Re: [R] how to do interpolation
HI Yogesh
you can also try regularizing the time series by imputation etc. etc.
---
Regards,
Gaurav Yadav (mobile: +919821286118)
Assistant Manager, CCIL, Mumbai (India)
mailto:[EMAIL PROTECTED]
mailto:[EMAIL PROTECTED]
Profile: http://www.linkedin.com/in/gydec25
Keep in touch and keep mailing :-)
slow or fast, little or too much
Yogesh Tiwari [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
09/04/2007 04:04 PM
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Subject
[R] how to do interpolation
Hello R Users,
How to make a variable equidistance with time i.e. how to interpolate a
variable if it is not sampled at equal time interval.
Many thanks,
Regards,
Yogesh
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Re: [R] ADF test
Hi Megh i hope you have confused with 'what is my NULL hypothesis' ? i suggest you to take any ideal dataset about which you know that whether it is stationary or not ? apply the test to know what is the NULL hypothesis used in any software :) usually in many softwares the NULL hypothesis is in negative sense. Please everybody comment on this :) hoping that you series is return series and not price series :). Thus applying adf test for your series :) my test show that your series is not stationary at all as my correlalogram comes as follows. 1 0.998283718 0.997582959 0.99703921 0.99665648 0.996548006 0.99647617 0.995925698 0.995317271 0.994746317 0.994727781 0.99508777 0.99501576 0.99437404 0.993338292 0.992684933 0.992310313 @@@ m Although if i assume that your series is a price series and defining return = 100*ln(pt/pt-1). Returns become as follows 0 -0.201816416 0.201816416 0 0.201409937 0 0 0 0 0.201005093 0 0 0 0 0.200601873 0 0.200200267 0.199800266 0 -0.199800266 0.199800266 0 0 0 0.199401861 -0.199401861 0.199401861 0 0.199005041 0 0 0 0 0.198609797 0 0 0 0 0 0.19821612 0 0.197824001 0 0 0.19743343 0 0 0 0.197044399 -0.197044399 0.197044399 0 0.196656897 0.196270917 0 -0.196270917 0.196270917 0 0 0 0 0 0 0 0.195886449 0 0 0 0 0 0 0.195503484 0 0 0 0.195122013 0.194742028 0 0 0 0 0.194363521 0 0 0 -0.194363521 0.194363521 0 0 0.193986482 0 0 0 0 0 0 0 0 0 0 0.193610903 0 0 0 0 0.193236775 0 0 0 0 0.192864091 0 0.192492841 0 0 0 0 0.192123018 0 0 0 0 0 0.191754613 0 0.191387618 0 0 0 0.191022026 0 0 0.190657827 -0.190657827 0 0.190657827 0.190295015 0 0 0 0 0 0 0.18993358 0 -0.18993358 0.18993358 0 0.189573516 0.189214815 0 0 0 0.188857469 0 0 0.18850147 0 0 0.18814681 0 0.187793482 0 then the value of autocorrelations i.e. correlalogram comes as approx 1 0.089252308 0.058227292 0.017934984 0.025264591 -0.014925678 -0.004668544 0.014890995 0.001625333 0.010669589 -0.010587179 -0.03000206 -0.011863654 0.00772247 0.024272208 -0.019521244 -0.035998575 -0.061608877 -0.048401231 -0.008594859 which show that the values are quite likely to make series stationary :) data[1:10,] V1 V2 1 4.96 0.000 2 4.95 -0.2018164 3 4.96 0.2018164 4 4.96 0.000 5 4.97 0.2014099 6 4.97 0.000 7 4.97 0.000 8 4.97 0.000 9 4.97 0.000 10 4.98 0.2010051 adf.test(data[,1]) Augmented Dickey-Fuller Test data: data[, 1] Dickey-Fuller = -1.1052, Lag order = 5, p-value = 0.9188 alternative hypothesis: stationary adf.test(data[,2]) Augmented Dickey-Fuller Test data: data[, 2] Dickey-Fuller = -6.2265, Lag order = 5, p-value = 0.01 alternative hypothesis: stationary Warning message: p-value smaller than printed p-value in: adf.test(data[, 2]) this explains everything clearly :) your NULL hypothesis is Series is not stationary - hence hypothesis in negative sense prooved by taking ideal data data1-rnorm(1) #normal data adf.test(data1) Augmented Dickey-Fuller Test data: data1 Dickey-Fuller = -21.2118, Lag order = 21, p-value = 0.01 alternative hypothesis: stationary Warning message: p-value smaller than printed p-value in: adf.test(data1) HTH Megh Dal [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 08/16/2007 04:27 PM To r-help@stat.math.ethz.ch cc Subject [R] ADF test Hi all, Hope you people do not feel irritated for repeatedly sending mail on Time series. Here I got another problem on the same, and hope I would get some answer from you. I have following dataset: data[,1] [1] 4.96 4.95 4.96 4.96 4.97 4.97 4.97 4.97 4.97 4.98 4.98 4.98 4.98 4.98 4.99 4.99 5.00 5.01 [19] 5.01 5.00 5.01 5.01 5.01 5.01 5.02 5.01 5.02 5.02 5.03 5.03 5.03 5.03 5.03 5.04 5.04 5.04 [37] 5.04 5.04 5.04 5.05 5.05 5.06 5.06 5.06 5.07 5.07 5.07 5.07 5.08 5.07 5.08 5.08 5.09 5.10 [55] 5.10 5.09 5.10 5.10 5.10 5.10 5.10 5.10 5.10 5.10 5.11 5.11 5.11 5.11 5.11 5.11 5.11 5.12 [73] 5.12 5.12 5.12 5.13 5.14 5.14 5.14 5.14 5.14 5.15 5.15 5.15 5.15 5.14 5.15 5.15 5.15 5.16 [91] 5.16 5.16 5.16 5.16 5.16 5.16 5.16 5.16 5.16 5.16 5.17 5.17 5.17 5.17 5.17 5.18 5.18 5.18 [109] 5.18 5.18 5.19 5.19 5.20 5.20 5.20 5.20 5.20 5.21 5.21 5.21 5.21 5.21 5.21 5.22 5.22 5.23 [127] 5.23 5.23 5.23 5.24 5.24 5.24 5.25 5.24 5.24 5.25 5.26 5.26 5.26 5.26 5.26 5.26 5.26 5.27 [145] 5.27 5.26 5.27 5.27 5.28 5.29 5.29 5.29 5.29 5.30 5.30 5.30 5.31 5.31 5.31 5.32 5.32 5.33 [163] 5.33 Now I want to conduct a test for stationarity using ADF test : adf.test((data[,1]), stationary, 0) Augmented Dickey-Fuller Test data: (data[, 1]) Dickey-Fuller = -3.7351, Lag order = 0, p-value = 0.02394 alternative hypothesis: stationary But surprisingly it leads towards rejestion of NULL [p-value is less than 0.05], i.e. indicates a possible stationary series. However ploting a graph of actual data set it doesn't seem so. Am I making any mistakes ? Can anyone give me any suggestion? Regards, Megh
Re: [R] Slack variable in OR
hi Amir
please see inline answers
Amir Safari [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
08/14/2007 02:37 PM
To
R-help@stat.math.ethz.ch
cc
Subject
[R] Slack variable in OR
Hi dear R users,
@@@ although i have not understood your problemos clearly whatever i can
help, i will tell
Is it basically correct that a problem is ( linearly on nonlinearly )
modeled so that the slack variable is bounded by an upper bound ?
If so, how it can be handled and coded practically ?
for example:
x1+ x2 = b so x1 + x2 + s=b
s=b- x1 - x2
b- x1 - x2 = upper value
@@@ i assume that x1 and x2 are = 0, which is usually the case
@@@ then in that case if both x1=x2=0 then x3=50 which is its meximum
value
But algorithms can not calculate b- x1 - x2 , because the matrices are
not compatible. Or how can it be well coded ?
@@@ where are the matrices i am just asking :-)
Thank you so much.
Amir
-
Boardwalk for $500? In 2007? Ha!
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Re: [R] pakages
please give details of the system, OS, etc which version of R you are
using, how you are installing the packages
etc etc
---
Regards,
Gaurav Yadav (mobile: +919821286118)
Assistant Manager, CCIL, Mumbai (India)
mailto:[EMAIL PROTECTED]
mailto:[EMAIL PROTECTED]
Profile: http://www.linkedin.com/in/gydec25
Keep in touch and keep mailing :-)
slow or fast, little or too much
Safaa Najla [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
08/14/2007 04:29 PM
To
R-help@stat.math.ethz.ch
cc
Subject
[R] pakages
Good Morning
i am in doctorate.
i want to ask for the packages of R,
i tried to install it, but it appears not found. each time i have to
delete and install again the programme R.
Are there another method for installing the package?
thank you
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Re: [R] State Space Modelling
try help.search(state space) you will get pointer where you want to go
cm.state(CreditMetrics) Computation of state space
dlmLL(dlm)Log likelihood evaluation for a
state space model
SS(dse1) State Space Models
balanceMittnik(dse1) Balance a state space model
estSSMittnik(dse1)Estimate a State Space Model
estSSfromVARX(dse1) Estimate a state space TSmodel
using VAR estimation
l.SS(dse1)Evaluate a state space TSmodel
nstates(dse1) State Dimension of a State Space
Model
toSS(dse1)Convert to State Space Model
toSSChol(dse1)Convert to Non-Innovation State
Space Model
toSSinnov(dse1) Convert to State Space
Innovations Model
generateSSmodel(dse2) Randomly generate a state space
model
ets(forecast) Exponential smoothing state
space model
SS(sspir) Representation of Gaussian State
Space Model
kfilter(sspir)Kalman filter for Gaussian state
space model
recursion(sspir) Simulate from a Gaussian state
space model
smoother(sspir) Kalman smoother for Gaussian
state space model
ssm(sspir)Define state-space model in a
glm-style call.
sspir(sspir) State Space Models in R
and
RSiteSearch(state space)
http://search.r-project.org/cgi-bin/namazu.cgi?query=state+spacemax=20result=normalsort=scoreidxname=Rhelp02aidxname=functionsidxname=docs
post your code of S Plus, i feel there are many who can help you in this
regards
HTH
Bernardo Ribeiro [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
08/14/2007 06:57 AM
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r-help@stat.math.ethz.ch
cc
Subject
[R] State Space Modelling
Hey all,
I am trying to work under a State Space form, but I didn't get the help
exactly.
