Re: [R] Modified R Code

2009-12-28 Thread Maithili Shiva
jholt...@gmail.com Subject: Re: [R] Modified R Code To: Maithili Shiva maithili_sh...@yahoo.com Cc: r-help@r-project.org Date: Monday, 28 December, 2009, 1:11 PM For your problem A, why do you want to create so many variables?  Leave the data in the 'newrate' list and reference the information

[R] Modified R Code

2009-12-27 Thread Maithili Shiva
Dear R helpers,   I have following input files. (Actually they are more than 10 rates but here i am considering only 2 rates to write my problem)   rate1.csv min1    max1    min2  max2  min3   max3 1.051.30   1.30  1.65 

[R] Modified R Code

2009-12-27 Thread Maithili Shiva
Dear R helpers,   I have following input files. (Actually they are more than 10 rates but here i am considering only 2 rates to write my problem)   rate1.csv min1    max1    min2  max2  min3   max3 1.051.30   1.30  1.65 

[R] Reading Input file

2009-12-26 Thread Maithili Shiva
Dear R helpers   I have some files in my say 'WORK' directory and the file names are say rate1.csv, rate2.csv, rate3.csv, rate4.csv   Because of some other requirement, I need to run the following commands   n = 4    rates = NULL   for (i in 1:n) rates[i] = (paste(`rate', i, ‘.csv`,

Re: [R] Reading Input file

2009-12-26 Thread Maithili Shiva
  --- On Sat, 26/12/09, Johannes Signer j.m.sig...@gmail.com wrote: From: Johannes Signer j.m.sig...@gmail.com Subject: Re: [R] Reading Input file To: Maithili Shiva maithili_sh...@yahoo.com Cc: r-help@r-project.org Date: Saturday, 26 December, 2009, 9:42 AM On Sat, Dec 26, 2009 at 10:21 AM

[R] An unprofessional message

2009-12-24 Thread Maithili Shiva
Dear R helpers,   I understand that this is absolutely unprofessional on my part and this group doesn't entertain such things. I have been associted with this group since last 1 and half years and have been immensely benefited by the noble service rendred by many R helpers.   So I take this

[R] Reading multiple Input Files

2009-12-20 Thread Maithili Shiva
Dear R helpers,   Suppose I am dealing with no of interest rates at a time and the no of interest rates I am selecting for my analysis is random i.e. it can be 2, can be 10 or even higher. The R-code I had written (with the guidance of R helpers obviously and I am really grateful to all of you)

[R] Random Number Generation in a Loop

2009-12-16 Thread Maithili Shiva
Dear R helpers   I am having following data   Name   Numbers A  25 B   3  C  13 A   5  B   7 C   0 A   2 B 10 C   9   CONDITIONS   If Name is

[R] CORRECTION - Generation of Random numbers in a loop

2009-12-16 Thread Maithili Shiva
Dear R helpers, please ignore my earlier mail. Here is the corrected mail. Please forgive me for the lapses on my part. Extremely sorry.   Here is the corrected mail.     Dear R helpers   I am having following data   Name   Numbers A11  12 A12  17  A13 

[R] Random numbers for a group

2009-12-15 Thread Maithili Shiva
Dear R helpers I have following table Name no_of_instances    AAA                             12                                AA                               17                                A                                  0                              

[R] writing 'output.csv' file

2009-12-04 Thread Maithili Shiva
Dear R helpers   Suppose   M - c(1:10)  #  length(M) = 10 N - c(25:50) #  length(N) = 26    I wish to have an outut file giving M and N. So I have tried   write.csv(data.frame(M, N), 'output.csv', row.names = FALSE)   but I get the following error message   Error in data.frame(M, N) :  

Re: [R] writing 'output.csv' file

2009-12-04 Thread Maithili Shiva
out further calcualtions on this output file. Please guide.   Regards   Maithili --- On Fri, 4/12/09, Johannes Signer j.m.sig...@gmail.com wrote: From: Johannes Signer j.m.sig...@gmail.com Subject: Re: [R] writing 'output.csv' file To: Maithili Shiva maithili_sh...@yahoo.com Date: Friday, 4

[R] Calculation of Central Moments

2009-11-30 Thread Maithili Shiva
Dear R helpers If for a given data, I need to calculate Mean, Standard Deviation, Mode, Median, Skewness, Kurtosis, is there any package in R, which will calculate these moments? Individually I can calculate these, but if there is any function which will calculate these at a stretch, please

