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joshuaulrich / xtsNonIndexAttributes
Created May 21, 2015
Return all non-index attributes for xts objects, in sorted order
View xtsNonIndexAttributes
nonIndexAttr <- function(x) {
a <- attributes(x)
n <- names(a)[!names(a) %in% "index"]
joshuaulrich / objSize.R
Created Dec 16, 2012
List objects from current scope by size
View objSize.R
objSize <- function(n=10, decreasing=TRUE) {
# list 'n' objects, sorted by size
l <- ls(envir=parent.frame())
N <- seq(min(length(l),n))
x <- setNames(lapply(l, object.size), l)
y <- x[order(unlist(x),decreasing=decreasing)]
z <- sapply(y, function(a) capture.output(print(a, units="auto")))
joshuaulrich / CBOE_csv_to_xts
Created Oct 19, 2012 — forked from jaredwoodard/CBOE_csv_to_xts
pulls csv files from the CBOE and converts them to xts
View CBOE_csv_to_xts
# we're pulling the Google VIX index (VXGOG) but this also works for VXAPL, VXGS etc.
# see
url <- ""
# use read.zoo to read the data directly into a zoo object
z <- read.zoo(url, header=TRUE, sep=",", skip=1, FUN=as.Date, format="%m/%d/%Y")
# convert to xts
View world indexes since 2008-06.r
#get index tickers without the ^ which we will add in the getSymbols
#name the indexes
names(tckrs) <- c("S&P 500","US 10y Yld","DJ Commodity","Developed","Developing")
#use paste to add the ^ to the index tickers
getSymbols(paste("^",tckrs,sep=""), from="1986-01-01", to=Sys.Date())
View nPri.C
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
int main ( int argc, char *argv[] )
int n, r, k;
n = atoi(argv[1]); // # of available elements
k = atoi(argv[2]); // # of permutation index
r = atoi(argv[3]); // # of elements to be selected
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