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dataminelab/gist:47c146c941cdc2f4069f

Created April 5, 2015 12:07
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gistfile1.txt
library(quantmod)
getSymbols(c("^VIX"))
vix = AAPL[,"VIX.Adjusted"]
vix.hash = apply(vix, 2, function(col) sapply(col, digest, algo="md5"))
vix.hash = apply(vix.hash, 2, function(col) { as.numeric(paste("0x", col, sep="")) / 15e+38 } )
old.par <- par(mfrow=c(1, 2))
plot(vix, ylim=c(10, 120), ylab='')
plot(vix.hash, ylim=c(0, 1), ylab='')
par(old.par)
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