[R] Parameters of Beta distribution

2009-10-07 Thread Maithili Shiva
  Supose I have a data pertaining to credit loss as   amounts - c(46839.50,31177.12,35696.69,21192.57,29200.91,42049.64,42422.19, 44976.18, 32135.36,47936.57,27322.91,37359.09,43179.60, 48381.02, 45872.38, 28057.30,44643.83,36156.33,16037.62, 45432.28)   I am trying to fit Beta distribution (two

Re: [R] Parameters of Beta distribution

2009-10-07 Thread Maithili Shiva
assume A = min(amounts) and B = max(Amounts)   Regards   Maithili       --- On Wed, 7/10/09, Albyn Jones jo...@reed.edu wrote: From: Albyn Jones jo...@reed.edu Subject: Re: [R] Parameters of Beta distribution To: jlu...@ria.buffalo.edu Cc: Maithili Shiva maithili_sh...@yahoo.com, r-help@r

Re: [R] Fw: PROBLEM - - COMPARING AND COMBINING two DATASETS

2009-08-28 Thread Maithili Shiva
To: Maithili Shiva maithili_sh...@yahoo.com Cc: r-help@r-project.org Date: Thursday, 27 August, 2009, 2:09 PM Try this: xtabs(B ~ factor(A, seq(max(A On Thu, Aug 27, 2009 at 8:26 AM, Maithili Shivamaithili_sh...@yahoo.com wrote: Dear Sirs, At the outset I sincerely apologize

[R] Comparing and adding two data series

2009-08-27 Thread Maithili Shiva
Dear R helpers   I have two series A and B as given below -   A - c(2, 2, 1, 3, 7, 3, 3, 1, 14, 7, 31) B - c(0.0728,0.9538,4.0140,0.0020,2.5593,0.1620,2.513,0.3798, .0033,0.2282, 0.1614)   I need to calculate the total in dataset B corresponding to the numbers in dataset A i.e. for no 1 in A,

Re: [R] Comparing and adding two data series

2009-08-27 Thread Maithili Shiva
-giessen.de wrote: From: Gerrit Eichner gerrit.eich...@math.uni-giessen.de Subject: Re: [R] Comparing and adding two data series To: Maithili Shiva maithili_sh...@yahoo.com Date: Thursday, 27 August, 2009, 10:57 AM Try tapply( B, A, sum) On Thu, 27 Aug 2009, Maithili Shiva wrote: Dear R helpers

Re: [R] Comparing and adding two data series

2009-08-27 Thread Maithili Shiva
To: Maithili Shiva maithili_sh...@yahoo.com Date: Thursday, 27 August, 2009, 11:12 AM Hi Maithili, how about tapply(B, A, sum) HTH Peter. On Thu, Aug 27, 2009 at 12:38 PM, Maithili Shiva maithili_sh...@yahoo.com wrote: Dear R helpers   I have two series A and B as given below -   A - c(2, 2, 1

[R] Fw: PROBLEM - - COMPARING AND COMBINING two DATASETS

2009-08-27 Thread Maithili Shiva
Dear Sirs,   At the outset I sincerely apologize for reproducing my query to you. I also thank all of you for the solution you had provided. It has worked on the actual data I am working with.   However, there is this peculiar problem which I had realized only after I had obtained my

Re: [R] Fw: PROBLEM - - COMPARING AND COMBINING two DATASETS

2009-08-27 Thread Maithili Shiva
  With warm regards   Maithili --- On Thu, 27/8/09, David Winsemius dwinsem...@comcast.net wrote: From: David Winsemius dwinsem...@comcast.net Subject: Re: [R] Fw: PROBLEM - - COMPARING AND COMBINING two DATASETS To: Henrique Dallazuanna www...@gmail.com Cc: Maithili Shiva maithili_sh...@yahoo.com, r

[R] Log logistic Distribution - Parameter estimation

2009-08-18 Thread Maithili Shiva
Dear R helpers, I have following data c(19679.50,5975.72,17555.52,20078.08,1956.97,8383.25,7899.27,4881.75,2719.29,11701.96,13104.25,10081.01,9417.72,14976.89,7119.62,8373.56,24580.52,8330..70,9110.07,7848.08,12910.46,10310.53,20390.34,15824.71,21703.33) How do I fit 3 parameter Log Logistic

[R] lmom - Estimating Normal Distribution Parameters using lmom package

2009-07-21 Thread Maithili Shiva
Dear R helpers,   I have a data of 2102 observations (consisting of 0's also), to which I am trying to fit Normal distribution using lmom pacakage. If I use Excel, its easy to estimate the parameters of Normal distribution as simple mean and standard devaition. The results I get if I use teh

[R] How to write a loop?