Have anyone eles used this functions?
I was used to work with S-PLUS, but I have some codes I need to adpt.
Thanks alot,
Bernardo
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Re: [R] cointegration analysis
i got this error, i dont remember what was the cause, but what i did work around was that see the example in the manual pages of the ca.po... etc and try to make your date in the same format. also just see whether the functions will take so many columns as a parameter. I have not checked it. Lastly see whether the data what you are using is not having any missing values or number in 'text' format HTH Dorina LAZAR [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 08/08/2007 10:15 PM To r-help@stat.math.ethz.ch cc Subject [R] cointegration analysis Hello, I tried to use urca package (R) for cointegration analysis. The data matrix to be investigated for cointegration contains 8 columns (variables). Both procedures, Phillips Ouliaris test and Johansen's procedures give errors (error in evaluating the argument 'object' in selecting a method for function 'summary' respectiv too many variables, critical values cannot be computedâ). What can I do? With regards, Dorina LAZAR Department of Statistics, Forecasting, Mathematics Babes Bolyai University, Faculty of Economic Science Teodor Mihali 58-60, 400591 Cluj-Napoca, Romania __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] cointegration analysis
regrets typo error - please read 'date' as 'data' --- Regards, Gaurav Yadav (mobile: +919821286118) Assistant Manager, CCIL, Mumbai (India) mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] Profile: http://www.linkedin.com/in/gydec25 Keep in touch and keep mailing :-) slow or fast, little or too much [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 08/09/2007 11:49 AM To Dorina LAZAR [EMAIL PROTECTED] cc r-help@stat.math.ethz.ch, [EMAIL PROTECTED] Subject Re: [R] cointegration analysis i got this error, i dont remember what was the cause, but what i did work around was that see the example in the manual pages of the ca.po... etc and try to make your date in the same format. also just see whether the functions will take so many columns as a parameter. I have not checked it. Lastly see whether the data what you are using is not having any missing values or number in 'text' format HTH Dorina LAZAR [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 08/08/2007 10:15 PM To r-help@stat.math.ethz.ch cc Subject [R] cointegration analysis Hello, I tried to use urca package (R) for cointegration analysis. The data matrix to be investigated for cointegration contains 8 columns (variables). Both procedures, Phillips Ouliaris test and Johansen's procedures give errors (error in evaluating the argument 'object' in selecting a method for function 'summary' respectiv too many variables, critical values cannot be computedââ¬Â). What can I do? With regards, Dorina LAZAR Department of Statistics, Forecasting, Mathematics Babes Bolyai University, Faculty of Economic Science Teodor Mihali 58-60, 400591 Cluj-Napoca, Romania __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] help with ROC curve
Hi Ritesh,
may be i can help, but yeah i will try ? you can reach help to ROCR
package by
help.search(ROCR)
What is the structure of your data ? can you give some sample i.e. few
lines of your dataset ?
To build ROC curve using only PSA(variable) alone of the original cohort
against the ROC of the Model of the original cohort.
what do you intend to do, please clarify more ? it sounds like you have
been given tutorial, or you are working this for corporate ?
:) cheers
Rithesh M. Mohan [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
07/30/2007 01:06 PM
To
r-help@stat.math.ethz.ch
cc
Subject
[R] help with ROC curve
Hi
I'm new to stats and R, so can you please help me or guide me building
ROC curve in an elaborate way with codes
I loaded ROCR package, but I'm not sure how to use it.
Requirement
To build ROC curve using only PSA(variable) alone of the original cohort
against the ROC of the Model of the original cohort.
It would be really great if you could help me with this.
Thanks
Rithesh M Mohan
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Re: [R] ROC curve in R
Hi Ritesh ***please note Ritesh always mark a copy to the R-help mailing list :) *** Please visit this link to get help in R http://rocr.bioinf.mpi-sb.mpg.de/ROCR_Talk_Tobias_Sing.ppt#384,8,Examples (2/8): Precision/recall curves futher :) what do you mean by PSA and cohort :) after some googling i got this co·hort(khôrt) n. 1. A group or band of people. 2. A companion or associate. 3. A generational group as defined in demographics, statistics, or market research: The cohort of people aged 30 to 39 . . . were more conservative American Demographics. 4. a. One of the 10 divisions of a Roman legion, consisting of 300 to 600 men. b. A group of soldiers. and for PSA i got Prostate-specific antigen. A substance produced by the prostate that may be found in an increased amount in the blood of men who have prostate cancer, benign prostatic hyperplasia, or infection or inflammation of the prostate. Now please clarify what you want to model :) please dont take it otherwise i am not from biology field. Please clarify :) Regards, Gaurav Yadav +++ Assistant Manager, CCIL, Mumbai (India) Mob: +919821286118 Email: [EMAIL PROTECTED] Bhagavad Gita: Man is made by his Belief, as He believes, so He is Rithesh M. Mohan [EMAIL PROTECTED] 07/30/2007 01:30 PM To [EMAIL PROTECTED] cc Subject Re: [R] ROC curve in R Hi Gaurav, Need your help, Iâm relatively new to R or even stats, so can you please give me step by step details to get ROC curve in R. Requirement. To build ROC curve using only PSA(variable) alone of the original cohort against the ROC of the Model of the original cohort. It would be really great if you could help me with this. Thanks and Regards Rithesh DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] ROC curve in R
Hi Ritesh, what i understad of ROC analysis will be coming in other mail :) excellent introduction can be found at http://www.csee.usf.edu/~candamo/site/papers/ROCintro.pdf http://rocr.bioinf.mpi-sb.mpg.de/ take this zip file :) http://rocr.bioinf.mpi-sb.mpg.de/ROCR_1.0-2.zip also ROCR and analogue R manual :) they are having good examples :) please read it in english with the papers given above then it would be really easy to interpret ROC curve. Just try to grasp a simple thing that what is on x axis and what is on y axis, further whether the values are in ascending or descending order. accordingly try to visualize how the ROC space has be analogly divided to give digital classification :) code starts here and taken from manual of nanalogue library(analogue) ## continue the example from roc() example(roc) ## draw the ROC curve plot(swap.roc, 1) ## draw the four default diagnostic plots opar - par(mfrow = c(2,2)) plot(swap.roc) par(opar) #end of code snippet### R software working session## ## draw the ROC curve plot(swap.roc, 1) ## draw the four default diagnostic plots opar - par(mfrow = c(2,2)) plot(swap.roc) par(opar) ## continue the example from roc() example(roc) roc ## continue the example from join() roc example(join) join ## load the example data join data(swapdiat) join data(swappH) join data(rlgh) join ## process so common set of columns for training and test join ## number of training set samples join n.train - nrow(swapdiat) join ## merge training and test set on columns join dat - join(swapdiat, rlgh, verbose = TRUE) Summary: Rows Cols Data set 1: 167 277 Data set 2: 101 139 Merged: 268 277 join ## convert to proportions join dat - dat / 100 join ## subset data back into training and test sets join swapdiat - dat[1:n.train, ] join rlgh - dat[(n.train+1):nrow(dat), ] roc ## fit the MAT model using the squared chord distance measure roc swap.mat - mat(swapdiat, swappH, method = SQchord) roc ## fit the ROC curve to the SWAP diatom data using the MAT results roc ## Generate a grouping for the SWAP lakes roc clust - hclust(as.dist(swap.mat$Dij), method = ward) roc grps - cutree(clust, 12) roc ## fit the ROC curve roc swap.roc - roc(swap.mat, groups = grps) roc swap.roc ROC curve of dissimilarities Optimal Dissimilarity = 0.894 AUC = 0.889, p-value: 2.22e-16 No. within: 1214 No. outside: 12647 ## draw the ROC curve plot(swap.roc, 1) ## draw the four default diagnostic plots opar - par(mfrow = c(2,2)) plot(swap.roc) par(opar) ##end of demonstration session# Sorry Gaurav, Iâll make sure I mark a copy to r-help also. As I have told, Iâm new to R and even to statistics, so it will take some time for me to learn it. Just help me get a simple ROC curve, please give an example of your own and explain the steps, no mater if its biology or any other field, I just need to get the logic behind it. Thanks Regards Rithesh M Mohan From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Sent: Monday, July 30, 2007 4:28 PM To: Rithesh M. Mohan Cc: r-help@stat.math.ethz.ch Subject: Re: [R] ROC curve in R Hi Ritesh ***please note Ritesh always mark a copy to the R-help mailing list :) *** Please visit this link to get help in R http://rocr.bioinf.mpi-sb.mpg.de/ROCR_Talk_Tobias_Sing.ppt#384,8,Examples (2/8): Precision/recall curves futher :) what do you mean by PSA and cohort :) after some googling i got this co·hort(khôrt) n. 1. A group or band of people. 2. A companion or associate. 3. A generational group as defined in demographics, statistics, or market research: The cohort of people aged 30 to 39 . . . were more conservative American Demographics. 4. a. One of the 10 divisions of a Roman legion, consisting of 300 to 600 men. b. A group of soldiers. and for PSA i got Prostate-specific antigen. A substance produced by the prostate that may be found in an increased amount in the blood of men who have prostate cancer, benign prostatic hyperplasia, or infection or inflammation of the prostate. Now please clarify what you want to model :) please dont take it otherwise i am not from biology field. Please clarify :) Regards, Gaurav Yadav +++ Assistant Manager, CCIL, Mumbai (India) Mob: +919821286118 Email: [EMAIL PROTECTED] Bhagavad Gita: Man is made by his Belief, as He believes, so He is Rithesh M. Mohan [EMAIL PROTECTED] 07/30/2007 01:30 PM To [EMAIL PROTECTED] cc Subject Re: [R] ROC curve in R Hi Gaurav, Need your help, Iâm relatively new to R or even stats, so can you please give me step by step details to get ROC curve in R. Requirement. To build ROC curve using only PSA(variable) alone of the original cohort against the ROC of the Model of the original cohort. It would be
Re: [R] ROC curve in R
http://search.r-project.org/cgi-bin/namazu.cgi?query=ROCmax=20result=normalsort=scoreidxname=Rhelp02aidxname=functionsidxname=docs
there is a lot of help try help.search(ROC curve) gave
Help files with alias or concept or title matching 'ROC curve' using fuzzy
matching:
granulo(ade4) Granulometric Curves
plot.roc(analogue)Plot ROC curves and associated
diagnostics
roc(analogue) ROC curve analysis
colAUC(caTools) Column-wise Area Under ROC Curve
(AUC)
DProc(DPpackage) Semiparametric Bayesian ROC
curve analysis
cv.enet(elasticnet) Computes K-fold cross-validated
error curve for elastic net
ROC(Epi) Function to compute and draw
ROC-curves.
