[R] Bug in myintegrate in Elliptic package

[Luis Felipe Parra]

Hello,

I was using my integrate today and spend a couple of hours trying to figure
out why I was getting some weird results in my code when using myintegrate
function to do complex integration, after some time decided just to change
the name of the integration dummy variable in the code from 'x' to 'y' and
the code worked perfectly, here is the outpus of what I was using:

   #Find the CDF to find the call prices
   CDF_Merton = function(y,psi_measure){
+ integrand_cdf = function(u_vec,y,psi_measure)
Im(exp(-1i*u_vec*y)*psi_measure(u_vec))/u_vec
+   return(1/2 -
1/pi*Re(myintegrate(integrand_cdf,0,100,y=y,psi_measure=psi_measure)))
+   }
   CDF_Merton(y=0.1,psi_measure=psi)
[1] 0.9368239


   CDF_Merton = function(x,psi_measure){
+ integrand_cdf = function(u_vec,x,psi_measure)
Im(exp(-1i*u_vec*x)*psi_measure(u_vec))/u_vec
+   return(1/2 -
1/pi*Re(myintegrate(integrand_cdf,0,100,x=x,psi_measure=psi_measure)))
+   }
   CDF_Merton(x=0.1,psi_measure=psi)
[1] 59.03344

where you can see that both codes are exactly the same except for the dummy
variable used to integrate, does any body know what might be going on here?

Thanks

Felipe Parra


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[R] Problem with convergence in optim

[Luis Felipe Parra]

Hello to all,

I have been using an optim with the following call:

optim(param_ini,fun_errores2,Precio_mercado=Precio,anos_pagosE2=anos_pagos,control=list(maxit=1,reltol=1e-16))

depending on the intial values I'm getting the same solution but once I get
the convergence message=10 (no convergence) and  for the others I get
convergence message = 0

Solution1:
$par
   beta1   beta2  beta3 lambda
beta1 0.06537061 0.001474821 -0.07592360.5

$e2
[1] 74.84273

$conv
[1] 0

$v
[1] 74.84273

Solution2:
$par
   beta1   beta2  beta3 lambda
1 0.06537061 0.001474822 -0.07592360.5

$e2
[1] 74.84273

$conv
[1] 10

$v
[1] 74.84273

My intuition tells me the correct solution is no convergence. Does anybody
know why this might be happening.

Thank you

Felipe Parra

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Re: [R] Problem with convergence in optim

[Luis Felipe Parra]

Thanks Rui, i already tried changin the reltol, but it didn't change the
outcome


On Wed, May 15, 2013 at 1:32 PM, Rui Barradas ruipbarra...@sapo.pt wrote:

 Hello,

 It's impossible to tell what is happening without the function and the
 values for the other variables (including the initial parameters) but your
 setting of reltol is too small. Try using the default. It's
 sqrt(.Machine$double.eps), about 1e-8, you are using 1e-16.

 Hope this helps,

 Rui Barradas

 Em 15-05-2013 17:02, Luis Felipe Parra escreveu:

 Hello to all,

 I have been using an optim with the following call:

 optim(param_ini,fun_errores2,**Precio_mercado=Precio,anos_**
 pagosE2=anos_pagos,control=**list(maxit=1,reltol=1e-16)**)

 depending on the intial values I'm getting the same solution but once I
 get
 the convergence message=10 (no convergence) and  for the others I get
 convergence message = 0

 Solution1:
 $par
 beta1   beta2  beta3 lambda
 beta1 0.06537061 0.001474821 -0.07592360.5

 $e2
 [1] 74.84273

 $conv
 [1] 0

 $v
 [1] 74.84273

 Solution2:
 $par
 beta1   beta2  beta3 lambda
 1 0.06537061 0.001474822 -0.07592360.5

 $e2
 [1] 74.84273

 $conv
 [1] 10

 $v
 [1] 74.84273

 My intuition tells me the correct solution is no convergence. Does anybody
 know why this might be happening.

 Thank you

 Felipe Parra

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[R] splines package

[Luis Felipe Parra]

Hello all,

I have been working with b-splines and noted that the splines package is
not available in CRAN. Does any body know what happened with it?
Or, is there any package that replaces it?

Thank you

Felipe Parra

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[R] Difference in function arima estimation between 2.11.1 and R 2.12.2

[Luis Felipe Parra]

Hello , I have estimated the following model, a sarima:

p=9
d=1
q=2
P=0
D=1
Q=1
S=12


In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))

Coefficients:
 ar1 ar2  ar3 ar4 ar5 ar6  ar7  ar8
ar9
  0.3152  0.8762  -0.4413  0.0152  0.1500  0.0001  -0.0413  -0.1811
 0.0646
s.e.  0.0865  0.0885   0.1141  0.1181  0.1196  0.1220   0.1120   0.0908
 0.0865
  ma1  ma2 sma1
  -0.0221  -0.9779  -0.7635
s.e.   0.0539   0.0534   0.0834

sigma^2 estimated as 1.965e+17:  log likelihood = -3316.07,  aic = 6658.13


and in In R 2.11.1
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))

Coefficients:
 ar1 ar2  ar3 ar4 ar5ar6  ar7  ar8
ar9
  0.3152  0.8761  -0.4413  0.0153  0.1500  0.000  -0.0413  -0.1810
 0.0646
s.e.  0.0865  0.0885   0.1141  0.1181  0.1196  0.122   0.1120   0.0908
 0.0865
  ma1  ma2 sma1
  -0.0221  -0.9779  -0.7635
s.e.   0.0539   0.0534   0.0834

sigma^2 estimated as 1.965e+17:  log likelihood = -3316.07,  aic = 6658.13

and as you can see in the results some coefficients (for example ar2 and
ar8) are different in the different R versions. does anybody know what might
be going on. Was there any change in the arima function between the two
versions?

Thank you

Felipe Parra

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[R] Different results with arima in R 2.12.2 and R 2.11.1

[Luis Felipe Parra]

Hello , I have estimated the following model, a sarima:

p=9
d=1
q=2
P=0
D=1
Q=1
S=12


In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))

Coefficients:
 ar1 ar2  ar3 ar4 ar5 ar6  ar7  ar8
ar9
  0.3152  0.8762  -0.4413  0.0152  0.1500  0.0001  -0.0413  -0.1811
 0.0646
s.e.  0.0865  0.0885   0.1141  0.1181  0.1196  0.1220   0.1120   0.0908
 0.0865
  ma1  ma2 sma1
  -0.0221  -0.9779  -0.7635
s.e.   0.0539   0.0534   0.0834

sigma^2 estimated as 1.965e+17:  log likelihood = -3316.07,  aic = 6658.13


and in In R 2.11.1
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))

Coefficients:
 ar1 ar2  ar3 ar4 ar5ar6  ar7  ar8
ar9
  0.3152  0.8761  -0.4413  0.0153  0.1500  0.000  -0.0413  -0.1810
 0.0646
s.e.  0.0865  0.0885   0.1141  0.1181  0.1196  0.122   0.1120   0.0908
 0.0865
  ma1  ma2 sma1
  -0.0221  -0.9779  -0.7635
s.e.   0.0539   0.0534   0.0834

sigma^2 estimated as 1.965e+17:  log likelihood = -3316.07,  aic = 6658.13

and as you can see in the results some coefficients (for example ar2 and
ar8) are different in the different R versions. does anybody know what might
be going on. Was there any change in the arima function between the two
versions?

Thank you

Felipe Parra

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Re: [R] Problems installing SJava

[Luis Felipe Parra]

Uggs, as I understand rJava is for calling Java from within R and what I
need is to call R within Java. Am I wrong?

2011/8/17 Uwe Ligges lig...@statistik.tu-dortmund.de

 Are you sure rJava is not fine for you?

 Uwe Ligges


 On 16.08.2011 17:16, Luis Felipe Parra wrote:

 Hello, I am trying to install SJava but I haven't been able to complete it
 successfully. I have tried to install it from bioconductor using the
 followin code and got the following output:

  
 source(http://www.**bioconductor.org/biocLite.Rhttp://www.bioconductor.org/biocLite.R
 )

 BioC_mirror = http://bioconductor.org
 Change using chooseBioCmirror().

 biocLite(SJava)

 Using R version 2.12.2, biocinstall version 2.7.7.
 Installing Bioconductor version 2.7 packages:
 [1] SJava
 Please wait...

 Installing package(s) into ‘C:\Users\Hp\Documents/R/win-**library/2.12’
 (as ‘lib’ is unspecified)
 Mensajes de aviso perdidos
 In getDependencies(pkgs, dependencies, available, lib) :
   package ‘SJava’ is not available


 And I have also tried the instructions: found in
 http://www.omegahat.org/**RSJava/ http://www.omegahat.org/RSJava/.

 cd *$RHOME*/src/library
unzip SJava_0.69-0.zip
cd SJava
./configure.win $RHOME
cd *$RHOME*/src/gnuwin32
make pkg-SJava

 But when I tried the line unzip SJava_0.69-0.zip it tells me the command
 cannot be recognized. If I unzip the file manually and then try the
 line ./configure.win
 $RHOME I get . ccannot be recognized. Does somebody know what might I be
 doing wrong. Or which is an easier way to install this package?

 My computer is on Window 7 professional (32 bits)

 Thank you

 Felipe Parra

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[R] Problems installing SJava

[Luis Felipe Parra]

Hello, I am trying to install SJava but I haven't been able to complete it
successfully. I have tried to install it from bioconductor using the
followin code and got the following output:

 source(http://www.bioconductor.org/biocLite.R;)
BioC_mirror = http://bioconductor.org
Change using chooseBioCmirror().
 biocLite(SJava)
Using R version 2.12.2, biocinstall version 2.7.7.
Installing Bioconductor version 2.7 packages:
[1] SJava
Please wait...

