install.packages("pacman")
## Installing package into '/cloud/lib/x86_64-pc-linux-gnu-library/4.1'
## (as 'lib' is unspecified)
install.packages("devtools")
## Installing package into '/cloud/lib/x86_64-pc-linux-gnu-library/4.1'
## (as 'lib' is unspecified)
install.packages("curl", repos = "http://cran.r-project.org")
## Installing package into '/cloud/lib/x86_64-pc-linux-gnu-library/4.1'
## (as 'lib' is unspecified)
install.packages("curl", repos = "http://cran.r-project.org")
## Installing package into '/cloud/lib/x86_64-pc-linux-gnu-library/4.1'
## (as 'lib' is unspecified)
devtools::install_github("systematicinvestor/SIT.date")
## Skipping install of 'SIT.date' from a github remote, the SHA1 (6263da60) has not changed since last install.
## Use `force = TRUE` to force installation
library(curl)
## Using libcurl 7.68.0 with GnuTLS/3.6.13
curl_download('https://github.com/systematicinvestor/SIT/raw/master/SIT.tar.gz', 'sit',mode = 'wb',quiet=T)
install.packages('sit', repos = NULL, type='source')
## Installing package into '/cloud/lib/x86_64-pc-linux-gnu-library/4.1'
## (as 'lib' is unspecified)
devtools::install_github('systematicinvestor/SIT.date')
## Skipping install of 'SIT.date' from a github remote, the SHA1 (6263da60) has not changed since last install.
## Use `force = TRUE` to force installation
curl::curl_download('https://github.com/systematicinvestor/SIT/raw/master/SIT.tar.gz', 'SIT.tar.gz',mode = 'wb',quiet=T)
install.packages('SIT.tar.gz', repos = NULL, type='source')
## Installing package into '/cloud/lib/x86_64-pc-linux-gnu-library/4.1'
## (as 'lib' is unspecified)
devtools::install_github('joshuaulrich/xts')
## Skipping install of 'xts' from a github remote, the SHA1 (4f22fb19) has not changed since last install.
## Use `force = TRUE` to force installation
devtools::install_github('joshuaulrich/quantmod')
## Skipping install of 'quantmod' from a github remote, the SHA1 (58f3612c) has not changed since last install.
## Use `force = TRUE` to force installation
rm(list=ls())
con = gzcon(url('https://github.com/systematicinvestor/SIT/raw/master/sit.gz', 'rb'))
source(con)
close(con)
library(pacman)
p_load(quantmod, quadprog, lpSolve)
date <- seq(as.Date("1926-08-01"), length=1148, by="1 month") - 1