lroc(epicalc) ROC curve
cv.lars(lars) Computes K-fold cross-validated
error curve for lars
roc.demo(TeachingDemos) Demonstrate ROC curves by
interactively building one
HTH
see the help and examples those will suffice
Type 'help(FOO, package = PKG)' to inspect entry 'FOO(PKG) TITLE'.
Regards,
Gaurav Yadav
+++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: [EMAIL PROTECTED]
Bhagavad Gita: Man is made by his Belief, as He believes, so He is
Rithesh M. Mohan [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
07/26/2007 11:26 AM
To
R-help@stat.math.ethz.ch
cc
Subject
[R] ROC curve in R
Hi,
I need to build ROC curve in R, can you please provide data steps / code
or guide me through it.
Thanks and Regards
Rithesh M Mohan
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Re: [R] Regarding Bivariate normal distribution.
Hi Arun
i hope you will fin this document useful :)
http://www.geocities.com/~mikemclaughlin/math_stat/Dists/Compendium.pdf
no they cannot be found uniquely. as rightly pointed by Mr. Wolfgang, that
there will be infinite pairs for each x you can get correspoinding y
above document will be of use :)
Regards,
Gaurav Yadav
+++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: [EMAIL PROTECTED]
Bhagavad Gita: Man is made by his Belief, as He believes, so He is
Arun Kumar Saha [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
07/25/2007 12:27 PM
To
r-help@stat.math.ethz.ch R-help@stat.math.ethz.ch
cc
Subject
[R] Regarding Bivariate normal distribution.
Dear all R gurus,
My question is related to statistics rather directly to R. Suppose
(X,Y) has a bivariate normal distrubution. I want to find two values
of X and Y say x, and y respectively, such that:
P[Xx, Yy] = 0.05
My questions are :
1. Can x and y be uniquely found?
2. If it is, how I can find them using R
Your help will be highly appreciated.
Thanks and regards,
__
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Re: [R] R and Copula
hi meeryana,
may be this time nobnody is responding. but dont worry you will get a lot
of help eventually, so always post a copy to the mailing list.
The reason is there are a lot many newbies, although i am also not so old
enough, who have even the simplest questions but are hesitant to ask.
the objective of the list is to help, and thus feel free to ask, stand and
contribute :-) i hope you will understand not today then tomorrow as you
will get associated with the mailing list more closely. Personally i have
found friends here. Further, never post a mail with a loose subject and
secondly try to maintain the thread i.e. reply to the mail which you want
to reply(for more details refer to the posting guide) :-) that would
really help.
Yes now regarding your question :-)
Step1 : List of all packages can be found at this link :-)
http://cran.r-project.org/src/contrib/PACKAGES.html
Step2: Click on the package you want to install :-)
http://cran.r-project.org/src/contrib/Descriptions/copula.html
Step3: Then download the binary of your Operating system. If windows then
download corresponding zip file.
for copula it is
http://cran.r-project.org/bin/windows/contrib/r-release/copula_0.5-3.zip
save zip file on your system
Step4 Open your R rpogram
Step5: Goto Packages - Install packages from Local Zip file
Step6: Select your package zip file which you want to install
Step7: Sit back and relax
Step8: load the library using library(LibraryName) on R prompt
There are alternate ways of installing the package directly from R prompt.
It didn't worked for me a long time back, so i always adopt this method.
Somebody on the list may help you in this regards :-)
bye and learn
Join and stand with Open Source and R community
Cheers and Chiao, Welcome
-gaurav
dear Mr. Yadav,
I want to thank for help,
and for that you are only who is willing to help,
but I have one question:
because I'm new with R project also, I think I should install a package
for copula.
I have only installed R program.
How should I install this package? And is it what I have also to do with
credit metrics, Value at Risk, matix and the other formulas, I mean
install packages.
I hope that you have a little time for me and my problem, and I hope I'm
not disturbing you.
thank you for all you can do for me
and
best regards,
Mirjana
gyadav wrote:
hi
see the code below i hope this will make your understanding of copulas
better
this code plots two normal distribution and their joint distribution
N[0,2] N[0,4]
HTH
##code
library(copula)
###copy in two parts in R#
##PART A##
## construct a bivariate distribution whose marginals
## are normal and Normal respectively, coupled
## together via a normal copula
op - par(mfrow = c(2, 2), # 2 x 2 pictures on one plot
pty = s) # square plotting region,
# independent of device size
x - mvdc(normalCopula(0.75), c(norm, norm),
list(list(mean = 0, sd =2),list(mean = 0, sd =4)))
x.samp - rmvdc(x, 1)
par(mfrow=c(2,3))
hist(x.samp[,1],xlab=Normal)
hist(x.samp[,2],xlab=Normal)
plot(x.samp[,2],x.samp[,1],pch=21,xlab=Normal,ylab=Normal)
plot(dmvdc(x, x.samp))
plot(pmvdc(x, x.samp))
## At end of plotting, reset to previous settings:
###PART B###
par(op)
for (i in seq(1:360)){
persp(x, dmvdc, xlim = c(-4, 4), ylim=c(0, 1),theta=i)
}
Regards,
Gaurav Yadav
+++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: [EMAIL PROTECTED]
Bhagavad Gita: Man is made by his Belief, as He believes, so He is
copula [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
07/17/2007 12:53 PM
To
r-help@stat.math.ethz.ch
cc
Subject
Re: [R] R and Copula
it would be great when somebody will help me
thanks
copula wrote:
hi,
first I want to say that I'm new here, and new with copula and R.
That is the reason why I'm writing, if somebody can help me.
I have to make an example of Copula.
On internet I've found this forum and that copula can calculate with R.
Can somebody help me with the thing how can I start and where can read
about these stuffs.
Thank to all who can help!
--
View this message in context:
http://www.nabble.com/R-and-Copula-tf4085867.html#a11644534
Sent from the R help mailing list archive at Nabble.com.
__
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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.
DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message
Re: [R] R and Copula
hi
see the code below i hope this will make your understanding of copulas
better
this code plots two normal distribution and their joint distribution
N[0,2] N[0,4]
HTH
##code
library(copula)
###copy in two parts in R#
##PART A##
## construct a bivariate distribution whose marginals
## are normal and Normal respectively, coupled
## together via a normal copula
op - par(mfrow = c(2, 2), # 2 x 2 pictures on one plot
pty = s) # square plotting region,
# independent of device size
x - mvdc(normalCopula(0.75), c(norm, norm),
list(list(mean = 0, sd =2),list(mean = 0, sd =4)))
x.samp - rmvdc(x, 1)
par(mfrow=c(2,3))
hist(x.samp[,1],xlab=Normal)
hist(x.samp[,2],xlab=Normal)
plot(x.samp[,2],x.samp[,1],pch=21,xlab=Normal,ylab=Normal)
plot(dmvdc(x, x.samp))
plot(pmvdc(x, x.samp))
## At end of plotting, reset to previous settings:
###PART B###
par(op)
for (i in seq(1:360)){
persp(x, dmvdc, xlim = c(-4, 4), ylim=c(0, 1),theta=i)
}
Regards,
Gaurav Yadav
+++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: [EMAIL PROTECTED]
Bhagavad Gita: Man is made by his Belief, as He believes, so He is
copula [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
07/17/2007 12:53 PM
To
r-help@stat.math.ethz.ch
cc
Subject
Re: [R] R and Copula
it would be great when somebody will help me
thanks
copula wrote:
hi,
first I want to say that I'm new here, and new with copula and R.
That is the reason why I'm writing, if somebody can help me.
I have to make an example of Copula.
On internet I've found this forum and that copula can calculate with R.
Can somebody help me with the thing how can I start and where can read
about these stuffs.
Thank to all who can help!
--
View this message in context:
http://www.nabble.com/R-and-Copula-tf4085867.html#a11644534
Sent from the R help mailing list archive at Nabble.com.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message and ...{{dropped}}
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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] R and Copula
sorry forgot to add that the code sent in previous mail is basically
modified code which is given in manual of copula package
Regards,
Gaurav Yadav
+++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: [EMAIL PROTECTED]
Bhagavad Gita: Man is made by his Belief, as He believes, so He is
copula [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
07/17/2007 12:53 PM
To
r-help@stat.math.ethz.ch
cc
Subject
Re: [R] R and Copula
it would be great when somebody will help me
thanks
copula wrote:
hi,
first I want to say that I'm new here, and new with copula and R.
That is the reason why I'm writing, if somebody can help me.
I have to make an example of Copula.
On internet I've found this forum and that copula can calculate with R.
Can somebody help me with the thing how can I start and where can read
about these stuffs.