2009-05-27 Thread Maithili Shiva
Dear R helpers,   Following is a R script I am using to run the Fast Fourier Transform. The csv files has 10 columns with titles m1, m2, m3 .m10.     When I use the following commands, I am getting the required results. The probelm is if there are 100 columns, it is not wise to define 100

[R] (Interpretation) VGAM - FRECHET 3 parameters by maximum likelihood estimation for

2009-03-26 Thread Maithili Shiva
Dear R Helpers This is the R code (which I have slightly changed) I got in VGAM package for estimating the parameters of FRECHET. _ y = rfrechet(n - 100, shape=exp(exp(0))) #(A) fit3 = vglm(y ~ 1,

[R] Generalized Extreme Value Distribution (LMOM package) and Frechet Distribution

2009-03-19 Thread Maithili Shiva
Dear R helpers I have some data and through some other software, it is understood that I can fit the Frechet Distribution to it. However, I need to fit the distribution using R code only. I have searched many R packages and one R helper has suggested some sites too, but unfortunately

[R] Estimating Parameters of Weibull and Pareto distribution using LMOM package

2009-03-18 Thread Maithili Shiva
Dear R helpers I have r file which estimate the parameters of 3 parameter Weibull - (A) - continuous shape parameter (alpha) - continuous scale parameter (beta) - continuous location parameter (gamma) (B) Also, I have a r file which calculates the parameters of Generalized Pareto

[R] Three Parameter FRECHET Distribution

2009-03-18 Thread Maithili Shiva
Dear R Helpers Which package is available for estimatine the parameters of three parameter FRECHET distribution. Also, how to generate the random numbers for Frechet using these three estimated parameters. Thanking in advance Maithili __

Re: [R] Three Parameter FRECHET Distribution

2009-03-18 Thread Maithili Shiva
a look at this: http://bm2.genes.nig.ac.jp/RGM2/R_current/library/evd/man/frechet.html HTH, Jorge On Wed, Mar 18, 2009 at 11:14 AM, Maithili Shiva maithili_sh...@yahoo.comwrote: Dear R Helpers Which package is available for estimatine the parameters of three parameter

[R] Estimating paramters of 3 Parameter Gamma Distribution

2009-03-18 Thread Maithili Shiva
Dear R helpers How to estimate teh parameters of 3 Parameter Gamma Distribution. I tried LMOM package but it deals with two parameter GAMMA. Please guide Regards Maithili __ R-help@r-project.org mailing list

[R] Fw: Estimating Parameters of Weibull and Pareto distribution using LMOM package

2009-03-18 Thread Maithili Shiva
Dear R helpers I have r file which estimate the parameters of 3 parameter Weibull - (A) - continuous shape parameter (alpha) - continuous scale parameter (beta) - continuous location parameter (gamma) (B) Also, I have a r file which calculates the parameters of

[R] Fw: Fitting GUMBEL Distribution - CDF function and P P Plot

2009-03-15 Thread Maithili Shiva
Dera R Helpers, I am re-posting my query. Please guide me. Maithili --- On Fri, 3/13/09, Maithili Shiva maithili_sh...@yahoo.com wrote: I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel

[R] Fitting GUMBEL Distribution - CDF function ISSUE

2009-03-13 Thread Maithili Shiva
Dear R helpers I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's thereby affecting the P P Plot. My R code is as follows.

[R] Fast Fourier Transform w.r.t. CreditRisk+

2009-03-05 Thread Maithili Shiva
Dear R Helpers, Is there any literaure available (including R code) on Fast Fourier Transform being used in CreditRisk+? I need to learn how to apply the Fast Fourier Transform. I agree I am too vaue in my question and sincerely apologize for the same, but I am not able to understand as to

[R] Random number generation for Generalized Logistic distribution

2009-02-24 Thread Maithili Shiva
Dear R helpers How to generate random numbers for (a) Generalized logistic distribution (b) Generalized normal distribution (c) Pearson Type III distribution (d) Kappa Thanks in advance Maithili __ R-help@r-project.org mailing list

Re: [R] Generating Correlation matrix

2009-02-11 Thread Maithili Shiva
...@gmail.com Subject: Re: [R] Generating Correlation matrix To: Maithili Shiva maithili_sh...@yahoo.com Cc: r-help@r-project.org Date: Wednesday, February 11, 2009, 11:37 AM Assuming you want ordinary correlations - Pearson or Spearman - and not some financial thing I've never heard of, searching

[R] Matrix Multiplication

2009-02-06 Thread Maithili Shiva
Hi R helpers, I have two matrices A and B of the order (4 * 5) and (5 * 3) respectively. How to multiply these two matrices to obtain resultant matrix of the order (4 * 3). Thanks in advance With regards Maithili __ R-help@r-project.org mailing

