让TTR在R 2.13上工作?

时间:2011-04-22 02:14:39

标签: r quantitative-finance

  

可能重复:
  Cannot install R-forge package using install.packages

有没有人让latest version of TTR from R-forge在R 2.13上工作?我无法在我的Mac或PC上安装它,即使我尝试从源代码编译。

/ edit:当我尝试从R命令行安装时,这是我得到的确切错误。

install.packages("TTR", repos="http://R-Forge.R-project.org")
Warning message:
In getDependencies(pkgs, dependencies, available, lib) :
  package ‘TTR’ is not available (for R version 2.13.0)

2 个答案:

答案 0 :(得分:2)

是的,确定:

edd@max:~/svn/ttr$ svn up
At revision 107.
edd@max:~/svn/ttr$ R CMD INSTALL .
* installing to library ‘/usr/local/lib/R/site-library’
* installing *source* package ‘TTR’ ...
** libs
make: Nothing to be done for `all'.
installing to /usr/local/lib/R/site-library/TTR/libs
** R
** data
** preparing package for lazy loading
Loading required package: zoo
** help
*** installing help indices
** building package indices ...
** testing if installed package can be loaded

* DONE (TTR)

edd@max:~/svn/ttr$ R -e 'library(TTR); example(EMA)'

R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: x86_64-pc-linux-gnu (64-bit)
[...]
R> library(TTR); example(EMA)
Loading required package: xts
Loading required package: zoo

EMAR>   data(ttrc)

EMAR>     ema.20 <-   EMA(ttrc[,"Close"], 20)

EMAR>     sma.20 <-   SMA(ttrc[,"Close"], 20)

EMAR>    dema.20 <-  DEMA(ttrc[,"Close"], 20)

EMAR>   evwma.20 <- EVWMA(ttrc[,"Close"], ttrc[,"Volume"], 20)

EMAR>   zlema.20 <- ZLEMA(ttrc[,"Close"], 20)

EMAR>   ## Example of Tim Tillson's T3 indicator
EMAR>   T3 <- function(x, n=10, v=1) DEMA(DEMA(DEMA(x,n,v),n,v),n,v)

EMAR>   t3 <- T3(ttrc[,"Close"])

EMAR>   ## Example of short-term instability of EMA
EMAR>   ## (and other indicators mentioned above)
EMAR>   x <- rnorm(100)

EMAR>   tail( EMA(x[90:100],10), 1 )
[1] 0.192859

EMAR>   tail( EMA(x[70:100],10), 1 )
[1] 0.149217

EMAR>   tail( EMA(x[50:100],10), 1 )
[1] 0.153751

EMAR>   tail( EMA(x[30:100],10), 1 )
[1] 0.153703

EMAR>   tail( EMA(x[10:100],10), 1 )
[1] 0.153703

EMAR>   tail( EMA(x[ 1:100],10), 1 )
[1] 0.153703
R> 

答案 1 :(得分:0)

新闻称它现在在CRAN上。我的Mac上有0.20-2,安装程序报告说这是最新的。加载似乎成功,并且运行一些示例没有错误。

重新制作r-forge版本20-3我得到了这个:

  

install.packages(“TTR”,repos =“http://R-Forge.R-project.org”)   警告信息:   在getDependencies(pkgs,dependencies,available,lib)中:     包'TTR'不可用(对于R版本2.13.0 beta)

R版本2.13.0 beta(2011-04-04 r55296)(不是最新版本)