Thank to all who can help!
--
View this message in context:
http://www.nabble.com/R-and-Copula-tf4085867.html#a11644534
Sent from the R help mailing list archive at Nabble.com.
__
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https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message and ...{{dropped}}
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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] Help in ARIMA
Hi Roshan
see inline for answer
waiting time. Can I do this using any of the models used in R?
/* i feel this sounds more or less like a queueing model. Try
searching M/M/1 queueing model on internet.
Further, i feel look at poission distribution may also be helpful. It was
Long Long time back, more than a decade, when i used GPSS software as i
cannot see anything susbstantial in
help.search(queue)/help.search(queueingmodel)to model queues. i would
be of little help in remembering all those, but i would exten help to
whaever extent i can. */
Particularly forecast...Can I used ARIMA or ARMA for this? ...The
problem
/***
i doubt but may regularizing the series by either transformations and then
imputing it may turn irregular series into a time series. but the
possibilities are bleak. **/
Particularly forecast...Can I used ARIMA or ARMA for this? ...The
problem
is I don't think I'm dealing with time series because the measurements of
waiting times (at a particular state i.e. job submission) ain't done at
regular intervals. Could anyone please suggest a model for this?
Thanking you,
RS
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] Conditional Sums for Index creation
Hello
My dear friend the problem is not very heavy its very light, but you
have to assume somethings.
as you say that any new stock can come anytime and go anytime, further,
any time NA can come .
both statements are so close that it would be nearly impossible to know
which one is NA (of before the start of series and which one is end of
series ) and
which one is NA of series of genuine data which is missing for one day or
two.
There can be n number of workarounds depending on the propersties of
dataset.
for e.g.
1.
Given that genuine data is not having not more than two NA consequtively
Work around : Check for past two days that NAs are there or not
Flaw: Will be a lagged kind of computation
2.
Given that series will have continuously NAs
Work around : you can go for checking for whole of the past data whether
there was any number or all NAs
Flaw : Based on backward looking hence will never know that new stock has
come or not.
e,g, stock may have come but the observation was not recorded hence NA
etc etc
clarify more of your stand, do you get information before hand that today
stock will get added or deleted.
meaning any exogenous information which will help to optimize it
Regards,
Gaurav Yadav
+++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: [EMAIL PROTECTED]
Bhagavad Gita: Man is made by his belief, as He believes, so He is
Patnaik, Tirthankar [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
05/14/2007 11:53 AM
To
r-help@stat.math.ethz.ch
cc
Subject
[R] Conditional Sums for Index creation
Hi,
Apologies for the long mail. I have a data.frame with
columns of
price/mcap data for a portfolio of stocks, and the date. To get the
total value of the portfolio on a daily basis, I calculate rowSums of
the data.frame.
set.seed(1)
ab - matrix(round(runif(100)*100),nrow=20,ncol=5)
ab[1:5,4:5] - NA
ab[6:10,5] - NA
ac - as.data.frame(ifelse(ab = 7,NA,ab))
ac
V1 V2 V3 V4 V5
1 27 93 82 NA NA
2 37 21 65 NA NA
3 57 65 78 NA NA
4 91 13 55 NA NA
5 20 27 53 NA NA
6 90 39 79 26 NA
7 94 NA NA 48 NA
8 66 38 48 77 NA
9 63 87 73 8 NA
10 NA 34 69 88 NA
11 21 48 48 34 24
12 18 60 86 84 NA
13 69 49 44 35 64
14 38 19 24 33 88
15 77 83 NA 48 78
16 50 67 10 89 80
17 72 79 32 86 46
18 99 11 52 39 41
19 38 72 66 78 81
20 78 41 41 96 60
Here the rows 1:20 are dates (also in my data.frame).
Since some of the prices have NA, the rowSums is made to ignore these
entries.
rowSums(ac,na.rm=TRUE)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
19 20
202 123 200 159 100 234 142 229 231 191 175 248 261 202 286 296 315 242
335 316
Stocks are being added to the portfolio too. So from date=6 (or row=6)
we have the 4th stock V4, and from date=11, we have the 5th stock V5. My
problem is that I need to calculate the rowSums for row=6 (When a new
stock was added), _with_ and _without_ the new stock. So my answer for
row=6 would be 234 for the plain row-sum, and 234 - 26 = 208 for the
original set of stocks (without V4). Similarly, my answer for row=11
would be 175 for the plain sum, and 175 - 24 = 151 for the original sum
(without V5).
Basically I'm interested in finding out the value of the portfolio with
and without the new stock for the purposes of creating an index. It's
possible that some stocks my get dropped later, in which case there
would be an NA series starting for say V1 at row=18 and so on. In that
case, the aim would be to find the sum at row=18 with and without the
value of V1.
Is there any way I can get the sum over columns, deleting specific
colums? To get the columns that are NA in any row, I tried (shown for
the first 12 rows):
apply(ac[1:12,],1,function(y)which(is.na(y)))
Which correctly gives
$`1`
V4 V5
4 5
$`2`
V4 V5
4 5
$`3`
V4 V5
4 5
$`4`
V4 V5
4 5
$`5`
V4 V5
4 5
$`6`
V5
5
$`7`
V2 V3 V5
2 3 5
$`8`
V5
5
$`9`
V5
5
$`10`
V1 V5
1 5
$`11`
integer(0)
$`12`
V5
5
But now I'm stuck. I don't how to use this list of indices at each row
to exclude my columns.
Any pointers please? Would such an exercise be easier if I use a
time-series based object, like a zoo.
TIA and best,
-Tir
Tirthankar Patnaik
India Strategy
Citigroup Investment Research
+91-22-6631 9887
__
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Re: [R] Conditional Sums for Index creation
Hi Tirthankar
this will help you
ind is a matrix which indicates the start of any new stock.
ind[i,j] means that in j + 1 column all the values from 1st row to i - 1
row are all NAs.
x
V2 V3 V4 V5 V6
[1,] 27 93 82 NA NA
[2,] 37 21 65 NA NA
[3,] 57 65 78 NA NA
[4,] 91 13 55 NA NA
[5,] 20 27 53 NA NA
[6,] 90 39 79 26 NA
[7,] 94 NA NA 48 NA
[8,] 66 38 48 77 NA
[9,] 63 87 73 8 NA
[10,] NA 34 69 88 NA
[11,] 21 48 48 34 24
[12,] 18 60 86 84 NA
[13,] 69 49 44 35 64
[14,] 38 19 24 33 88
[15,] 77 83 NA 48 78
[16,] 50 67 10 89 80
[17,] 72 79 32 86 46
[18,] 99 11 52 39 41
[19,] 38 72 66 78 81
[20,] 78 41 41 96 60
for ( j in 1:length(x[1,]) - 1) {
+ for ( i in 2:length(x[,1])) {
+ indicator-TRUE
+ for (k in 1: i - 1){
+ indicator - indicator is.na(x[k,j+1])
+ }
+ ind[i,j]-indicator
+
+ }
+ }
ind
V2 V3 V4 V5 V6
[1,] NA NA NA NA NA
[2,] 0 0 NA NA 0
[3,] 0 0 NA NA 0
[4,] 0 0 NA NA 0
[5,] 0 0 NA NA 0
[6,] 0 0 NA NA 0
[7,] 0 0 0 NA 0
[8,] 0 0 0 NA 0
[9,] 0 0 0 NA 0
[10,] 0 0 0 NA 0
[11,] 0 0 0 NA 0
[12,] 0 0 0 0 0
[13,] 0 0 0 0 0
[14,] 0 0 0 0 0
[15,] 0 0 0 0 0
[16,] 0 0 0 0 0
[17,] 0 0 0 0 0
[18,] 0 0 0 0 0
[19,] 0 0 0 0 0
[20,] 0 0 0 0 0
Regards,
Gaurav Yadav
+++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: [EMAIL PROTECTED]
Bhagavad Gita: Man is made by his Belief, as He believes, so He is
Patnaik, Tirthankar [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
05/14/2007 11:53 AM
To
r-help@stat.math.ethz.ch
cc
Subject
[R] Conditional Sums for Index creation
Hi,
Apologies for the long mail. I have a data.frame with
columns of
price/mcap data for a portfolio of stocks, and the date. To get the
total value of the portfolio on a daily basis, I calculate rowSums of
the data.frame.
set.seed(1)
ab - matrix(round(runif(100)*100),nrow=20,ncol=5)
ab[1:5,4:5] - NA
ab[6:10,5] - NA
ac - as.data.frame(ifelse(ab = 7,NA,ab))
ac
V1 V2 V3 V4 V5
1 27 93 82 NA NA
2 37 21 65 NA NA
3 57 65 78 NA NA
4 91 13 55 NA NA
5 20 27 53 NA NA
6 90 39 79 26 NA
7 94 NA NA 48 NA
8 66 38 48 77 NA
9 63 87 73 8 NA
10 NA 34 69 88 NA
11 21 48 48 34 24
12 18 60 86 84 NA
13 69 49 44 35 64
14 38 19 24 33 88
15 77 83 NA 48 78
16 50 67 10 89 80
17 72 79 32 86 46
18 99 11 52 39 41
19 38 72 66 78 81
20 78 41 41 96 60
Here the rows 1:20 are dates (also in my data.frame).
Since some of the prices have NA, the rowSums is made to ignore these
entries.
rowSums(ac,na.rm=TRUE)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
19 20
202 123 200 159 100 234 142 229 231 191 175 248 261 202 286 296 315 242
335 316
Stocks are being added to the portfolio too. So from date=6 (or row=6)
we have the 4th stock V4, and from date=11, we have the 5th stock V5. My
problem is that I need to calculate the rowSums for row=6 (When a new
stock was added), _with_ and _without_ the new stock. So my answer for
row=6 would be 234 for the plain row-sum, and 234 - 26 = 208 for the
original set of stocks (without V4). Similarly, my answer for row=11
would be 175 for the plain sum, and 175 - 24 = 151 for the original sum
(without V5).