Installing package(s) into ‘C:\Users\Hp\Documents/R/win-library/2.12’
(as ‘lib’ is unspecified)
Mensajes de aviso perdidos
In getDependencies(pkgs, dependencies, available, lib) :
  package ‘SJava’ is not available


And I have also tried the instructions: found in
http://www.omegahat.org/RSJava/.

cd *$RHOME*/src/library
   unzip SJava_0.69-0.zip
   cd SJava
   ./configure.win $RHOME
   cd *$RHOME*/src/gnuwin32
   make pkg-SJava

But when I tried the line unzip SJava_0.69-0.zip it tells me the command
cannot be recognized. If I unzip the file manually and then try the
line ./configure.win
$RHOME I get . ccannot be recognized. Does somebody know what might I be
doing wrong. Or which is an easier way to install this package?

My computer is on Window 7 professional (32 bits)

Thank you

Felipe Parra

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[R] problems with predict in fGarch

[Luis Felipe Parra]

Hello I am trying to use predict from an arma-Garch model (arma(2, 2) +
garch(1, 1)) and I am getting the following error:

Error en arima(x = object@data, order = c(max(u, 1), 0, max(v, 1)), init =
c(ar,  :
  non-stationary AR part from CSS

Does anybody know what can be the reason of this error? The model I have
estimated is the following:

Title:
 GARCH Modelling

Call:
 garchFit(formula = fmla, data = X[, i], trace = F)

Mean and Variance Equation:
 data ~ arma(2, 2) + garch(1, 1)
environment: 060ec530
 [data = X[, i]]

Conditional Distribution:
 norm

Coefficient(s):
 mu  ar1  ar2  ma1  ma2omega
  alpha1beta1
-0.00079014   0.44934211   0.64374977  -0.46541382  -0.23879607   0.00028933
  0.52056245   0.0001

Std. Errors:
 based on Hessian

Error Analysis:
 Estimate  Std. Error  t value Pr(|t|)
mu -7.901e-04   5.649e-04   -1.399  0.16187
ar1 4.493e-01   1.498e-013.000  0.00270 **
ar2 6.437e-01   1.453e-014.429 9.46e-06 ***
ma1-4.654e-01   1.494e-01   -3.115  0.00184 **
ma2-2.388e-01   1.318e-01   -1.812  0.07006 .
omega   2.893e-04   3.899e-057.420 1.17e-13 ***
alpha1  5.206e-01  NA   NA   NA
beta1   1.000e-08  NA   NA   NA
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Log Likelihood:
 297.5401normalized:  2.438853


Thank you

Felipe Parra

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[R] ARIMA simulations

[Luis Felipe Parra]

Hello,

I have estimated an ARIMA model and I would like to make simulations from
this estimated model 1,5 and 10 steps ahead. Does anybody know how to do
this?

Thank You

Felipe Parra

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[R] Problems saving an Object called by get

[Luis Felipe Parra]

Hello. I am trying to save an object which I created using assign as
following:

assign(paste(NombreAlgoritmo,_Portafolio,sep=),PortafolioInicial)
save(get(paste(Algoritmo,_Portafolio,sep=)),file=paste(camino,\\Libreria\\Portafolio\\Port_,NombreAlgoritmo,\\,NombreAlgoritmo,_Portafolio.Rdata,sep=))

but I am getting the following error:

Error in save(get(paste(NombreAlgoritmo, _Portafolio, sep = )), file =
paste(camino,  :
 object 'get(paste(NombreAlgoritmo, _Portafolio, sep = ))' not found

Does anybody know how can this be done?

Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

Re: [R] Problems saving an Object called by get

[Luis Felipe Parra]

Sorry David, I understand what you mean but could you help with how it would
be done more specifically.

Thanks

On Wed, Apr 27, 2011 at 11:27 AM, David Winsemius dwinsem...@comcast.netwrote:


 On Apr 26, 2011, at 7:37 PM, Luis Felipe Parra wrote:

  Hello. I am trying to save an object which I created using assign as
 following:

 assign(paste(NombreAlgoritmo,_Portafolio,sep=),PortafolioInicial)

 save(get(paste(Algoritmo,_Portafolio,sep=)),file=paste(camino,\\Libreria\\Portafolio\\Port_,NombreAlgoritmo,\\,NombreAlgoritmo,_Portafolio.Rdata,sep=))

 but I am getting the following error:

 Error in save(get(paste(NombreAlgoritmo, _Portafolio, sep = )), file =
 paste(camino,  :
 object 'get(paste(NombreAlgoritmo, _Portafolio, sep = ))' not found

 Does anybody know how can this be done?


 You need to save the names rather than the got()-ten objects.


 --
 David Winsemius, MD
 West Hartford, CT



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Re: [R] Matching a vector with a matrix row

[Luis Felipe Parra]

Hello Niels, I am trying to find the rows in Matrix which contain all of the
elements in LHS.

Thank you

Felipe Parra

On Fri, Apr 22, 2011 at 10:30 PM, Niels Richard Hansen 
niels.r.hansen+li...@math.ku.dk wrote:

 Joshua and Luis

 Neither of you is exactly solving the problem as stated, see
 below. Luis, could you clarify if you want rows that are _equal_
 to a vector or rows with entries _contained_ in a vector?

 If

 m - matrix(c(A, B, C, B, A, A), 3, 2)
 LHS - c(A, B)

 then LHS equals the first row only, while

 apply(m, 1, function(x) all(x %in% LHS))
 [1]  TRUE  TRUE FALSE

 finds the rows with entries contained in LHS and

 which(m %in% LHS)
 [1] 1 2 4 5 6

 finds all entries in m that equals an entry in LHS. While
 you can turn the latter into the former, this will have some
 computational costs too. The R-code

 apply(m, 1, function(x) all(x == LHS))
 [1]  TRUE FALSE FALSE

 finds the rows that are equal to LHS.

 - Niels


 On 22/04/11 00.18, Joshua Wiley wrote:

 Hi Felipe,

 Since matrices are just a vector with dimensions, you could easily use
 something like this (which at least on my system, is slightly faster):

 results- which(Matrix %in% LHS)

 I'm not sure this is the fastest technique thought.  It will return a
 vector of the positions in Matrix that match LHS.  You can easily
 convert to row numbers if you want since all columns have the same
 number of rows.

 HTH,

 Josh

 On Thu, Apr 21, 2011 at 8:56 PM, Luis Felipe Parra
 felipe.pa...@quantil.com.co  wrote:

 Hello I am trying to compare a vector with a Matrix's rows.The vector has
 the same length as the number of columns of the matrix, and I would like
 to
 find the row numbers where the matrix's row us the same as the given
 vector.
 What I am doing at the moment is using apply as follows:

 apply(Matrix,1,function(x)all(x%in%LHS))

 but this isn't too fast actually. I would like  to know if any body knows
 an
 efficient (fast) way of doing this? The matrix contains stings (not
 numbers).

 Thank you

 Felipe Parra

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 --
 Niels Richard Hansen Web:   www.math.ku.dk/~richard
 Associate Professor  Email: niels.r.han...@math.ku.dk
 Department of Mathematical Sciences
 nielsrichardhan...@gmail.com
 University of Copenhagen Skype: nielsrichardhansen.dk
 Universitetsparken 5 Phone: +1 510 502 8161
 2100 Copenhagen Ø
 Denmark









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[R] Matching a vector with a matrix row

[Luis Felipe Parra]

Hello I am trying to compare a vector with a Matrix's rows.The vector has
the same length as the number of columns of the matrix, and I would like to
find the row numbers where the matrix's row us the same as the given vector.
What I am doing at the moment is using apply as follows:

apply(Matrix,1,function(x)all(x%in%LHS))

but this isn't too fast actually. I would like  to know if any body knows an
efficient (fast) way of doing this? The matrix contains stings (not
numbers).

Thank you

Felipe Parra

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[R] Memory allocation problem

[Luis Felipe Parra]

Hello, I am runnning  a program on R with a big number of simulations and
I am getting the following error:

Error: no se puede ubicar un vector de tamaño  443.3 Mb

I don't understand why because when I check the memory status in my pc I get
the following:

 memory.size()
[1] 676.3
 memory.size(T)
[1] 1124.69
 memory.limit()
[1] 4000

which should in theory allow to have a vector of size 443.Mb. I am running
it on a pc on windows, 4gb RAM and intel core i7 processor. Does anybody
know what might be going on?

Thank you

Felipe Parra
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[R] predict fGarch doubt

[Luis Felipe Parra]

Hello I am using the predict method in fGarch. I tried to replicate what I
supposed it was doing when I estimated an ARMA(2,2)+GARCH(1,1) by doing:

(temp is my ouput form garchFit)
fit = temp@fit$par
Nobs = length(temp@data)
# Predecir media
  fit[mu]+sum(fit[2:(2+2-1)]*temp@data[length(temp@data):(length(temp@data
)-2+1)]),0)+
sum(fit[(2+2):(2+2+o2-1)]*temp@residuals[length(temp@residuals
):(length(temp@residuals)-2+1)]),0)

and I got -0.005585084 while the output from the predict method gave me
-0.00752829. Does anybody know what might be going on? am I using the wrong
slots in the output?


Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] solveRsocp in fPortfolio

[Luis Felipe Parra]

Hello I am trying to use solveRsocp to optimize a Portfolio maximizing
return. I was checking the code since I would like to solve it for a short
Portfolio and I found this:

# C - Cone Constraints:
C1 - rep(0, nAssets) # xCx
C2 - eqsumW[2, -1]   # sum(x)
C3 - rbind(diag(nAssets), -diag(nAssets) )   # x[i]0

# d - Cone Constraints:
d1 - targetRisk  # xCx = risk
d2 - eqsumW[2, 1]# sum(x) = 1
d3 - c(rep(0, nAssets), rep(-1, nAssets))# x[i]  0

I was wondering if the conditions C3 and d3 aren't forcing the portfolio to
be always a LongOnly portfolio? I tried modifying the code to take out
these conditions and got the following error:

Error en .socp.phase1(f, A, b, N, control) : Phase 1 failed, alpha=0

Does anybody knkow what might be going on? Is there any problem with this
solver for negative weights?

Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] RmetricsTools.R

[Luis Felipe Parra]

Hello I read on the Rmetrics webpage that all the development packages could
be intalled using the following command

 source(RmetricsTools.R)
   install.RmetricsDev([Rmetrics package to be installed]


I would like to know where I could get this RmetricsTools.R . I suppose it
might be somewhere on R-Forge but I haven't been able to find it. Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] Problems reading excel file with RODBC connect

[Luis Felipe Parra]

Hello, I am trying to read an Excel file using RODBC connect (its attached)
using the following code:

  Data-odbcConnectExcel2007('acciones_col.xlsx',readOnly=T,)
  datos-sqlFetch(Data,'Bloomberg')
  odbcClose(Data)

The file contains stock data downloaded from bloomberg, and it contains five
variables per stock (so every five columns there is an empty column) . As
the bloomberg output comes, in the first row there are the stock names (but
in between each stock name there are five empty cells). The second row
contains the variables names (every 5 cells there is an empty cell). From
the third row onwards the actual data appears. The actual file has 473
columns but i am only getting R to read 255.

I know files with to many missings can be troublesome. Is there a way to
tell R how many colums to read? Or does anybody know how can I sort out this
problem.

Thank you

Felipe Parra
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] Installing a Package tar.gz in windows

[Luis Felipe Parra]

Brian and Duncan. Thank you for your help. What I actually am trying to
install is fPortfolioSolver, and symphony is the only package I am missing
in order to be able to complete the installation. Do you know by any chance
what could I do about this?

Thank you
Felipe Parra

On Tue, Mar 29, 2011 at 8:07 PM, Prof Brian Ripley rip...@stats.ox.ac.ukwrote:

 On Tue, 29 Mar 2011, Duncan Murdoch wrote:

  On 11-03-28 6:41 PM, Luis Felipe Parra wrote:

 Duncan I have been trying to work out the solution you gave me but I
 haven't really got to sort it out. I tried first the option with install
 packages and got this:

   filename - file.choose()
   filename
 [1]
 C:\\Users\\Hp\\Documents\\R\\win-library\\2.12\\Rsymphony_0.1-12.tar.gz
   install.packages(filename,  type=source, repos=NULL)
 Installing package(s) into ‘C:\Users\Hp\Documents/R/win-library/2.12’
 (as ‘lib’ is unspecified)
 * installing *source* package 'Rsymphony' ...
 ERROR: configuration failed for package 'Rsymphony'


 This is the important message.  It says Rsymphony can't be installed on
 your system, because you're missing something it needs.  You might get more
 information if you run this on the command line, but basically you need to
 read the system requirements for the package and follow them. The one I see
 when I look at it on CRAN is:

 SYMPHONY for Windows (sources included for other OSes)

 If you don't have that, then you won't be able to install this package on
 Windows.


 And for 32-bit Windows, no one has succeeded in building SYMPHONY with the
 current toolchain.  We did succeed with an earlier toolchain, but as
 SYMPHONY is a C++ API, that is incompatible.

 It is possible to build Rsymphony on 64-bit Windows, using the binary build
 of SYMPHONY at http://www.stats.ox.ac.uk/pub/Rtools/goodies/Win64No_/
 (which needed source modifications).


 Duncan Murdoch


  * removing 'C:/Users/Hp/Documents/R/win-library/2.12/Rsymphony'
 Mensajes de aviso perdidos
 1: running command 'C:\PROGRA~1\R\R-212~1.2/bin/i386/R CMD INSTALL -l
 C:\Users\Hp\Documents/R/win-library/2.12
 C:/Users/Hp/Documents/R/win-library/2.12/Rsymphony_0.1-12.tar.gz' had
 status 1
 2: In install.packages(filename, type = source, repos = NULL) :
   installation of package
 'C:/Users/Hp/Documents/R/win-library/2.12/Rsymphony_0.1-12.tar.gz' had
 non-zero exit status
 
  
 Then about the CMD window I also tried to use it but I cannot get it to
 recognize the command for me. It always tells me R it is an
 unrecognized command. I am new to all this about tar.gz files and
 running commands directly in the CMD windowf, so could you please be
 more specific with me. Thank you

 Felipe Parra


 On Mon, Mar 28, 2011 at 8:47 PM, Duncan Murdoch
 murdoch.dun...@gmail.com mailto:murdoch.dun...@gmail.com wrote:

On 28/03/2011 8:04 AM, Luis Felipe Parra wrote:

Thanks Duncan, I already installed Rtools but I don't know well
how to sort
it out. I tried the command you gave me and got the following
 error:

   install.packages(fPortfolioSolver.tar.gz, type=source,
repos=NULL)
Installing package(s) into
‘C:\Users\Hp\Documents/R/win-library/2.12’
(as ‘lib’ is unspecified)
Aviso: invalid package 'fPortfolioSolver.tar.gz'
Error: ERROR: no packages specified
Mensajes de aviso perdidos
1: running command 'C:\PROGRA~1\R\R-212~1.2/bin/i386/R CMD
INSTALL -l
C:\Users\Hp\Documents/R/win-library/2.12
fPortfolioSolver.tar.gz' had
status 1
2: In install.packages(fPortfolioSolver.tar.gz, type =
source,  :
   installation of package 'fPortfolioSolver.tar.gz' had
non-zero exit status
 

Do you know what might be going on or  where I can find a manual
of how to
use Rtools? Thank you


The likely problem is that you didn't give the full path to the
tar.gz file.  If it is not in the working directory, that
install.packages command will fail.

An easy way to get the path is to use

filename - file.choose()

which brings up a Windows dialog; go search for the file, and its
name will be saved in the filename variable.  Then use
install.packages(filename,  type=source, repos=NULL).

Duncan Murdoch


Felipe Parra
On Mon, Mar 28, 2011 at 7:52 PM, Duncan
Murdochmurdoch.dun...@gmail.com
mailto:murdoch.dun...@gmail.comwrote:

   On 28/03/2011 7:30 AM, Luis Felipe Parra wrote:
 
   Hello I have downloaded the fPortfolioSolver package from
R-forge but I
   have
   not been able to install it. I don't know exactly where I
should place the
   file and which commands to give R. Could somebody please
help me with
   this.
   Thank you
 
 
   A .tar.gz file contains the source for the package, so you
need to process

[R] Problems installing fPortfolioSolver

[Luis Felipe Parra]

Hello. I have been a couple of days trying to install fPortfolioSolver and
have been able to do it. I am getting the following error:

* installing to library 'R:/lib/R/CRAN/2.12'
ERROR: dependency 'Rsymphony' is not available for package 'fPortfolioSolver'
* removing 'R:/lib/R/CRAN/2.12/fPortfolioSolver'
Run time: 0.55 seconds.

which is the same that is in the R-Forge page under patched. I tried to
install Rsymphony without succes. I actually got help form the mailing list
telling me that apparently many people have tried to do this on windows and
haven't been able to. Does anybody know what can I do to be able to use the
package?

thank you

Felipe Parra

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R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[R] Installing a Package tar.gz in windows

[Luis Felipe Parra]

Hello I have downloaded the fPortfolioSolver package from R-forge but I have
not been able to install it. I don't know exactly where I should place the
file and which commands to give R. Could somebody please help me with this.
Thank you

Felipe Parra

[[alternative HTML version deleted]]

__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] Installing a Package tar.gz in windows

[Luis Felipe Parra]

Thanks Duncan, I already installed Rtools but I don't know well how to sort
it out. I tried the command you gave me and got the following error:

 install.packages(fPortfolioSolver.tar.gz, type=source, repos=NULL)
Installing package(s) into ‘C:\Users\Hp\Documents/R/win-library/2.12’
(as ‘lib’ is unspecified)
Aviso: invalid package 'fPortfolioSolver.tar.gz'
Error: ERROR: no packages specified
Mensajes de aviso perdidos
1: running command 'C:\PROGRA~1\R\R-212~1.2/bin/i386/R CMD INSTALL -l
C:\Users\Hp\Documents/R/win-library/2.12   fPortfolioSolver.tar.gz' had
status 1
2: In install.packages(fPortfolioSolver.tar.gz, type = source,  :
  installation of package 'fPortfolioSolver.tar.gz' had non-zero exit status


Do you know what might be going on or  where I can find a manual of how to
use Rtools? Thank you

Felipe Parra
On Mon, Mar 28, 2011 at 7:52 PM, Duncan Murdoch murdoch.dun...@gmail.comwrote:

 On 28/03/2011 7:30 AM, Luis Felipe Parra wrote:

 Hello I have downloaded the fPortfolioSolver package from R-forge but I
 have
 not been able to install it. I don't know exactly where I should place the
 file and which commands to give R. Could somebody please help me with
 this.
 Thank you


 A .tar.gz file contains the source for the package, so you need to process
 it into a binary format to install it.  For simple packages you can do this
 in recent versions of R using

 install.packages(fPortfolioSolver.tar.gz, type=source, repos=NULL)

 but if it contains compiled code, you'll probably need to install tools
 first.  See the R Installation and Administration Manual for full details;
 the tools are downloadable from http://www.murdoch-sutherland.com/Rtools.
  Once the tools are properly installed, the above line should work.

 The other way to do it is from a CMD window (not in R), running

 R CMD INSTALL fPortfolioSolver.tar.gz

 This is equivalent to the R command above, but is sometimes easier to set
 up, because you can easily modify your PATH variable in the CMD window.