[R] VaR-Monte carlo Simulation, Historic simulation, Variance-Covariance Simulation

2009-01-08 Thread Maithili Shiva
Dear R helpers Suppose I have a portfolio of securities with exposure to Equity, Bonds and Forex (say $ 100 each). Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation. With

[R] Random Number Generation using (Generalized) Extreme Value distribution and Pareto distribution

2008-12-18 Thread Maithili Shiva
Hi R helpers, Is there any function in R, which generates random numbers in case of (1) Generalized Extreme Value distribution and (2) Generalized PAreto distribution for the respective given set of parameters? Regards Maithili __

[R] Parameter Estimation - Generalized Extreme Value Distribution

2008-12-16 Thread Maithili Shiva
Dear R helpers, How do you estimate the (Location, Scale, Shape) parameters of Generalized Extreme Value distribution using R? I have tried VGAM but just not able to write the R script. Please advise. With regards Maithili __ R-help@r-project.org

[R] Parameter estimation - Generalized Extreme value Distribution

2008-12-16 Thread Maithili Shiva
Dear R help, I have an xls file with the name ONS.csv having 25 obseravations as given below. This is my data. (i.e. the first column of file ONS.csv) (5.55,4.56,17.82,5.03,5.3,40.28,8.05,27.8,5.85,5.42,14.75,46.13,18.5,4.58, 4.31,9.19,6.61,15.92,96.94,21.63,4.44,4.88,241.74,38592.1,5.24) I

[R] Stepwise regression

2008-12-10 Thread Maithili Shiva
Hi, I have the response variable 'Y' and four predictors say X1, X2, X3 and X4. Assuming all the assmptions like Y follows normal distribution etc. hold and I want to run linear multiple regression. How do I run the stepwise regression (forward as well as the backward regression). From other

[R] Likelihood ratio test using R

2008-11-04 Thread Maithili Shiva
sincerely sorry for raising these many questions? But I am sure there will be many like me who will also be immensely benefited by the replies, I may get pertaining to these questions. Thanking you all in advance, With warm regards Maithili Shiva __ R

[R] Likelihood ratio test using R

2008-11-04 Thread Maithili Shiva
may get pertaining to these questions. Thanking you all in advance, With warm regards Maithili Shiva __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org

[R] Fw: Logistic regresion - Interpreting (SENS) and (SPEC)

2008-10-13 Thread Maithili Shiva
was how do I interpret these absolue values. How does these values help me to find out wheher my model is good. With regards Ms Maithili Shiva Subject: [R] Logistic regresion - Interpreting (SENS) and (SPEC) To: r

[R] Logistic Regression - Interpreting SENS (Sensitivity) and SPEC (Specificity)

2008-10-12 Thread Maithili Shiva
Hi Hi I am working on credit scoring model using logistic regression. I havd main sample of 42500 clentes and based on their status as regards to defaulted / non - defaulted, I have genereted the probability of default. I have a hold out sample of 5000 clients. I have calculated (1) No of

[R] Credit Scoring Model - SPEC (specificity) and SENS (sensitivity)

2008-10-10 Thread Maithili Shiva
Dear R helpers, Hi I am working on credit scoring model using logistic regression. I have main sample of 42500 clentes and based on their status as regards to defaulted / non - defaulted, I have genereted the probability of default. I have a hold out sample of 5000 clients. I have calculated

[R] Logistic regresion - Interpreting (SENS) and (SPEC)

2008-10-09 Thread Maithili Shiva
Hi Hi I am working on credit scoring model using logistic regression. I havd main sample of 42500 clentes and based on their status as regards to defaulted / non - defaulted, I have genereted the probability of default. I have a hold out sample of 5000 clients. I have calculated (1) No of

[R] How to validate model?

2008-10-07 Thread Maithili Shiva
Hi! I am working on scorecard model and I have arrived at the regression equation. I have used logistic regression using R. My question is how do I validate this model? I do have hold out sample of 5000 customers. Please guide me. Problem is I had never used Logistic regression earlier

[R] (no subject)

2008-09-30 Thread Maithili Shiva
Hi. This is my first mail. I am new to R and also to the company where I am employed now. I have Statistics background (i.e. Master of Science). However, it is only now I understand what I learned in text is simply a bookish knowledge and when it comes to actually applying statistics in real

[R] Bias in sample - Logistic Regression

2008-09-30 Thread Maithili Shiva
Hi. This is my first mail. I am new to R and also to the company where I am employed now. I have Statistics background (i.e. Master of Science). However, it is only now I understand what I learned in text is simply a bookish knowledge and when it comes to actually applying statistics in real