Basically I'm interested in finding out the value of the portfolio with
and without the new stock for the purposes of creating an index. It's
possible that some stocks my get dropped later, in which case there
would be an NA series starting for say V1 at row=18 and so on. In that
case, the aim would be to find the sum at row=18 with and without the
value of V1.
Is there any way I can get the sum over columns, deleting specific
colums? To get the columns that are NA in any row, I tried (shown for
the first 12 rows):
apply(ac[1:12,],1,function(y)which(is.na(y)))
Which correctly gives
$`1`
V4 V5
4 5
$`2`
V4 V5
4 5
$`3`
V4 V5
4 5
$`4`
V4 V5
4 5
$`5`
V4 V5
4 5
$`6`
V5
5
$`7`
V2 V3 V5
2 3 5
$`8`
V5
5
$`9`
V5
5
$`10`
V1 V5
1 5
$`11`
integer(0)
$`12`
V5
5
But now I'm stuck. I don't how to use this list of indices at each row
to exclude my columns.
Any pointers please? Would such an exercise be easier if I use a
time-series based object, like a zoo.
TIA and best,
-Tir
Tirthankar Patnaik
India Strategy
Citigroup Investment Research
+91-22-6631 9887
__
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Re: [R] Value at Risk
reply is inline Hello Gaurav, The function: VaR(tstock[,2],alpha=0.01) # gives the same VaR as above with historical simulation VaR -2.86 but i tried this function for normal distribution: VaR.norm (tstock[,2],p=0.99)$VaR Error in VaR.norm(tstock[, 2], p = 0.99) : Negative value in parameter 'ydat' @@@ if you have seen the help manual then you mus have got that you dont need to give the retun series. R is trying to calucate the logarithm of a negative number which is why it is throwing you error. try this instead XXX-VaR.norm(stock$ESPA.STOCK.EUROPE,p=0.01) XXX$VaR [1] -3.11079 I dont understand the way with the normal distribution :( Maybe you can help me a littble bit. Cheers :-) KR, Alin Soare 2007/5/11, [EMAIL PROTECTED] [EMAIL PROTECTED]: reply is inline - Regards, \\\|/// \\ -- // ( o o ) oOOo-(_)-oOOo | | Gaurav Yadav | Assistant Manager, CCIL, Mumbai (India) | Mob: +919821286118 Email: [EMAIL PROTECTED] | Man is made by his belief, as He believes, so He is. | --- Bhagavad Gita |___Oooo oooO( ) ( ) ) / \ ((_/ \_ ) Hello Mr. Gaurav Yadav, Hi Soare, 1. I want to calculate the 99%VaR/1 day for the stock fonds, after sorting the values the 5th or 6th value is it? In Historical simulation it is the 5th value.. because it tells you to be more cautious that a higher loss 'may' be there, secondly VaR only shows the possibility and not the maximum loss which you can incur :-) cheers 2. How do I calculate it under normal distribution aproximation? Well there is also a normal method or variance - covariance method which assumes normal distribution :-) if you want to incorporate recency effect then you can also see boudhouks method try this paper which will give you very good understanding of various methods of VaR http://papers.ssrn.com/sol3/papers.cfm?abstract_id=51420#PaperDownload ++ apply(tstock,2,function(x) VaR(x,alpha=0.01)) # are these the right VaR's for the stockfonds? @@@ you can yourself see it, you have around 579 observation and 1% of it mean 5.79th observation Thus if you become risk averse then you take the 5th smallest value and otherwise 6th value. So just sort the returns in ascending order and then see the 5th and the 6th values sorted_espa_stock_europe-sort(tstock[,2]) sorted_espa_stock_europe[5] [1] -2.86 sorted_espa_stock_europe[6] [1] -2.74 your code gives -2.86 thus you can get the rest :-) cheers DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Value at Risk
Hi Saore ***Please always mark a copy to the R-help list, it may be helpfull to many, you have forgotten twice*** *** Do Reply to all with history *** :-) cheers YOU ARE THE BEST :) I have some problems understanding R, but R and I will be friends in the future hehe :) I have another problem with investing in one of this stockfonds. Lets say I would invest in the europe stockfonds on 2.5.2006 1000 dollar. What would be the 99%VaR/1 day under historical simulation? The same as above? @@@ So what do you think, -2.86 number means Lets investigate suppose you have invested 1000, one way to realize is 100*ln(Tommorow/Todays) = -2.86 (out return) where Todays = 1000 hence Tommorow = 1000*exp(-2.86/100) = 971.8051 , therefore Loss = 1000 - 971.8051 = 28.19489 I hope this would make your understanding much better and clear about VaR :-) HTH KR, Alin 2007/5/11, [EMAIL PROTECTED] [EMAIL PROTECTED]: reply is inline Hello Gaurav, The function: VaR(tstock[,2],alpha=0.01) # gives the same VaR as above with historical simulation VaR -2.86 but i tried this function for normal distribution: VaR.norm (tstock[,2],p=0.99)$VaR Error in VaR.norm(tstock[, 2], p = 0.99) : Negative value in parameter 'ydat' @@@ if you have seen the help manual then you mus have got that you dont need to give the retun series. R is trying to calucate the logarithm of a negative number which is why it is throwing you error. try this instead XXX-VaR.norm(stock$ESPA.STOCK.EUROPE,p=0.01) XXX$VaR [1] -3.11079 I dont understand the way with the normal distribution :( Maybe you can help me a littble bit. Cheers :-) KR, Alin Soare 2007/5/11, [EMAIL PROTECTED] [EMAIL PROTECTED]: reply is inline - Regards, \\\|/// \\ -- // ( o o ) oOOo-(_)-oOOo | | Gaurav Yadav | Assistant Manager, CCIL, Mumbai (India) | Mob: +919821286118 Email: [EMAIL PROTECTED] | Man is made by his belief, as He believes, so He is. | --- Bhagavad Gita |___Oooo oooO( ) ( ) ) / \ ((_/ \_ ) Hello Mr. Gaurav Yadav, Hi Soare, 1. I want to calculate the 99%VaR/1 day for the stock fonds, after sorting the values the 5th or 6th value is it? In Historical simulation it is the 5th value.. because it tells you to be more cautious that a higher loss 'may' be there, secondly VaR only shows the possibility and not the maximum loss which you can incur :-) cheers 2. How do I calculate it under normal distribution aproximation? Well there is also a normal method or variance - covariance method which assumes normal distribution :-) if you want to incorporate recency effect then you can also see boudhouks method try this paper which will give you very good understanding of various methods of VaR http://papers.ssrn.com/sol3/papers.cfm?abstract_id=51420#PaperDownload ++ apply(tstock,2,function(x) VaR(x,alpha=0.01)) # are these the right VaR's for the stockfonds? @@@ you can yourself see it, you have around 579 observation and 1% of it mean 5.79th observation Thus if you become risk averse then you take the 5th smallest value and otherwise 6th value. So just sort the returns in ascending order and then see the 5th and the 6th values sorted_espa_stock_europe-sort(tstock[,2]) sorted_espa_stock_europe[5] [1] -2.86 sorted_espa_stock_europe[6] [1] -2.74 your code gives -2.86 thus you can get the rest :-) cheers DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender.
Re: [R] Value at Risk
reply is inline
- Regards,
\\\|///
\\ -- //
( o o )
oOOo-(_)-oOOo
|
| Gaurav Yadav
| Assistant Manager, CCIL, Mumbai (India)
| Mob: +919821286118 Email: [EMAIL PROTECTED]
| Man is made by his belief, as He believes, so He is.
| --- Bhagavad Gita
|___Oooo
oooO( )
( ) ) /
\ ((_/
\_ )
++
apply(tstock,2,function(x) VaR(x,alpha=0.01)) # are these the right VaR's
for the stockfonds?
@@@ you can yourself see it, you have around 579 observation and 1% of it
mean 5.79th observation
Thus if you become risk averse then you take the 5th smallest value and
otherwise 6th value.
So just sort the returns in ascending order and then see the 5th and the
6th values
sorted_espa_stock_europe-sort(tstock[,2])
sorted_espa_stock_europe[5]
[1] -2.86
sorted_espa_stock_europe[6]
[1] -2.74
your code gives -2.86 thus you can get the rest :-) cheers
.
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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] Getting the last day of the month.
http://finzi.psych.upenn.edu/R/library/fCalendar/html/3D-TimeDateSpecDates.html
try this also RSiteSearch(last day of the month) to get more pointers
- Regards,
\\\|///
\\ -- //
( o o )
oOOo-(_)-oOOo
|
| Gaurav Yadav
| Assistant Manager, CCIL, Mumbai (India)
| Mob: +919821286118 Email: [EMAIL PROTECTED]
| Man is made by his belief, as He believes, so He is.
| --- Bhagavad Gita
|___Oooo
oooO( )
( ) ) /
\ ((_/
\_ )
Patnaik, Tirthankar [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
05/10/2007 07:12 PM
To
r-help@stat.math.ethz.ch
cc
Subject
[R] Getting the last day of the month.
Hi,
Given a date, how do I get the last date of that month? I
have
data in the form MM, that I've read as a date using
x$Date -
as.Date(ISOdate(substr(x$YearEnd,1,4),substr(x$YearEnd,5,6),1))
But this gives the first day of the month. To get the last day of the
month, I tried
as.Date(as.yearmon(x$Date,frac=0))
But I don't get the last day of the month here. (Tried frac=1 too.)