 Duncan




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and provide commented, minimal, self-contained, reproducible code.

[R] Problems installing fPortfolioSolver

[Luis Felipe Parra]

Hello, I am trying to install fPortfolioSolver using the following commands
and I am getting the following error:
 filename
[1]
C:\\Users\\Hp\\Documents\\R\\win-library\\2.12\\fPortfolioSolver_271.75.tar.gz

 install.packages(filename,  type=source, repos=NULL)


ERROR: dependencies 'fEcofin', 'RlpSolve', 'RlpSolveAPI', 'Rsymphony',
'Ripop', 'Rdonlp2' are not available for package 'fPortfolioSolver'
* removing 'C:/Users/Hp/Documents/R/win-library/2.12/fPortfolioSolver'
Mensajes de aviso perdidos

Does somebody know what might be going on?

thank you

Felipe Parra

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] Problems installing fPortfolioSolver

[Luis Felipe Parra]

Thank you. The problem is that I tryed to use the repository provided in
R-forge and it didn't work. Do you know by any chance a repository where I
could find this package? thank you

2011/3/28 Uwe Ligges lig...@statistik.tu-dortmund.de



 On 28.03.2011 15:58, Luis Felipe Parra wrote:

 Hello, I am trying to install fPortfolioSolver using the following
 commands
 and I am getting the following error:

 filename

 [1]

 C:\\Users\\Hp\\Documents\\R\\win-library\\2.12\\fPortfolioSolver_271.75.tar.gz


 install.packages(filename,  type=source, repos=NULL)



 ERROR: dependencies 'fEcofin', 'RlpSolve', 'RlpSolveAPI', 'Rsymphony',
 'Ripop', 'Rdonlp2' are not available for package 'fPortfolioSolver'
 * removing 'C:/Users/Hp/Documents/R/win-library/2.12/fPortfolioSolver'
 Mensajes de aviso perdidos

 Does somebody know what might be going on?


 The dependencies are missing and since you are not using a repository that
 provides the otehr dependencies, you will have to install them prior to the
 fPortfolioSolver isntallation.

 Probably easier to use an internet connection with a repository and ask R
 to install from such a complete repository.

 Uwe Ligges




 thank you

 Felipe Parra

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 PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.




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and provide commented, minimal, self-contained, reproducible code.

Re: [R] Installing a Package tar.gz in windows

[Luis Felipe Parra]

Duncan I have been trying to work out the solution you gave me but I haven't
really got to sort it out. I tried first the option with install packages
and got this:

 filename - file.choose()
 filename
[1] C:\\Users\\Hp\\Documents\\R\\win-library\\2.12\\Rsymphony_0.1-12.tar.gz
 install.packages(filename,  type=source, repos=NULL)
Installing package(s) into ‘C:\Users\Hp\Documents/R/win-library/2.12’
(as ‘lib’ is unspecified)
* installing *source* package 'Rsymphony' ...
ERROR: configuration failed for package 'Rsymphony'
* removing 'C:/Users/Hp/Documents/R/win-library/2.12/Rsymphony'
Mensajes de aviso perdidos
1: running command 'C:\PROGRA~1\R\R-212~1.2/bin/i386/R CMD INSTALL -l
C:\Users\Hp\Documents/R/win-library/2.12
C:/Users/Hp/Documents/R/win-library/2.12/Rsymphony_0.1-12.tar.gz' had
status 1
2: In install.packages(filename, type = source, repos = NULL) :
  installation of package
'C:/Users/Hp/Documents/R/win-library/2.12/Rsymphony_0.1-12.tar.gz' had
non-zero exit status


Then about the CMD window I also tried to use it but I cannot get it to
recognize the command for me. It always tells me R it is an unrecognized
command. I am new to all this about tar.gz files and running commands
directly in the CMD windowf, so could you please be more specific with me.
Thank you

Felipe Parra


On Mon, Mar 28, 2011 at 8:47 PM, Duncan Murdoch murdoch.dun...@gmail.comwrote:

 On 28/03/2011 8:04 AM, Luis Felipe Parra wrote:

 Thanks Duncan, I already installed Rtools but I don't know well how to
 sort
 it out. I tried the command you gave me and got the following error:

   install.packages(fPortfolioSolver.tar.gz, type=source, repos=NULL)
 Installing package(s) into ‘C:\Users\Hp\Documents/R/win-library/2.12’
 (as ‘lib’ is unspecified)
 Aviso: invalid package 'fPortfolioSolver.tar.gz'
 Error: ERROR: no packages specified
 Mensajes de aviso perdidos
 1: running command 'C:\PROGRA~1\R\R-212~1.2/bin/i386/R CMD INSTALL -l
 C:\Users\Hp\Documents/R/win-library/2.12   fPortfolioSolver.tar.gz'
 had
 status 1
 2: In install.packages(fPortfolioSolver.tar.gz, type = source,  :
   installation of package 'fPortfolioSolver.tar.gz' had non-zero exit
 status
 

 Do you know what might be going on or  where I can find a manual of how to
 use Rtools? Thank you


 The likely problem is that you didn't give the full path to the tar.gz
 file.  If it is not in the working directory, that install.packages command
 will fail.

 An easy way to get the path is to use

 filename - file.choose()

 which brings up a Windows dialog; go search for the file, and its name will
 be saved in the filename variable.  Then use
 install.packages(filename,  type=source, repos=NULL).

 Duncan Murdoch


  Felipe Parra
 On Mon, Mar 28, 2011 at 7:52 PM, Duncan Murdochmurdoch.dun...@gmail.com
 wrote:

   On 28/03/2011 7:30 AM, Luis Felipe Parra wrote:
 
   Hello I have downloaded the fPortfolioSolver package from R-forge but
 I
   have
   not been able to install it. I don't know exactly where I should place
 the
   file and which commands to give R. Could somebody please help me with
   this.
   Thank you
 
 
   A .tar.gz file contains the source for the package, so you need to
 process
   it into a binary format to install it.  For simple packages you can do
 this
   in recent versions of R using
 
   install.packages(fPortfolioSolver.tar.gz, type=source, repos=NULL)
 
   but if it contains compiled code, you'll probably need to install tools
   first.  See the R Installation and Administration Manual for full
 details;
   the tools are downloadable from
 http://www.murdoch-sutherland.com/Rtools.
Once the tools are properly installed, the above line should work.
 
   The other way to do it is from a CMD window (not in R), running
 
   R CMD INSTALL fPortfolioSolver.tar.gz
 
   This is equivalent to the R command above, but is sometimes easier to
 set
   up, because you can easily modify your PATH variable in the CMD window.
 
   Duncan
 







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and provide commented, minimal, self-contained, reproducible code.

[R] portfolioBacktest in fPortfolio

[Luis Felipe Parra]

Hello. I am trying to use the portfolio backtesting function in fPortfolio
package, but I don't now why in my version of fPortfolio I don't have either
the portfolioBactest nor the portfolioBacktesting functions. Does anybody
knows what might be going on?

thank you

Felipe Parra

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[R] Problems with predict in fGarch

[Luis Felipe Parra]

Hello.  I am using fGarch to estimate the following model:


Call:
 garchFit(formula = fmla, data = X[, i], trace = F)
Mean and Variance Equation:
 data ~ arma(1, 1) + garch(1, 1)

Conditional Distribution:
 norm
Coefficient(s):
  mu   ar1   ma1 omegaalpha1 beta1
-0.94934   1.0  -0.23211  54.06402   0.45709   0.61738
Std. Errors:
 based on Hessian
Error Analysis:
Estimate  Std. Error  t value Pr(|t|)
mu -0.949336   11.600072   -0.082  0.93477
ar1 1.000.005947  168.139   2e-16 ***
ma1-0.2321110.068638   -3.382  0.00072 ***
omega  54.064022   16.5787353.261  0.00111 **
alpha1  0.4570870.0931254.908 9.19e-07 ***
beta1   0.6173780.044561   13.855   2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1


when I use predict I am getting the following error:

Error en optim(init[mask], armafn, method = optim.method, hessian = TRUE,  :
  non-finite finite-difference value [1]


does anybody know what might be going on?

Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] trunc function

[Luis Felipe Parra]

Hello. I would like to know if there exists in R a function like trunc but
where i can choose how many decimal places can I stay with in the number I
have (sort of the same as the trunc function in excel). I would like, for
example if I have the number 0.974678 and I choose to stay with 3 decimal
places to have as ouput 0.974.

Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] Problems with a function warning

[Luis Felipe Parra]

Hello. I have the following funtion:

fechasEntrega = function(FechasEntrega,fecha){
  if(length(which(FechasEntregafecha))0){
tkmessageBox(title = Error en Fecha de Valoracion,message=Hay una
fecha de entrega anterior a la fecha de valoracion. Todas las fechas de
entrega deben ser posteriores a la fecha de valoración para el correcto
funcionamiento del programa., icon=error, type=ok)
stop(Hay una fecha de entrega anterior a la fecha de valoracion.
Todas las fechas de entrega deben ser \n posteriores a la fecha de
valoración para el correcto funcionamiento del programa.)
  }
}

which has two entries. The first one is a vector of dates and the second one
is a date. It  verifies a condition and gives a warning and an error message
in the R gui if the condition is satisfied. I am having trouble because I
have two run the function twice before the warning or the error message
appear. I dont know why if I just run the function once none of them appear.
Does any body know what can be going on?

Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] Difference in numeric Dates between Excel and R

[Luis Felipe Parra]

Hello. I am using some dates I read in excel in R. I know the excel origin
is supposed to be 1900-1-1. But when I used as.Date with origin=1900-1-1 the
dates that R reported me where two days ahead than the ones I read from
Excel. I noticed that when I did in R the following:

 as.Date(2011-3-4)-as.Date(1900-1-1)
Time difference of 40604 days

but if I do the same operation in Excel the answer is 40605. Does anybody
know what can be going on?

