2009年8月14日金曜日

GMMAチャート改良版




下手なコードだな-.... orz

GMMA <- function(code, start, end) {
library("quantmod")

ss <- paste(start, end,sep="::")

fn <- paste("~/repo/yahoo/", code, ".csv", sep="")
# データの読み込み
data <- read.zoo(fn, header=T, sep=",")

fn2 <- paste("~/repo/jpg/", code, ".jpg", sep="")
jpeg(fn2, width=640,height=480)

t <- paste("GMMA(", code, ")", "- (Short(red), Long(blue))")

# subsetで表示範囲を指定
candleChart(
data,
name = t,
theme = chartTheme("white"),
TA="addVo();
addEMA(3,col='red');
addEMA(5,col='red');
addEMA(8,col='red');
addEMA(10,col='red');
addEMA(12,col='red');
addEMA(15,col='red');
addEMA(30);
addEMA(35);
addEMA(40);
addEMA(45);
addEMA(50);
addEMA(60)",
subset=ss)

dev.off()
}

2009年8月13日木曜日

TTR

Financeタスクの一部.

テクニカル分析のパッケージが入っとる。
と言うよりも、バックテストやポートフォリオ管理一式か。
http://cran.r-project.org/web/packages/TTR/index.html

ctv

下のタスクごとインストールするのには、以下の手順がお手軽。

1. まずは"ctv"パッケージをインストールする。
2. install.packages("ctv")
3. library("ctv")
4. Econometricsのタスクを一括インストールしたい場合は、
install.views("Econometrics") or update.views("Econometrics")

ナイーブベイズ

パッケージ 'e1071'をインストールすればOK.
それ以外のパッケージについては、以下のリンク。
http://cran.r-project.org/web/views/Bayesian.html
日本語の教科書が欲しい。

naiveBayes {e1071} R Documentation
Naive Bayes Classifier

Description

Computes the conditional a-posterior probabilities of a categorical class variable given independent predictor variables using the Bayes rule.

Usage

## S3 method for class 'formula':
naiveBayes(formula, data, laplace = 0, ..., subset, na.action = na.pass)
## Default S3 method:
naiveBayes(x, y, laplace = 0, ...)

## S3 method for class 'naiveBayes':
predict(object, newdata,
type = c("class", "raw"), threshold = 0.001, ...)

Arguments

x A numeric matrix, or a data frame of categorical and/or numeric variables.
y Class vector.
formula A formula of the form class ~ x1 + x2 + .... Interactions are not allowed.
data Either a data frame of predictors (caegorical and/or numeric) or a contingency table.
laplace positive double controlling Laplace smoothing. The default (0) disables Laplace smoothing.
... Currently not used.
subset For data given in a data frame, an index vector specifying the cases to be used in the training sample. (NOTE: If given, this argument must be named.)
na.action A function to specify the action to be taken if NAs are found. The default action is not to count them for the computation of the probability factors. An alternative is na.omit, which leads to rejection of cases with missing values on any required variable. (NOTE: If given, this argument must be named.)
object An object of class "naiveBayes".
newdata A dataframe with new predictors.
type If "raw", the conditional a-posterior probabilities for each class are returned, and the class with maximal probability else.
threshold Value replacing cells with 0 probabilities.
Details

The standard naive Bayes classifier (at least this implementation) assumes independence of the predictor variables, and Gaussian distribution (given the target class) of metric predictors. For attributes with missing values, the corresponding table entries are omitted for prediction.

Value

An object of class "naiveBayes" including components:

apriori Class distribution for the dependent variable.
tables A list of tables, one for each predictor variable. For each categorical variable a table giving, for each attribute level, the conditional probabilities given the target class. For each numeric variable, a table giving, for each target class, mean and standard deviation of the (sub-)variable.
Author(s)

David Meyer David.Meyer@R-project.org. Laplace smoothing enhancement by Jinghao Xue.

Examples

## Categorical data only:
data(HouseVotes84, package="mlbench")
model <- naiveBayes(Class ~ ., data = HouseVotes84)
predict(model, HouseVotes84[1:10,-1])
predict(model, HouseVotes84[1:10,-1], type = "raw")

pred <- predict(model, HouseVotes84[,-1])
table(pred, HouseVotes84$Class)

## using laplace smoothing:
model <- naiveBayes(Class ~ ., data = HouseVotes84, laplace = 3)
pred <- predict(model, HouseVotes84[,-1])
table(pred, HouseVotes84$Class)

## Example of using a contingency table:
data(Titanic)
m <- naiveBayes(Survived ~ ., data = Titanic)
m
predict(m, as.data.frame(Titanic)[,1:3])

## Example with metric predictors:
data(iris)
m <- naiveBayes(Species ~ ., data = iris)
## alternatively:
m <- naiveBayes(iris[,-5], iris[,5])
m
table(predict(m, iris[,-5]), iris[,5])
[Package e1071 version 1.5-19 Index]

2009年8月11日火曜日

monkeybars

jruby + swingで、MVCアプリケーションらしい。
http://monkeybars.rubyforge.org/index.html

とりあえず、後で読む。