I then add a month to the date, substract one day from the resultant
date. But this wouldn't work for December.
x$YearEnd
[1] 200203 200303 200403 200503 200603 200603 200312 200503 200603
200203 200303
[12] 200403 200503 200512 200612 200203 200303 200403 200503 200603
x$Date - as.Date(ISOdate(substr(x$YearEnd,1,4),
+ as.integer(substr(x$YearEnd,5,6))+1,
+ 1))-1
x$Date
[1] 2002-03-31 2003-03-31 2004-03-31 2005-03-31 2006-03-31
2006-03-31
[7] NA 2005-03-31 2006-03-31 2002-03-31 2003-03-31
2004-03-31
[13] 2005-03-31 NA NA 2002-03-31 2003-03-31
2004-03-31
[19] 2005-03-31 2006-03-31
So I add a year, and set the month to 1 in a quick function.
GetEOM - function(mm=200406){
year - as.integer(substr(mm,1,4))
month - as.integer(substr(mm,5,6))
if (month==12){
date - as.Date(ISOdate(year+1,1,1))-1
}else{
date -
as.Date(ISOdate(year,month+1,1))-1
}
print(date)
}
x$Date - as.vector(sapply(x$YearEnd,GetEOM))
str(x$Date)
Is there a simpler way to do this please?
TIA and best,
-Tir
Tirthankar Patnaik
India Strategy
Citigroup Investment Research
+91-22-6631 9887
__
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[R] regarding SsfPack in Ox
Hi All R Users,
I have a code in Ox language using its SSF Pack. Is there any similar
package in R which provides all the same functionality.
Any pointers would be helpful to me.
Thanks in adv
- Regards,
\\\|///
\\ -- //
( o o )
oOOo-(_)-oOOo
|
| Gaurav Yadav
| Assistant Manager, CCIL, Mumbai (India)
| Mob: +919821286118 Email: [EMAIL PROTECTED]
| Man is made by his belief, as He believes, so He is.
| --- Bhagavad Gita
|___Oooo
oooO( )
( ) ) /
\ ((_/
\_ )
DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message and ...{{dropped}}
__
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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] statistics/correlation question NOT R question
Hi Horace and Mark
@@@ i myself know that this may be of little help but then also i am going
with this. Secondly the in the solution by Horace if corr(x, y) is beta
then
it implies that var(x) = var(y). Is that you want Mark. Well what i did i
am writing it down hereas under, may be its wrong.Please comment
var(y_t) = var(beta * x_t) + e_t)
= var(y_t) = beta * var(x_t) + var(e_t) + cov(beta * x_t , e_t)
as cov(beta * x_t , e_t) = 0 hence
var(y_t) = beta * var(x_t) + var(e_t)(i)
then
corr(x_t, y_t) = beta = cov(x_t, y_t)/ (sigma_x * sigma_y)
(ii)
further E[y_t] = beta * E[x_t] + E[e_t].as E[e_t] = 0 hence
beta = E[y_t] / E[x_t](iii)
Now what to do ???
Mark, I suppose you make the usual assumptions, ie. E[x]=0,
E[x*epsilon]=0, the correlation is just simply,
corr(x,y) = beta * ( var(x) / var(y) )
And you could get var(y) from var(x) and var(epsilon).
HTH.
Horace
This is not an R question but if anyone can help me, it's much
appreciated.
Suppose I have a series ( stationary ) y_t and a series x_t ( stationary
)and x_t has variance sigma^2_x and epsilon is normal
(0, sigma^2_epsilon )
and the two series have the relation
y_t = Beta*x_t + epsilon
My question is if there are particular values that sigma^2_x and
sigma^2_epsilon have to take in order for corr(x_t,y_t) to equal Beta ?
I attempted to figure this out using two different methods and in one
case I end up involving sigma^2_epsilon and in the other I don't
and I'm not sure if either method is correct. I think I need to use
results form the conditional bivariate normal but i'm really not sure.
Also, it's not a homework problem because I am too old to have homework.
Thanks for any insights/solutions.
This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}
__
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] Removing a list of Objects
try this
rm(list=ls(pat=C243.Daily)
ls(pat=.)
[1] .chutes .densityplot
.densityplot.default .densityplot.formula
[5] .eda .eda.ts .fancy.stripchart
.freqpoly
[9] .hist.and.boxplot.lag .lm
.median.test
[13] .plot.hist.and.box .scatterplot .sim
.violinplot
[17] .violinplot.default .violinplot.formula .z.test
ls(pat=.l)
[1] .lag .lm
rm(list = ls(pat=.l))
ls(pat=.l)
character(0)
- Regards,
\\\|///
\\ -- //
( o o )
oOOo-(_)-oOOo
|
| Gaurav Yadav
| Assistant Manager, CCIL, Mumbai (India)
| Mob: +919821286118 Email: [EMAIL PROTECTED]
| Man is made by his belief, as He believes, so He is.
| --- Bhagavad Gita
|___Oooo
oooO( )
( ) ) /
\ ((_/
\_ )
Patnaik, Tirthankar [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
05/09/2007 02:33 PM
To
Gabor Csardi [EMAIL PROTECTED]
cc
r-help@stat.math.ethz.ch
Subject
Re: [R] Removing a list of Objects
Hi Gabor,
Tried this, and didn't quite work.
a - list(paste(C243.Daily,sep=,1:5))
a
[[1]]
[1] C243.Daily1 C243.Daily2 C243.Daily3 C243.Daily4
C243.Daily5
rm(list=a)
Error in remove(list, envir, inherits) : invalid first argument
-Tir
-Original Message-
From: Gabor Csardi [mailto:[EMAIL PROTECTED]
Sent: Wednesday, May 09, 2007 12:37 PM
To: Patnaik, Tirthankar [GWM-CIR]
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Removing a list of Objects
Hmmm,
rm(list=a)
is what you want.
Gabor
On Wed, May 09, 2007 at 10:29:05AM +0530, Patnaik, Tirthankar wrote:
Hi,
I have a simple beginner's question on removing a list of
objects.
Say I have objects C243.Daily1, C243.Daily2...C243.Daily5 in my
workspace. I'd like to remove these without using rm five times.
So I write.
a - list(paste(C243.Daily,sep=,1:5))
rm(a)
Obviously this wouldn't work, as it would only remove the object a.
But is there any way I could do this, like on the lines of a UNIX `
(grave-accent)
Something like
Prompt rm `find . -type f -name foo`
TIA and best,
-Tir
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--
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Re: [R] comparing two matrices, row by row
Please have a look at this :-)
ar1 - array(data=c(1:16),dim=c(4,4))
ar2 - array(data=c(1,2,3,3,5:16),dim=c(4,4))
z-ar1==ar2
ar1
[,1] [,2] [,3] [,4]
[1,]159 13
[2,]26 10 14
[3,]37 11 15
[4,]48 12 16
ar2
[,1] [,2] [,3] [,4]
[1,]159 13
[2,]26 10 14
[3,]37 11 15
[4,]38 12 16
z
[,1] [,2] [,3] [,4]
[1,] TRUE TRUE TRUE TRUE
[2,] TRUE TRUE TRUE TRUE
[3,] TRUE TRUE TRUE TRUE
[4,] FALSE TRUE TRUE TRUE
which(z==FALSE)
[1] 4
HTH
Federico Abascal [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
26-04-07 04:14 PM
To
r-help@stat.math.ethz.ch
cc
Subject
[R] comparing two matrices, row by row
Estimated people,
I have two matrices:
ar1 - array(data=c(1:16),dim=c(4,4))
ar2 - array(data=c(1,2,3,3,5:16),dim=c(4,4))
They only differ in the fourth row. I would like to compare them in
order to know which columns are equal.
The following works, but I would like to have a better solution, and not
to use what someone called prehistorical loops:
for(i in c(1:4)) { cat(as.character(i),: ,
as.character(setequal(ar1[i,],ar2[i,])), \n) }
1 : TRUE
2 : TRUE
3 : TRUE
4 : FALSE
I cannot devise how to use the apply function for this.
Thanks a lot,
Federico
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Re: [R] regarding 3d Bar Plot
Hi Duncan I am restating the problem and thanks you for sending me such a good function histogram in 3d. Thanks for that but i think my problem has been misinterpreted. I just wanted a simple 3d bar Plot. Although I have not written anything for R but i will surely like to contribute to R and if i can assist someone in writing then it would be a great help to me. Problem was :-) I have data in a two dimensional table. each row of the data adds upto 100 ( hence they are percentages ). it can be interpreted as like this A - I are the matches and P - X are the players. Thus Player P scored 20% of the runs during this season in Match C, 60% in Match D and remaining 20% in Match G. I want to plot 3-d bar plot, where X axis have players, Y axis have Matches and Z axis as the percentage(0 - 100%) Please help me in this regards. (Please note on my X and Y axes Numbers are not there instead alphabets) A B C D E F G H I P 0 0 20 60 0 0 20 0 0 Q 0 16.8674726.907631 11.646586 0 12.449799 0.8032129 0 31.325301 R 0 59.649123 10.526316 12.280702 0 0 1.7543860 15.789474 S 3.57909807 20.281556 33.404915 7.31329 0.584586 5.9651631.1930327 0 27.678358 T 0 0 0 0 0 0 0 0 0 U 0 9.09090927.272727 18.181818 0 36.363636 0 0 9.090909 V 0 33.33 33.33 0 0 33.33 0 0 0 W 0 2.1881841.09409236.105033 0 44.420131 5.2516411 0 10.940919 X 0.05994234 51.550409 16.304315 6.9976680 17.383277 0.5994234 0.4741439 6.630821 Thanks in advance -gaurav Duncan Murdoch [EMAIL PROTECTED] 25-04-07 04:42 PM To [EMAIL PROTECTED] cc [EMAIL PROTECTED], r-help@stat.math.ethz.ch Subject Re: [R] regarding 3d Bar Plot On 4/24/2007 9:38 AM, [EMAIL PROTECTED] wrote: [EMAIL PROTECTED] wrote: I have data in a two dimensional table. each row of the data adds upto 100 ( hence they are percentages ). it can be interpreted as like this A - I are the matches and P - X are the players. Thus Player P scored 20% of the runs during this season in Match C, 60% in Match D and remaining 20% in Match G. I want to plot 3-d bar plot, where X axis have players, Y axis have Matches and Z axis as the percentage(0 - 100%) Please help me in this regards. snip Many years ago I picked up from the snews mailing list a suite of functions for plotting 2D barplots (barplots with 2D bases) written by a chap named Colin Goodall, from (at that time) the University of Bristol and/or from Penn State. I never actually did anything with this suite until recently. Seeing no replies to the enquiry about 3D histograms, I thought I'd try to get Goodal's code running in R to see if it might solve guarav's problem. The trouble is, all the guts of the procedure, *including* the plotting are done from within Fortran. The actual plotting seems to be done through a call to a subroutine ``segmtz'' which is a piece of Splus software that does not exist in R. Is there an equivalent subroutine in R that could be called? I dug around a bit but couldn't figure out what was going on. The function segments() simply calls .Internal(segments( I looked around a bit for corresponding C or Fortran code but obviously didn't know how to look properly. I think that the Fortran code could be translated into raw R and the call to segmtz changed to a call to segments() --- but this would seem to be a lot of work. Can anyone suggest a reasonably simple way of replacing the call to segmtz in the Fortran? I don't know how to do what you want, but I'd suggest working in R code rather than Fortran. I did write a hist3d function for the djmrgl package (based on hist), mostly to show off the graphics, but haven't found it useful enough to port to rgl. Here's a quick port, not good enough to use, but maybe it will give you a starting point. Duncan Murdoch hist3d - function (x, y, xbreaks, ybreaks, freq= NULL, probability = !freq, include.lowest= TRUE, right= TRUE, xlim = range(xbreaks), ylim = range(ybreaks), zlim = NULL, xlab = xname, ylab = yname, zlab, plot = TRUE, top
Re: [R] regarding 3d Bar Plot --- correction.