Thank you
Felipe Parra

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[R] Transforming list into an array

[Luis Felipe Parra]

Hello. I have the following object which is a list of length NumSim with
each entry being a matrix of dimensions Ncurvas x 3:

 dW =
replicate(NumSim,cbind(rnorm(Ncurvas),rnorm(Ncurvas),rnorm(Ncurvas)),simplify=F)

I would like to transform it into an array of dimension Ncurvas x 3 x
NumSim. Does anybody does how to do this? or how to generate directly and
array composed of independent random nomrmal numbers of dimensions Ncurvas x
3 x NumSim.

Thank you

Felipe Parra

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[R] Nested logit

[Luis Felipe Parra]

Hello. Does anybody know how to estimate nested logit models in R? I know
that the package mlogit does it, but It doesn´t report the logsum
parameters. I would like to have the logsum parameters, and the elasticites
if possible.

Thank you

Felipe Parra

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[R] Stopping between multiple graphs

[Luis Felipe Parra]

Hello. I would like to know if there is a command for stopping between
multiple grpahs. I have a for in which I create a graph in each iteration. I
would like R to wait for a click or an enter to pass to the next graph. Does
anybody know how can this be done. Thank you

Felipe Parra

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[R] Problems plotting the efficient frontier with fPortfolio

[Luis Felipe Parra]

Hello, I have some simulations of financial data, I have 17 variables
simulated 1000 times to three horizons. I am tring to plot the efficient
frontier which I already obtained  using th fPortfolio package. I am using
the following commands:

Data=timeSeries(X[1,,])
lppSpec - portfolioSpec()
longFrontier - portfolioFrontier(Data, lppSpec)
plot(longFrontier)
Selección: 1
Error en dimnames(x) - dn :
  la longitud de 'dimnames' [1] no es igual a la extensión del arreglo
 tailoredFrontierPlot(object = longFrontier, mText = MV Portfolio -
LongOnlyConstraints,risk = Cov)
Error en dimnames(x) - dn :
  la longitud de 'dimnames' [1] no es igual a la extensión del arreglo

and getting the error that appears. I also tried to do the same with the
same data changing the solver to solveRshortExact and using the Short
constraints and got the same error. Does anybody know what might be going
on? Thank you

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[R] Defining and objective function in fPortfolio package

[Luis Felipe Parra]

Hello I am using the fPortfolio package and I see there is the option in the
model slot objRisk which permits the user to define its own objective
function. I have the ebook Portfolio Optimization with Rmetrics and there it
says examples on this option are on the advanced version of the book, which
I looked on the Rmetrics webpage and apparently it doesn't exist yet. Does
anybody have an example or knows where can I find an example of the usage of
this option? How can I define my own objective function to optimize?

Thank you

Felipe Parra

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[R] Defining an objective function in fPortfolio

[Luis Felipe Parra]

Hello I am using the fPortfolio package and I see there is the option in the
model slot objRisk which permits the user to define its own objective
function. I have the ebook Portfolio Optimization with Rmetrics and there it
says examples on this option are on the advanced version of the book, which
I looked on the Rmetrics webpage and apparently it doesn't exist yet. Does
anybody have an example or knows where can I find an example of the usage of
this option. How can I define my own objective function to optimize? Thank
you

Felipe Parra*
*

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[R] Numbers in a string

[Luis Felipe Parra]

Hello, I have stings which have all sort of characters (numbers, letters,
punctuation marks, etc) I would like to stay only with the numbers in them,
does somebody know how to do this?

Thank you

Felipe Parra

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[R] Replacing a period in a string

[Luis Felipe Parra]

Hello I have a sting of the form 12.084.547,17 which I would like R to
understand as a number which has , as the decimal separator, does anybody
know how to do this?

thank you

Felipe Parra

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[R] Changing the day of the month in a date

[Luis Felipe Parra]

Hello, I want to change the day of the month in a date object. What I am
doing at the moment is:

x=as.POSIXlt(x)
x$mday=13
x=as.Date(x)

Does anybody know if there is a more natural (eficient) way to do this

Thank you

Felipe Parra

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[R] Rexcel

[Luis Felipe Parra]

Hello I am new to RExcel and I would like to run a source code form the
excel worksheet. I would like to run the following code

source(C:\\Quantil Aplicativos\\Genercauca\\BackwardSelectionNC.r)

from the excel wroksheet. Does anybody know how to do this?

Thank you

Felipe Parra

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[R] Rexcel

[Luis Felipe Parra]

Hello, I am trying to use RExcel and I would like to know if it is possible
to use in excel the following function I made for R

Pron = function(path=C:\\Quantil Aplicativos\\Genercauca\\V5\\){
library(timeSeries)
library(maSigPro)
### CARGAR FUNCIONES
source(paste(path,\\fUtilidades\\BackwardSelectionNC.r,sepfile://futilidades//BackwardSelectionNC.r%22,sep
=))
source(paste(path,\\fUtilidades\\CriteriosDeComparacion.r,sepfile://futilidades//CriteriosDeComparacion.r%22,sep
=))
dataTSORG-read.csv('entrada.csv', header = TRUE, sep = ,, quote=\,
dec=.,fill = TRUE, comment.char=)
dataTSORG = ts(dataTSORG, start=c(1950,1), frequency=12)
dataTSORG = as.timeSeries(dataTSORG)
X = prcomp(dataTSORG[,2:40])$x
return(X)
}

Does somebody know if its possible? and if so how can I do it?

Thank you

Felipe Parra

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[R] Making a line in a legend shorter

[Luis Felipe Parra]

Hello, I am putting a legend with lines in a line plot and I would like to
make the lines in the legend shorter. Does anybody knows how to do this?

Thank you

Felipe Parra

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[R] portfolioConstraints

[Luis Felipe Parra]

Hello, I am trying to use portfolioConstraints from the fPortfolio package
and y would like to write a constraint of the form

t(w)*A=z

where w is the weight vector I am optimizing on, A is another vector and a
is a scalar (which can take zero value). Does somebody know how to setup
this constraint?

thank you

Felipe Parra

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[R] non linear constraints for a portfolio in fPortfolio package

[Luis Felipe Parra]

Hello, I would like to setup a non-linear constraint for a portfolio using
the portfolioConstraint function. Does somebody now how to do this? thank
you

Felipe Parra

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[R] mgui

[Luis Felipe Parra]

Hello I am using the mgui function in the following way:

mgui ( graf_cuenta_margen_interfaz,title=c(Gráficas,Histogramas
valoración (No lineal) Cuenta de
Margen),exec=Graficar,argText=list(fecha_adelante=Fecha
adelante),closeOnExec=TRUE,output=NULL,,helps=list(fecha_adelante=paste(La
valoración de cuantos días adelante se desea graficar. Las opciones son los
días que se hayan escogido en las
simulacion:,guiGetSafe(horizontes_text

if you notice for the help I am making a string which uses a variable that I
can modify

helps=list(fecha_adelante=paste(La valoración de cuantos días adelante se
desea graficar. Las opciones son los días que se hayan escogido en las
simulacion:,guiGetSafe(horizontes_text)))

The problem is when I modify this variable if I have already used this
option in my program when I use it again the variable seems not be
actualized even though if I call it on the R console using
guiGetSafe(horizontes_text) I can see the change. If for example I change
the without using this option in my program before the changes DO appear.
And if I want the change in my variable to appear in the program having used
the option before I have to close it and open it again.

Does anybody know how can I have the changes in my variable incorporated in
the program eventhough I have used the option before without opening and
closing it again?.

Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] Problems with mgui

[Luis Felipe Parra]

Hello I am using the mgui function in the following way:

mgui ( graf_cuenta_margen_interfaz,title=c(Gráficas,Histogramas
valoración (No lineal) Cuenta de
Margen),exec=Graficar,argText=list(fecha_adelante=Fecha
adelante),closeOnExec=TRUE,output=NULL,,helps=list(fecha_adelante=paste(La
valoración de cuantos días adelante se desea graficar. Las opciones son los
días que se hayan escogido en las
simulacion:,guiGetSafe(horizontes_text

if you notice for the help I am making a string which uses a variable that I
can modify

helps=list(fecha_adelante=paste(La valoración de cuantos días adelante se
desea graficar. Las opciones son los días que se hayan escogido en las
simulacion:,guiGetSafe(horizontes_text)))

The problem is when I modify this variable if I have already used this
option in my program when I use it again the variable seems not be
actualized even though if I call it on the R console using
guiGetSafe(horizontes_text) I can see the change. If for example I change
the without using this option in my program before the changes DO appear.
And if I want the change in my variable to appear in the program having used
the option before I have to close it and open it again.

Does anybody know how can I have the changes in my variable incorporated in
the program eventhough I have used the option before without opening and
closing it again?.

