExtra from r-forge as shown in the top line
require(RColorBrewer)

#function add alpha or transparency to colors
addalpha <- function(cols,alpha=180) {
 rgbcomp <- col2rgb(cols)
 rgbcomp[4] <- alpha

cjbayesian

## Corey Chivers, 2012 ##
sim_bayes<-function(p=0.5,N=100,y_lim=20,a_a=2,a_b=10,b_a=8,b_b=3)
{
   ## Simulate outcomes in advance   
   outcomes<-sample(1:0,N,prob=c(p,1-p),replace=TRUE)
   success<-cumsum(outcomes)

   for(frame in 1:N)
   {
      png(paste("plots/",1000+frame,".png",sep=""))

timelyportfolio

require(fAssets)
require(latticeExtra)
require(quantmod)
require(PerformanceAnalytics)

#my.url will be the location of the zip file with the data
my.url="http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/48_Industry_Portfolios_daily.zip"
#this will be the temp file set up for the zip file
my.tempfile<-paste(tempdir(),"\\frenchindustry.zip",sep="")
#my.usefile is the name of the txt file with the data

timelyportfolio

require(RColorBrewer)
require(quantmod)
require(PerformanceAnalytics)

data(managers)

#let's do managers from 2002 to 2004 to get positive and negative
x <- cumprod(1+managers["2002::2004"])[,1] - 1

#get some decent colors from RColorBrewer

timelyportfolio

#look at steps in constructing a horizon plot version
#of http://www.mebanefaber.com/timing-model/
#do horizon of percent above or below 10 month / 200 day moving average

require(lattice)
require(latticeExtra)
require(quantmod)


#since we are focused on the horizon plot, let's just look at one stock

bobthecat

library(twitteR)
library(ggplot2)
library(grid)

# download all that you can
pol <- userTimeline('BeijingAir', n=3200)
length(pol)
# 3200

myGrep <- function(x){

timelyportfolio

require(lattice)
require(latticeExtra)
require(directlabels)
require(reshape2)
require(quantmod)
require(PerformanceAnalytics)


data(managers)
managers[which(is.na(managers),arr.ind=TRUE)[,1],

psychemedia

digraph G {

	subgraph cluster_1 {
		Rscript -> localDir;
		localDir -> Rscript;
		Rscript -> Sweave;
		Sweave -> TeX;
		TeX -> PDF [ label = "laTeX"]
		Rscript -> Rmarkdown;
		RCurl -> Rscript;