Hi Rolf,
If it is possible then please share the code as i am not able to locate
any pointers. Thanks in advance :-) cheers and chiao
regards
-gaurav
[EMAIL PROTECTED]
24-04-07 07:27 PM
To
[EMAIL PROTECTED], r-help@stat.math.ethz.ch
cc
Subject
Re: [R] regarding 3d Bar Plot --- correction.
I mis-spoke. It seems I had two collections of functions in the same
directory. One by Colin Goodall, and one by David Scott (I have no
record of where he is/was located). It is the *latter* collection
that does all its work from within Fortran.
I'll have another look at what Colin Goodall actually wrote to see if
it could be useful to guarav.
cheers,
Rolf Turner
[EMAIL PROTECTED]
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[R] Box Ljung Statistics
Hi All R Experts,
I met with below mentioned statistics in paper Stock Index Volatility
Forecasting with High Frequency Data
by Eugenie Hol, Siem Jan Koopman
http://ideas.repec.org/p/dgr/uvatin/20020068.html
I would like to ask that what is Box-Ljung portmantacau statistic based
on N squared autocorrelation ?
Is it same as Box-Ljung Statistics of stats package ?
Further, please tell me how to compute it ?
I have a return series of an Index.
Please help me in this i am not able to get the statistics what is given
in the paper for S P 100:-)
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Assistant Manager,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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Re: [R] regarding 3d Bar Plot
Hi Rolf,
i could not get what to be done with that kind of plot. If possible then i
would also like to contribute in its development. Thanks for discussion,
If you have any pointers please let me know in R.
Thanks in adv.
with warm regards,
-gaurav
[EMAIL PROTECTED]
24-04-07 07:08 PM
To
[EMAIL PROTECTED], r-help@stat.math.ethz.ch
cc
Subject
Re: [R] regarding 3d Bar Plot
[EMAIL PROTECTED] wrote:
I have data in a two dimensional table. each row of the data adds
upto 100 ( hence they are percentages ). it can be interpreted as
like this A - I are the matches and P - X are the players. Thus
Player P scored 20% of the runs during this season in Match C, 60% in
Match D and remaining 20% in Match G.
I want to plot 3-d bar plot, where X axis have players, Y axis have
Matches and Z axis as the percentage(0 - 100%) Please help me in this
regards.
snip
Many years ago I picked up from the snews mailing list a
suite of functions for plotting 2D barplots (barplots
with 2D
bases) written by a chap named Colin Goodall, from (at
that
time) the University of Bristol and/or from Penn State.
I never actually did anything with this suite until
recently. Seeing no replies to the enquiry about 3D
histograms, I thought I'd try to get Goodal's code
running
in R to see if it might solve guarav's problem.
The trouble is, all the guts of the procedure,
*including*
the plotting are done from within Fortran. The actual
plotting seems to be done through a call to a subroutine
``segmtz'' which is a piece of Splus software that does
not
exist in R.
Is there an equivalent subroutine in R that could be
called?
I dug around a bit but couldn't figure out what was going
on. The function segments() simply calls
.Internal(segments(
I looked around a bit for corresponding C or Fortran code
but
obviously didn't know how to look properly.
I think that the Fortran code could be translated into
raw R
and the call to segmtz changed to a call to segments()
---
but this would seem to be a lot of work.
Can anyone suggest a reasonably simple way of replacing
the
call to segmtz in the Fortran?
cheers,
Rolf Turner
[EMAIL PROTECTED]
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and provide commented, minimal, self-contained, reproducible code.
[R] regarding redirecting output of GARCH to a file
Hi All R Experts
I wrote this code so that all the summaries are stored in one file so that
i can try to see among them which one is most fitting.
but the results.txt file is having * ESTIMATION WITH ANALYTICAL
GRADIENT * many times i.e. 25x25 = 625
Please help in sending the summaries into one file :-)
sink(C:/results.txt)
for ( i in 1:25 )
for ( j in 1:25 ) {
x1.garch-garch(ts(x1[,2]),c(i,j))
summary(x1)
}
sink()
Thanks in adv
-gaurav
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] sorting data in R
Hi
Best function for sorting which i have used and many in the community :-)
HTH Cheers
sort.data.frame(Oats, ~ -nitro + Variety)
Feedback and improvements are welcome.
sort.data.frame - function(form,dat){
# Author: Kevin Wright
# Some ideas from Andy Liaw
# http://tolstoy.newcastle.edu.au/R/help/04/07/1076.html
# Use + for ascending, - for decending.
# Sorting is left to right in the formula
# Useage is either of the following:
# library(nlme); data(Oats)
# sort.data.frame(~-Variety+Block,Oats) # Note: levels(Oats$Block)
# sort.data.frame(Oats,~nitro-Variety)
# If dat is the formula, then switch form and dat
if(inherits(dat,formula)){
f=dat
dat=form
form=f
}
if(form[[1]] != ~)
stop(Formula must be one-sided.)
# Make the formula into character and remove spaces
formc - as.character(form[2])
formc - gsub( ,,formc)
# If the first character is not + or -, add +
if(!is.element(substring(formc,1,1),c(+,-)))
formc - paste(+,formc,sep=)
# Extract the variables from the formula
if(exists(is.R) is.R()){
vars - unlist(strsplit(formc, [\\+\\-]))
}
else{
vars - unlist(lapply(unpaste(formc,-),unpaste,+))
}
vars - vars[vars!=] # Remove spurious terms
# Build a list of arguments to pass to order function
calllist - list()
pos=1 # Position of + or -
for(i in 1:length(vars)){
varsign - substring(formc,pos,pos)
pos - pos+1+nchar(vars[i])
if(is.factor(dat[,vars[i]])){
if(varsign==-)
calllist[[i]] - -rank(dat[,vars[i]])
else
calllist[[i]] - rank(dat[,vars[i]])
}
else {
if(varsign==-)
calllist[[i]] - -dat[,vars[i]]
else
calllist[[i]] - dat[,vars[i]]
}
}
dat[do.call(order,calllist),]
}
elyakhlifi mustapha [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
20-04-07 03:30 PM
To
R-help@stat.math.ethz.ch
cc
Subject
[R] sorting data in R
hello,
I'd like know how to sort a data frame in R for example how I should do
to sort by Catholic with swiss data frame like below
thanks
Fertility Agriculture Examination Education Catholic
Infant.Mortality
Courtelary80.217.0 1512 9.9622.2
Delemont 83.145.1 6 984.8422.2
Franches-Mnt 92.539.7 5 593.4020.2
Moutier 85.836.5 12 733.7720.3
Neuveville76.943.5 1715 5.1620.6
Porrentruy76.135.3 9 790.5726.6
Broye 83.870.2 16 792.8523.6
Glane 92.467.8 14 897.1624.9
Gruyere 82.453.3 12 797.6721.0
Sarine82.945.2 161391.3824.4
Veveyse 87.164.5 14 698.6124.5
Aigle 64.162.0 2112 8.5216.5
Aubonne 66.967.5 14 7 2.2719.1
Avenches 68.960.7 1912 4.4322.7
Cossonay 61.769.3 22 5 2.8218.7
Echallens 68.372.6 18 224.2021.2
Grandson 71.734.0 17 8 3.3020.0
Lausanne 55.719.4 262812.1120.2
La Vallee 54.315.2 3120 2.1510.8
Lavaux65.173.0 19 9 2.8420.0
Morges65.559.8 2210 5.2318.0
Moudon65.055.1 14 3 4.5222.4
Nyone 56.650.9 221215.1416.7
Orbe 57.454.1 20 6 4.2015.3
Oron 72.571.2 12 1 2.4021.0
Payerne 74.258.1 14 8 5.2323.8
Paysd'enhaut 72.063.5 6 3 2.5618.0
Rolle 60.560.8 1610 7.7216.3
Vevey 58.326.8 251918.4620.9
Yverdon 65.449.5 15 8 6.1022.5
Conthey 75.585.9 3 299.7115.1
Entremont 69.384.9 7 699.6819.8
Herens77.389.7 5 2 100.0018.3
Martigwy 70.578.2 12 698.9619.4
Monthey 79.464.9 7 398.2220.2
St Maurice65.075.9 9 999.0617.8
Sierre92.284.6 3 399.4616.3
Sion 79.363.1 131396.8318.1
Boudry
[R] regarding 3d Bar Plot
Hi All R experts
I have data in a two dimensional table. each row of the data adds upto 100
( hence they are percentages ).
it can be interpreted as like this A - I are the matches and P - X are
the players. Thus Player P scored 20% of the runs during this season in
Match C, 60% in Match D and remaining 20% in Match G.