Thank you

Felipe Parra

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[R] Problems creating an xts object

[Luis Felipe Parra]

Hello I am trying to create an xts object from a data frame that has numeric
and string variables. when I create the object all my variables are
converted to string, this is my original data frame:

 head(DatosF)
  FECHA CIERRE HORA DE CIERRE SESION/RUEDA PLAZO (De regreso para SIML,
Repos e INTB)  INSTRUMENTO TASA/ PRECIO TASA/ PRECIO EQUIV# VR# NOMINAL
CONTRAVALOR
1 20090803 080943
CONH  0 TFIT06140514
103.558   8.301   5e+09  5280535000
2 20090803 080944
CONH  0 TFIT06140514
103.562   8.300   2e+09  2112294000
3 20090803 081108
CONH  0 TUVT06200313
103.948   4.050   2e+07  3957262935
4 20090803 082116
CONH  0 TFIT05241110
103.488   4.663   5e+09  5433305000
5 20090803 082116
CONH  0 TFIT05241110
103.488   4.663   5e+09  5433305000
6 20090803 082116
CONH  0 TFIT05241110
103.489   4.662   5e+09  5433355000

 and this is what I am getting:

 head(XX)
FECHA CIERRE HORA DE CIERRE SESION/RUEDA PLAZO (De
regreso para SIML, Repos e INTB) INSTRUMENTO
2009-08-03 08:09:43 20090803   080943   CONH   
0   TFIT06140514 103.558
8.301
2009-08-03 08:09:44 20090803   080944   CONH   
0   TFIT06140514 103.562
8.300
2009-08-03 08:11:08 20090803   081108   CONH   
0   TUVT06200313 103.948
4.050
2009-08-03 08:21:16 20090803   082116   CONH   
0   TFIT05241110 103.488
4.663
2009-08-03 08:21:16 20090803   082116   CONH   
0   TFIT05241110 103.488
4.663
2009-08-03 08:21:16 20090803   082116   CONH   
0   TFIT05241110 103.489
4.662

Does anybody know what can be happening?

thank you

Felipe Parra

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[R] boxplot

[Luis Felipe Parra]

Hello, does somebody know in a boxplot, what does each element in the
boxplot represent?

1. lines at the extremes of the dotted lines?
2. Extremes of the boxes
3. Black line in the middle of the box?
4. notches?

Thank you

Felipe Parra

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[R] Problem with unlist

[Luis Felipe Parra]

Hello I want to unlist the attached element getting only the first element
in each element of the list. The last element of the list looks as this:

[[5065]]
[[5065]]$Pluv3Meses
[1] 274.4
[[5065]]$PluvMesesMedio
[1] 378.2667
[[5065]]$Pluv2UltimosMeses
[1] 23.3

So I would like to get for each element of the list the element called
Pluv3Meses. The whole list has 5065 elements but when I try to unlist it I
am getting 5081 elements I don't know why:

 length(unlist(sapply(SumaPluvi,[,1)))
[1] 5081

Does anybody know what can be happening?

Thank You

Felipe Parra
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Re: [R] Problem with unlist

[Luis Felipe Parra]

Henrik, thank you for your help, but I tried your code, and this is what I
get

 x - lapply(SumaPluvi, FUN=[, 1);
 n - sapply(x, FUN=length);
 print(table(n));
n
   1
5065
 print(which(n != 1));
integer(0)
 length(unlist(lapply(SumaPluvi, FUN=[, 1)))
[1] 5081


apparently the problem is still there if I use lapply, I dont now why, but
when I unlist it the number of elements changes from 5065 to 5084 if there
is no list element with length greater than one. Do you know what can be
happening?

Thank you

Felipe Parra



On Mon, Sep 27, 2010 at 8:05 AM, Henrik Bengtsson h...@stat.berkeley.eduwrote:

 x - lapply(SumaPluvi, FUN=[, 1);
 n - sapply(x, FUN=length);
 print(table(n));
 print(which(n != 1));

 My $.02

 /H

 On Sun, Sep 26, 2010 at 4:12 PM, Luis Felipe Parra
 felipe.pa...@quantil.com.co wrote:
   Hello I want to unlist the attached element getting only the first
 element
  in each element of the list. The last element of the list looks as this:
 
  [[5065]]
  [[5065]]$Pluv3Meses
  [1] 274.4
  [[5065]]$PluvMesesMedio
  [1] 378.2667
  [[5065]]$Pluv2UltimosMeses
  [1] 23.3
 
  So I would like to get for each element of the list the element called
  Pluv3Meses. The whole list has 5065 elements but when I try to unlist it
 I
  am getting 5081 elements I don't know why:
 
  length(unlist(sapply(SumaPluvi,[,1)))
  [1] 5081
 
  Does anybody know what can be happening?
 
  Thank You
 
  Felipe Parra
 
   __
  R-help@r-project.org mailing list
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  PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.htmlhttp://www.r-project.org/posting-guide.html
  and provide commented, minimal, self-contained, reproducible code.
 
 

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[R] Problem with unlist

[Luis Felipe Parra]

 Hello, I am trying to unlist a list, which is attached, and I am having the
problem that when I unlist it the number of elements changes from 5065 to
5084

  x - lapply(SumaPluvi, FUN=[, 1);
 n - sapply(x, FUN=length);
 print(table(n));
n
   1
5065
 print(which(n != 1));
integer(0)
 length(unlist(lapply(SumaPluvi, FUN=[, 1)))
[1] 5081


I dont now why, but when I unlist it the number of elements changes from
5065 to 5084 even if there is no list element with length greater than one.
Do you know what can be happening?

Thank you

Felipe Parra



On Mon, Sep 27, 2010 at 8:05 AM, Henrik Bengtsson h...@stat.berkeley.eduwrote:

 x - lapply(SumaPluvi, FUN=[, 1);
 n - sapply(x, FUN=length);
 print(table(n));
 print(which(n != 1));

 My $.02

 /H

 On Sun, Sep 26, 2010 at 4:12 PM, Luis Felipe Parra
 felipe.pa...@quantil.com.co wrote:
   Hello I want to unlist the attached element getting only the first
 element
  in each element of the list. The last element of the list looks as this:
 
  [[5065]]
  [[5065]]$Pluv3Meses
  [1] 274.4
  [[5065]]$PluvMesesMedio
  [1] 378.2667
  [[5065]]$Pluv2UltimosMeses
  [1] 23.3
 
  So I would like to get for each element of the list the element called
  Pluv3Meses. The whole list has 5065 elements but when I try to unlist it
 I
  am getting 5081 elements I don't know why:
 
  length(unlist(sapply(SumaPluvi,[,1)))
  [1] 5081
 
  Does anybody know what can be happening?
 
  Thank You
 
  Felipe Parra
 
   __
  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/posting-guide.htmlhttp://www.r-project.org/posting-guide.html
  and provide commented, minimal, self-contained, reproducible code.
 
 

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[R] Problems creating a Panel

[Luis Felipe Parra]

Hello, I am trying to create a panel with the attached data frame. using the
following code:

 PanelRio =  DataRiopaila[which(duplicated(DataRiopaila$SEC_STE)==T),]
 PanelRio=plm.data(PanelRio,index=c(SEC_STE,FechaSiembra))
series
Pluv3Meses,PluvMes4al10,Pluv2UltimosMeses,Rad3Meses,RadMes4al10,Rad2UltimosMeses
are NA and have been removed

It tells me it removes couple of series because they are NA, and I don't
understand why because if I do:

 PanelRio =  DataRiopaila[which(duplicated(DataRiopaila$SEC_STE)==T),]
 length(which(is.na(PanelRio[,Pluv3Meses])==T))
[1] 474
 nrow(PanelRio)
[1] 4129

which means there are still around 3500 entries which aren't NA. Does
anybody what can be going on?

Thank you

Felipe Parra
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[R] 3d graph surface

[Luis Felipe Parra]

Hello I have and 11 by 2 by 1200 matrix from which I would like to make a
surface graph. the first element of the first column represents the date,
which means I've got 1200 dates. I would like to graph the 11 elements of
the second column for each date. Does anybody know how can I do this?
attached I'm sending the matrix, its called MCurvaCOP, thank you

Felipe Parra
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[R] Managing list elements

[Luis Felipe Parra]

Hello, I have two lists with the same number of elements

 tail(LHS)
[[1]]
[1] antecedentes.factor_riesgo=17 antecedentes.estado=1
antecedentes.medio=4  tarjetas_flagrancia.adquiriente2=
[[2]]
[1] antecedentes.riesgo=1 antecedentes.estado=1
antecedentes.medio=4  tarjetas_flagrancia.adquiriente2=
[[3]]
[1] resultado_investig.pto_comp=N antecedentes.riesgo=1
antecedentes.factor_riesgo=17 antecedentes.medio=4
[[4]]
[1] resultado_investig.pto_comp=N antecedentes.riesgo=1
antecedentes.factor_riesgo=17 tarjetas_flagrancia.adquiriente2=
[[5]]
[1] resultado_investig.pto_comp=N antecedentes.factor_riesgo=17
antecedentes.medio=4  tarjetas_flagrancia.adquiriente2=
[[6]]
[1] resultado_investig.pto_comp=N antecedentes.riesgo=1
antecedentes.medio=4  tarjetas_flagrancia.adquiriente2=
 tail(RHS)
[[1]]
[1] antecedentes.riesgo=1
[[2]]
[1] antecedentes.factor_riesgo=17
[[3]]
[1] tarjetas_flagrancia.adquiriente2=
[[4]]
[1] antecedentes.medio=4
[[5]]
[1] antecedentes.riesgo=1
[[6]]
[1] antecedentes.factor_riesgo=17



I would like to create a new list from this two which would have in every
list entry one entry with the corresponding elements from LHS and another
entry with the corresponding element from RHS (LHS doesn't always have three
4 elements per entry). Do you know how can I do this? Thank you

Felipe Parra

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[R] rules-class

[Luis Felipe Parra]

Hellos I have a rules-class element which I got from the apriori function in
the arules package, no I would like to stay just with a subset of the rules.
Does anybody know how can I create an object which has only the subset
corresponding from some indices I give him. For example if I have the
followint rules-class object:

   lhs
rhs   support confidence  lift
1  {}  =
{tarjetas_flagrancia.adquiriente2=} 0.9960369  0.9960369 1.000
2  {datafono.marca5=}  =
{tarjetas_flagrancia.adquiriente2=} 0.8049805  0.9984959 1.0024688
3  {Target=1}  =
{resultado_investig.pto_comp=N} 0.8134982  0.9991282 1.0427348
4  {Target=1}  =
{tarjetas_flagrancia.adquiriente2=} 0.8106589  0.9956411 0.9996026
5  {antecedentes.estado=1} =
{antecedentes.medio=4}  0.8420383  1.000 1.1392183
6  {antecedentes.estado=1} =
{tarjetas_flagrancia.adquiriente2=} 0.8382231  0.9954691 0.9994299
7  {antecedentes.factor_riesgo=17} =
{antecedentes.riesgo=1} 0.8507926  1.000 1.1750886
8  {antecedentes.riesgo=1} =
{antecedentes.factor_riesgo=17} 0.8507926  0.9997567 1.1750886
I would like my result to be the following rule-class object if I choose to
stay with the third and eigth rules

   lhs
rhs   support confidence  lift

3  {Target=1}  =
{resultado_investig.pto_comp=N} 0.8134982  0.9991282 1.0427348
8  {antecedentes.riesgo=1} =
{antecedentes.factor_riesgo=17} 0.8507926  0.9997567 1.1750886

Thank You

Felipe Parra

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[R] POSIXlt objects

[Luis Felipe Parra]

Hello I am using POSIXlt date format and I am having the following problem,
I've got two dates called FechaIni and FechaFin, one in 2008 and the other
in 2009 but when I do FechaIni$year and FechaFin$year to call the year I am
getting the smae year for both.

