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From |
Richard Herron <richard.c.herron@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Rsource fails after first line |

Date |
Thu, 10 Nov 2011 07:35:20 -0500 |

OK, thanks, Roger! The R code runs fine by itself (I was running it by itself until I realized that I could call R from Stata). The R code uses the -foreign- and -quantmod- packages. # housekeeping library("quantmod") library("foreign") #setwd("C:/Users/richard/Documents/research/term_paper_econ824/") # get data from yahoo finance first <- Sys.Date() - 20*365 last <- Sys.Date() etf <- c("SPY", "DVY", "GLD", "XME", "BIL", "ITE", "TLO", "GSG", "SLV") fred <- c("GDP", "CFNAI", "CPIAUCSL", "INDPRO", "MICH") getSymbols(etf, from=first, to=last) getSymbols(fred, src="FRED") # temp function to properly format xts objects from getSymbols() f <- function(x, src) { header <- colnames(x) if (src == "yahoo") { symbol <- substr(header[1], 1, 3) colnames(x) <- tolower(substr(header, 5, 20)) x <- x$adjusted } if (src == "FRED") { symbol <- header[1] } colnames(x) <- "price" x <- data.frame("symbol"=symbol, "date"=index(x), x) rownames(x) <- NULL return(x) } # create panel for stata list_etf <- list(SPY, DVY, GLD, XME, BIL, ITE, TLO, GSG, SLV) list_fred <- list(GDP, CFNAI, CPIAUCSL, INDPRO, MICH) list_etf <- lapply(list_etf, f, src="yahoo") list_fred <- lapply(list_fred, f, src="FRED") df_etf <- do.call("rbind", list_etf) df_fred <- do.call("rbind", list_fred) # save to file write.dta(df_etf, "etf_data.dta") write.dta(df_fred, "fred_data.dta") On Thu, Nov 10, 2011 at 07:25, Roger B. Newson <r.newson@imperial.ac.uk> wrote: > As far as I can see, it is R that seems to be terminating, not Stata. What > does your file "get_data.R" look like in full? > > Best wishes > > Roger > > Roger B Newson BSc MSc DPhil > Lecturer in Medical Statistics > Respiratory Epidemiology and Public Health Group > National Heart and Lung Institute > Imperial College London > Royal Brompton Campus > Room 33, Emmanuel Kaye Building > 1B Manresa Road > London SW3 6LR > UNITED KINGDOM > Tel: +44 (0)20 7352 8121 ext 3381 > Fax: +44 (0)20 7351 8322 > Email: r.newson@imperial.ac.uk > Web page: http://www.imperial.ac.uk/nhli/r.newson/ > Departmental Web page: > http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/ > > Opinions expressed are those of the author, not of the institution. > > On 09/11/2011 23:24, Richard Herron wrote: >> >> I am using -rsource- from SSC by Roger Newsom, but it fails after the >> first line of actual R code (i.e., the comments source, but it returns >> to Stata after the first R command). >> >> Here is the relevant code: >> >> global working_dir C:\users\richard\documents\research\term_paper_econ824 >> global Rterm_path `"C:\Program Files\R\R-2.13.1\bin\x64\Rterm.exe"' >> rsource using `"$working_dir\get_data.R"' >> >> And the output, which doesn't provide an error, just returns to Stata: >> >> . rsource using `"$working_dir\get_data.R"' >> Assumed R program path: "C:\Program Files\R\R-2.13.1\bin\x64\Rterm.exe" >> >> Beginning of R output from source file: >> C:\users\richard\documents\research\term_paper_econ824\get_data.R >> >> R version 2.13.1 (2011-07-08) >> Copyright (C) 2011 The R Foundation for Statistical Computing >> ISBN 3-900051-07-0 >> Platform: x86_64-pc-mingw32/x64 (64-bit) >> >> R is free software and comes with ABSOLUTELY NO WARRANTY. >> You are welcome to redistribute it under certain conditions. >> Type 'license()' or 'licence()' for distribution details. >> >> Natural language support but running in an English locale >> >> R is a collaborative project with many contributors. >> Type 'contributors()' for more information and >> 'citation()' on how to cite R or R packages in publications. >> >> Type 'demo()' for some demos, 'help()' for on-line help, or >> 'help.start()' for an HTML browser interface to help. >> Type 'q()' to quit R. >> >>> # get ETF data from yahoo finance >>> >>> # housekeeping >>> library("quantmod") >> >> End of R output from source file: >> C:\users\richard\documents\research\term_paper_econ824\get_data.R >> >> I am using Stata 11.2 and R 2.13-1 on a Windows 7 laptop. Any ideas? >> Thanks! >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Rsource fails after first line***From:*Richard Herron <richard.c.herron@gmail.com>

**Re: st: Rsource fails after first line***From:*"Roger B. Newson" <r.newson@imperial.ac.uk>

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