 FechaIni
[1] 2008-11-13 UTC
 FechaFin
[1] 2009-06-13 UTC
 FechaFin$year
[1] 108
 FechaIni$year
[1] 108
does somebody know what is happening? how can I solve this if I need two
compare just the years of two dates? Thank you

Felipe Parra

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[R] Problems with apply

[Luis Felipe Parra]

Hello I am tryin to use the apply functions with two data frames I've got
and I am getting the following error message

Error en HistRio$SecSte : $ operator is invalid for atomic vectors

 I don't understand why. when I use the apply I am doing:

PromP - function(HistRio,AnaQuim){
xx - c(0,0,0)
if(length(which(AnaQuim$SecSte==HistRio$SecSte))0){ xx[1]-1 }
if(length(which(as.Date(AnaQuim$AÑO1)=as.Date(HistRio$FinCorte)))0){ xx[2]
- 1}
if( length(which(as.Date(AnaQuim$AÑO1)=as.Date(HistRio$FechaSiembra)))0){
xx[3]-1 }
if( length(which(as.Date(AnaQuim$AÑO1)=as.Date(HistRio$FechaSiembra)))0 
length(which(as.Date(AnaQuim$AÑO1)=as.Date(HistRio$FinCorte)))0 ){ xx[4]
- 2}
return(xx)
}
zz- apply(HistRio,1,PromP,AnaQuim)
and if I do exactly the same with a for

xx - matrix(0,nrow(HistRio),4)
for(i in 1:nrow(HistRio)){
if(length(which(AnaQuim$SecSte==HistRio$SecSte[i]))0){ xx[1]-1 }
if(length(which(as.Date(AnaQuim$AÑO1)=as.Date(HistRio$FinCorte[i])))0){
xx[2] - 1}
if(
length(which(as.Date(AnaQuim$AÑO1)=as.Date(HistRio$FechaSiembra[i])))0){
xx[3]-1 }
if( length(which(as.Date(AnaQuim$AÑO1)=as.Date(HistRio$FechaSiembra[i])))0
 length(which(as.Date(AnaQuim$AÑO1)=as.Date(HistRio$FinCorte[i])))0 ){
xx[4] - 2}
}

I get no error message. Attached is the data I am using. Any idea of why
this is happening?

Thank you

Felipe Parra
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[R] Predict VAR

[Luis Felipe Parra]

Hello, I am using the predict function for VAR in r obtaining the following
object for the predictions with the following command

PronFac - predict(VARFactores,n.ahead=1)

 PronFactores$fcst
$PC1
 fcst  lower  upper   CI
PC1.fcst 2.284497 -0.8033048 5.3723 3.087802
$PC2
  fcst lowerupper   CI
PC2.fcst -0.938333 -4.346927 2.470261 3.408594
$PC3
  fcst lowerupper   CI
PC3.fcst -1.035569 -4.282719 2.211582 3.247151
$PC4
   fcst lowerupper   CI
PC4.fcst -0.7063035 -4.027811 2.615204 3.321507
$PC5
  fcst lowerupper   CI
PC5.fcst 0.3664593 -1.689041 2.421959 2.055500


I would like to take the fcst object from each of the list elements and
assign it to a vector, do you know how can I do this in an efficient way
without having to go trough all the list with a for? At the moment I am
doing it the following way for(i in
1:NumFac){PronFactores[i,]-PronFac$fcst[[i]][1] } but I would like to know
if there is a commmand to acces to vectors of forecasts without the
confidence intervals. Does anybody know how to do this?

Thank you

Felipe Parra

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[R] predict

[Luis Felipe Parra]

Hello I am creating a linear model with the command

net5 = lm( X[,1] ~ PrinComp[,1:5]) where my vector PrinComp looks like this

 head(PrinComp[,1:5])
   PC1 PC2PC3PC4PC5
[1,] 1.8626055 -3.34190998 -0.5448889  2.8296751  0.3994096
[2,] 3.1124144 -1.68113572  1.7187314 -2.0162583 -0.2935675
[3,] 3.3538049 -0.05471002 -2.9385065  0.6921495 -2.2743761
[4,] 2.349  1.46433537  3.2600091  0.5121311 -2.2212727
[5,] 1.4467501  2.64829347 -2.4559811 -2.4745585 -2.3537081
[6,] 0.1575151  3.35242794  1.9367978  3.0293779 -1.4176263
now I am trying to use the predict command like this

y=predict(net5, newdata=data.frame(PrinCompPredict)[,1:5])  where

 data.frame(PrinCompPredict)[,1:5]
   PC1  PC2  PC3   PC4  PC5
1 6.473546 7.529725 1.192588 0.1401967 10.81945

and I am getting the following error message,
Mensajes de aviso perdidos
'newdata' had 1 rows but variable(s) found have 164 rows

Does anybody know what can be wrong with this? thank you

Felipe Parra

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[R] Calling a list element

[Luis Felipe Parra]

Hello, i have the following list
strsplit(as.character(Elecciones$Municipios),\\.)
[[1]]
[1] ANTIOQUIA ABEJORRAL
[[2]]
[1] METAACACIAS
[[3]]
[1] CASANARE AGUAZUL
[[4]]
and I would like to make a vector of the first element of each of the list
items, in this case ANTIOQUIA, META, CASANARE, etc . Do you know how can I
do this?

Thank you

Felipe Parra

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[R] maSigPro

[Luis Felipe Parra]

Hello, I am using the maSigPro package to use the two.ways.stepback command,
this command performs backward selection, I would like it to do it wtihout
an intercept in the regression, do you know how can I do this, or how can I
see the packages code or scripts in order to be able to modify it?

thank you

Felipe Parra

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[R] step function

[Luis Felipe Parra]

Hello I am using the step function in order to do backward selection for a
linear model of 52 variables with the following commands:

object-lm(vars[,1] ~ (vars[,2:(ncol(predictors)+1)]-1))
BackS-step(object,direction=backward)

but it isn't dropping any if the variables in the model, but there are lots
of not significant variables as you can see here

 object-lm(vars[,1] ~ (vars[,2:(ncol(predictors)+1)]-1))
 summary(object)
Call:
lm(formula = vars[, 1] ~ (vars[, 2:(ncol(predictors) + 1)] -
1))
Residuals:
 Min   1Q   Median   3Q  Max
-0.56388 -0.10762 -0.01433  0.08495  0.82477
Coefficients:
   Estimate Std.
Error t value Pr(|t|)
vars[, 2:(ncol(predictors) + 1)]SS.1   0.028772
0.025458   1.130 0.260896
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[1]  -0.308076
0.096243  -3.201 0.001795 **
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[2]   0.130134
0.101734   1.279 0.203559
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[3]   0.014345
0.106282   0.135 0.892887
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[4]  -0.175958
0.107097  -1.643 0.103268
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[5]   0.016270
0.106081   0.153 0.878391
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[6]  -0.089018
0.091132  -0.977 0.330834
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[7]  -0.270550
0.075537  -3.582 0.000512 ***
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[8]  -0.106691
0.074448  -1.433 0.154694
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[9]   0.118962
0.076886   1.547 0.124699
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[10] -0.055112
0.076225  -0.723 0.471218
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[11] -0.135113
0.076307  -1.771 0.079415 .
vars[, 2:(ncol(predictors) + 1)]Precio.Promedio.Bolsa[12]  0.082478
0.075130   1.098 0.274707
vars[, 2:(ncol(predictors) + 1)]Anomalia[0]0.123054
0.213980   0.575 0.566426
vars[, 2:(ncol(predictors) + 1)]Anomalia[1]0.078511
0.507544   0.155 0.877353
vars[, 2:(ncol(predictors) + 1)]Anomalia[2]   -0.399726
0.581594  -0.687 0.493357
vars[, 2:(ncol(predictors) + 1)]Anomalia[3]   -0.002103
0.583109  -0.004 0.997129
vars[, 2:(ncol(predictors) + 1)]Anomalia[4]0.596937
0.678115   0.880 0.380640
vars[, 2:(ncol(predictors) + 1)]Anomalia[5]   -0.547555
0.710687  -0.770 0.442695
vars[, 2:(ncol(predictors) + 1)]Anomalia[6]   -0.142452
0.678536  -0.210 0.834106
vars[, 2:(ncol(predictors) + 1)]Anomalia[7]0.506431
0.692960   0.731 0.466455
vars[, 2:(ncol(predictors) + 1)]Anomalia[8]   -0.117177
0.662596  -0.177 0.859958
vars[, 2:(ncol(predictors) + 1)]Anomalia[9]   -0.550570
0.563421  -0.977 0.330638
vars[, 2:(ncol(predictors) + 1)]Anomalia[10]   0.799499
0.555007   1.441 0.152587
vars[, 2:(ncol(predictors) + 1)]Anomalia[11]  -0.577416
0.504046  -1.146 0.254485
vars[, 2:(ncol(predictors) + 1)]Anomalia[12]   0.204479
0.221030   0.925 0.356948
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[0]   -0.572351
1.303885  -0.439 0.661561
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[1]0.270387
1.715912   0.158 0.875082
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[2]1.939207
1.806931   1.073 0.285549
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[3]1.501964
1.779253   0.844 0.400432
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[4]1.292790
1.759802   0.735 0.464147
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[5]1.197978
1.760600   0.680 0.497670
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[6]0.338068
1.720709   0.196 0.844608
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[7]   -2.197186
1.616212  -1.359 0.176805
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[8]   -2.050263
1.542936  -1.329 0.186687
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[9]   -0.103823
1.541956  -0.067 0.946441
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[10]   0.349220
1.545823   0.226 0.821693
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[11]  -0.654607
1.476141  -0.443 0.658313
vars[, 2:(ncol(predictors) + 1)]demanda.nacional[12]  -0.254144
1.193506  -0.213 0.831772
vars[, 2:(ncol(predictors) + 1)]Nivel.Embalse[0]  -1.500119
0.428395  -3.502 0.000671 ***
vars[, 2:(ncol(predictors) + 1)]Nivel.Embalse[1]  -1.058775
0.475011  -2.229 0.027869 *
vars[, 2:(ncol(predictors) + 1)]Nivel.Embalse[2]   0.818735
0.497920   1.644 0.102994
vars[, 2:(ncol(predictors) + 1)]Nivel.Embalse[3]   0.057331
0.528216   0.109 0.913769
vars[, 2:(ncol(predictors) + 1)]Nivel.Embalse[4]  -0.529271
0.519284  -1.019 0.310350
vars[, 2:(ncol(predictors) + 1)]Nivel.Embalse[5]  -0.649193
0.508210  -1.277 0.204171
vars[, 2:(ncol(predictors) + 

[R] Out of sample forecast

[Luis Felipe Parra]

 Hello I am trying to use predict, but I am having trouble getting out of
sample predictions. I am getting the same output if I use the following
three commands:

predict(ModeloLineal,predictors[721:768,])
predict(ModeloLineal,predictors[1:768,])
predict(ModeloLineal)

where ModeloLineal is the output from ModeloLineal-lm(dataTS[,6] ~
predictors[1:720,]), so the first 720 observations of predictors i would
like to use them to build my model and the other 48 I would like to use them
to have an out of sample forecast. When I give the three commands I am
always getting 161 predictions backwards, not forward as I expect. Do you
know how can I do this?

Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] predict.lm

[Luis Felipe Parra]

Hello I am trying to use predict.lm, but I am having trouble getting out of
sample predictions. I am getting the same output if I use the following
three commands:

predict(ModeloLineal,predictors[721:768,])
predict(ModeloLineal,predictors[1:768,])
predict(ModeloLineal)

where ModeloLineal is the output from ModeloLineal-lm(dataTS[,6] ~
predictors[1:720,]), so the first 720 observations of predictors i would
like to use them to build my model and the other 48 I would like to use them
to have an out of sample forecast, Do you know how can I do this?

Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] LDL matrix factorization

[Luis Felipe Parra]

Hello, I would like to do Block LDL' factorization for Hermitian indefinite
matrices, where D is a block diagonal matrix and L  a psychologically lower
triangular matrix (i.e a product of unit lower triangular and permutation
matrices) in L such that A = L*D*L'. The block diagonal matrix D has 1-by-1
and 2-by-2 blocks on its diagonal. Does anybody know how to do this in R?
Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] Creating a timeSeries Object

[Luis Felipe Parra]

Hello I have 2000 univariate timeSeries of about 20 observations each, as
the following, I would like to store all of them in one object, sort of a
data frame or something similar. Do you know how can I do this. Thank you

Felipe Parra

GMT
 2009-10-12
2009-10-12  0.002346171
2009-10-14  0.002346171
2009-10-21  0.002346171
2009-10-28  0.002650307
2009-11-16  0.002391950
2009-11-16  0.003848032
2010-03-16  0.003848032
2010-06-17  0.008644137
2010-09-16  0.010690464
2010-12-15  0.016356718
2011-03-15  0.018496109
2011-06-16  0.023354671
2011-09-15  0.025211351
2011-12-21  0.029029900
2012-03-21  0.031173566
2012-06-21  0.033641977
2012-10-15  0.023078052
2013-04-15 -0.118415755
2013-10-15 -0.010497527
2014-04-14  0.010497527
2014-10-14 -0.010497527

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[R] Arithmethic operations on timeSeries objects

[Luis Felipe Parra]

Hello I have a time series object which I created from the following code
Fechas-Datos[,1]
dat-Datos[,2:ncol(Datos)]
datTS-timeSeries(dat,Fechas)
I am trying to do know basic arithmethic operations on it as the following

datTS[3708,1]*2
Error en e1 * e2 : argumento no-numérico para operador binario

 datTS2[3708,1]-datTS2[3707,1]
Error en datTS2[3708, 1] - datTS2[3707, 1] : positions slot do not match
Which is the correct way of doing this? Thank you

Felipe PArra

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[R] Creating a timeSeries Data Frame

[Luis Felipe Parra]

Hello I have 2000 univariate timeSeries of about 20 observations each, as
the following, I would like to store all of them in one object, sort of a
data frame, and to be able to recall each by its column name, which by the
way is the same as the first date. Do you know how can I do this. Thank you

Felipe Parra

GMT
 2009-10-12
2009-10-12  0.002346171
2009-10-14  0.002346171
2009-10-21  0.002346171
2009-10-28  0.002650307
2009-11-16  0.002391950
2009-11-16  0.003848032
2010-03-16  0.003848032
2010-06-17  0.008644137
2010-09-16  0.010690464
2010-12-15  0.016356718
2011-03-15  0.018496109
2011-06-16  0.023354671
2011-09-15  0.025211351
2011-12-21  0.029029900
2012-03-21  0.031173566
2012-06-21  0.033641977
2012-10-15  0.023078052
2013-04-15 -0.118415755
2013-10-15 -0.010497527
2014-04-14  0.010497527
2014-10-14 -0.010497527

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[R] Binding a matrix to a matrix

[Luis Felipe Parra]

Hello I have a 2x10x200 matrix and I would like to bind to it another 2x10
matrix in order to end up with an 2x10x2001 matrix, which command should i
use in order to do this? Thank you

Felipe Parra

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and provide commented, minimal, self-contained, reproducible code.

[R] Importing Headers from excel files

[Luis Felipe Parra]

Hello I am trying to import an Excel file but I am loosing the headers, My
headers are in the first to rows of the EXCEL file. In the following R
output, the NA are supposed to be the second item in the Header. Is there
any way to Import more than one row as headers?. Thank you

Felipe Parra

 Data-odbcConnectExcel('Curva LIBOR.xlsx',readOnly=T,)
 AbioRep-sqlFetch(Data,'LIBOR-SWAP')
 head(AbioRep)
Date US0001W Index US0002W Index US0001M Index US0002M Index US0003M
Index US0004M Index US0005M Index US0006M Index US0007M Index US0008M Index
1 2005-01-04   2.32938   2.335632.4000
2.49000  2.572.64002.71002.7900
2.85000   2.91000
2 2005-01-05   2.32875   2.338752.4000
2.50625  2.592.66252.74252.8275
2.89063   2.95125
3 2005-01-06   2.33000   2.341252.4200
2.52000  2.612.68002.76002.8400
2.90813   2.97000
4 2005-01-07   2.32875   2.340002.4300
2.52000  2.612.68002.76002.8350
2.89625   2.95125
5 2005-01-10   2.32875   2.340632.4400
2.53000  2.622.69002.77002.8500
2.91125   2.97000
6 2005-01-11   2.33000   2.340002.4425
2.53013  2.632.70002.78002.8600
2.92750   2.98625
  US0009M Index US0010M Index US0011M Index US0012M IndexF16 USSA1
Curncy USSA2 Curncy USSA3 Curncy
12.9675   3.01750   3.06375   3.11000
NA   NA   NA   NA
23.0150   3.07375   3.13000   3.18063 2005-01-03
3.4345   3.43453.660
33.0300   3.08875   3.14000   3.19000 2005-01-04
3.5355   3.53553.757
43.0100   3.06000   3.11000   3.16000 2005-01-05
3.5395   3.53953.761
53.0300   3.08938   3.14000   3.19125 2005-01-06
3.5050   3.50503.725
63.0500   3.10625   3.15625   3.21000 2005-01-07
3.5450   3.54503.760

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[R] Excel Data Import using RODBC

[Luis Felipe Parra]

Hello I am importing data from Excel to R using RODBC and I am ending up
with the following data frame:

 names(AbioRep)
 [1] Date  US0001W Index US0002W Index US0001M Index
US0002M Index US0003M Index US0004M Index US0005M Index US0006M
Index
[10] US0007M Index US0008M Index US0009M Index US0010M Index
US0011M Index US0012M Index F16   USSA1 Curncy  USSA2
Curncy
[19] USSA3 Curncy

but when I try to call one of its components for example:

 AbioRep$US001 Index
Error: inesperado símbolo en AbioRep$US001 Index

I am getting an error because of the space in the name of the data frame
component. I have tried to replace the space with .  or _ and none have
work. How do I call the components of the data frame which have spaces in
there names? Thank you

Felipe Parra

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