I want to plot 3-d bar plot, where X axis have players, Y axis have
Matches and Z axis as the percentage(0 - 100%)
Please help me in this regards.
A B C D E F G H I
P 0 0 20 60 0 0 20 0 0
Q 0 16.8674726.907631 11.646586 0
12.449799 0.8032129 0 31.325301
R 0 59.649123 10.526316 12.280702 0 0
1.7543860 15.789474
S 3.57909807 20.281556 33.404915 7.31329 0.584586
5.9651631.1930327 0 27.678358
T 0 0 0 0 0 0 0 0 0
U 0 9.09090927.272727 18.181818 0
36.363636 0 0 9.090909
V 0 33.33 33.33 0 0 33.33
0 0 0
W 0 2.1881841.09409236.105033 0
44.420131 5.2516411 0 10.940919
X 0.05994234 51.550409 16.304315 6.9976680
17.383277 0.5994234 0.4741439 6.630821
Thanks a lot for any pointers
-gaurav
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[R] Error: cannot change value of locked binding for
Hello R experts
What does this error means and how to resolve this issue (cannot change
value of locked binding for ). Please suggest
mc = MonteCarloOption(dt = 1/360, pathLength = 30, mcSteps = 5000,
mcLoops =
+ 50, init = TRUE, innovations.gen = sobolInnovations, path.gen =
wienerPath,
+ payoff.calc = arithmeticAsianPayoff, antithetic = TRUE, standardization
=
+ FALSE, trace = TRUE, scrambling = 2, seed = 4711)
Error in MonteCarloOption(dt = 1/360, pathLength = 30, mcSteps = 5000, :
cannot change value of locked binding for 'dt'
Thanks in advance
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Assistant Manager,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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Re: [R] help comparing two median with R
hi
+++
Now I want to compare if these sets differ. I could compare the mean
doing a basic T test . However, I was looking for a test to compare
the medians using R.
+++
@@@i hope but i am not sure that wilcoxon signed rank test may help :-)
cheers
Pedro A Reche [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
17-04-07 02:22 PM
To
r-help@stat.math.ethz.ch
cc
Subject
[R] help comparing two median with R
Dear R users,
I am new to R and I would like to ask your help with the following
topic. I have three sets of numeral data, 2 sets are paired and a
third is independent of the other two. For each of these sets I have
obtained their basic statistics (mean, median, stdv, range ...).
Now I want to compare if these sets differ. I could compare the mean
doing a basic T test . However, I was looking for a test to compare
the medians using R. If that is possible I would love to hear the
specifics.
Thanks in advance for any help,
Regards,
pedro reche
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[R] Please help.... i know its trivial
Hi All R Experts,
Please help me. Query is given at the end of this R Session
+start of R Session+++
SCORES-read.csv(C:/SCORE.csv,header=TRUE,sep=,)
SCORES
SrNo Player Score
1 1 A12
2 2 B23
3 3 C34
4 4 A54
+
17 17 A 433
18 18 B32
19 19 B34
20 20 C34
A-subset(SCORES,Player==A)
A
SrNo Player Score
1 1 A12
4 4 A54
5 5 A 342
6 6 A45
9 9 A45
10 10 A34
11 11 A65
17 17 A 433
class(SCORES)
[1] data.frame
class(A)
[1] data.frame
+end of R Session++
question:-
I want to convert the above given data frame i.e. A into a data frame
like this given below. So that my indexing looks good.
SrNo Player Score
1 1 A12
2 4 A54
3 5 A 342
4 6 A45
5 9 A45
6 10 A34
7 11 A65
8 17 A 433
Please help :-) Or give me some pointers i have tries searching the R FAQs
also but i could not locate. I know its trivial.
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[R] C interface
Hi All
I have read this document - An Introduction to the .C Interface to R,
which primarily tells how to interface C language with R.
Is there and more elaborative and online documentation regarding this
interface.
Any pointers appreciated
-thanks
-gaurav
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Re: [R] Regarding Vista
Hi Dieter,
I am facing the same problem in my case. R 2.4.1 have installed
successfully, but when i try to install the packages from a local zip
file. It gives the following error message. Please tell me how to install
the packages in a corporate environment. I mean i could not understand
your reply, may you be a bit more elaborate so that i can fix up the
problem in my corporate laptop.]
Thanks in advance
-gaurav
Dieter Menne [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
30-03-07 12:32 AM
To
r-help@stat.math.ethz.ch
cc
Subject
Re: [R] Regarding Vista
christian.ritter at shell.com writes:
The Vista issue is not innocent as it threatens the life of R within
large
corporations. So any posts on how R
runs under Vista and what has to be done to make it work and what cannot
be
done etc will be very useful.
Main problem seems to be the installation of chm-files when upgrading. I
had to
switch off all security mechanisms to get it done. Which is probably not
what
you would like to have in a corporate environment.
As a temporary workaround, it would probably be best to optionally disable
chm
installation. Or do a poll if is is required, after all it's considered a
legacy
format nowadays.
Dieter
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Re: [R] Regarding Vista
*Sorry for duplicate post - i forgot to tell the error
Hi Dieter,
I am facing the same problem in my case. R 2.4.1 have installed
successfully, but when i try to install the packages from a local zip
file. It gives the following error message.
+++
utils:::menuInstallLocal()
Error in zip.unpack(pkg, tmpDir) : cannot open file 'C:/Program
Files/R/R-2.4.1/library/file5d2b5841/aaMI/chtml/aaMI.chm'
+++
Please tell me how to install the packages in a corporate environment. I
mean i could not understand your reply, may you be a bit more elaborate so
that i can fix up the problem in my corporate laptop.
Thanks in advance
-gaurav
Dieter Menne [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
30-03-07 12:32 AM
To
r-help@stat.math.ethz.ch
cc
Subject
Re: [R] Regarding Vista
christian.ritter at shell.com writes:
The Vista issue is not innocent as it threatens the life of R within
large
corporations. So any posts on how R
runs under Vista and what has to be done to make it work and what cannot
be
done etc will be very useful.
Main problem seems to be the installation of chm-files when upgrading. I
had to
switch off all security mechanisms to get it done. Which is probably not
what
you would like to have in a corporate environment.
As a temporary workaround, it would probably be best to optionally disable
chm
installation. Or do a poll if is is required, after all it's considered a
legacy
format nowadays.
Dieter
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[R] Regarding Vista
Hi All
Does R supports Vista Business and Vista Home Premium. I am planning to
upgrade my system. Before that I just wanted to confirm whether R will
work on Vista or not.
Thanks for this help in advance
-gaurav
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Assistant Manager,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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[R] regarding time series object
Hello All
I have time series data like given hereinbelow :-
The data is having dates. I tried using ts() but it requires frequency. As
i have holidays, saturdays sunday market closed, and also sometimes the
data may not be recorded. I want to create a time series object but i want
that where ever the holiday is the except saturday/sunday then it should
impute the mean of previous and the next working day. I want to do this so
that i can perfectly say that 5 obs is my weekly frequency, 25 is my
monthly etc :- Please help in this regards
tui[1:15,]
DateOpenHigh Low CloseNifty
1 2004-01-01 1880.35 1917.05 1880.351912.25
2 2004-01-02 1912.25 1951.70 1911.051946.05
3 2004-01-05 1946.30 1969.20 1930.751955.00
4 2004-01-06 1955.10 1979.05 1908.751926.70
5 2004-01-07 1927.95 1930.95 1888.101916.75
6 2004-01-08 1918.10 1973.45 1918.101968.55
7 2004-01-09 1969.00 2014.65 1957.451971.90
8 2004-01-12 1972.00 1980.55 1936.751945.60
9 2004-01-13 1944.70 1967.85 1926.101963.60
10 2004-01-14 1987.40 1995.20 1970.101982.15
11 2004-01-15 1983.20 2000.30 1933.251944.45
12 2004-01-16 1944.15 1953.05 1887.101900.65
13 2004-01-19 1901.90 1943.10 1874.951935.35
14 2004-01-20 1928.80 1957.65 1876.851893.25
15 2004-01-21 1895.45 1899.55 1811.351824.60
Thanks a lot
-gaurav
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[R] Problem in loading all packages all at once
Hi All Please see the Rprofile file which i have modified as follows and after that when I start R then I see that R says to me TRUE for all the packages implying that all loaded at once. But when i try to use commands as simple as help(lm), it doesnt work nor any of the menu Packages is not working. Although the regression using lm ( Y ~ X ) is working even summary and rnorm is working fine. Please tell me why menu and help command is not working Rprofile is in between +++ lines R initialization is in between @@ lines Commands are in between $ lines Please also suggest me should i send this to r-devel list or not ### This is the system Rprofile file. It is always run on startup. options(scipen = 0) options(max.print = 1)# not yet exercised in 'core R' options(add.smooth = TRUE)# currently only used in 'plot.lm' ## ## #code added by gaurav yadav to install many other packages at startup# print (START OF CODE ADDED BY GAURAV YADAV) TEMP - Sys.getenv(R_DEFAULT_PACKAGES) print (R_DEFAULT_PACKAGES) print (TEMP) print (===) TEMP - c(TEMP,aplpack,approximator,apTreeshape,ArDec,arules,ash,aspace,assist,aster,asypow,aws,base,bayesm,bayesmix,bayesSurv,BayesTree,BayesValidate,betareg,Bhat,BHH2,bicreduc,biglm,bim,bindata,Biodem,biopara,bitops,bivpois,blighty,blockrand,BMA,boa,Bolstad,boolean,boost,boot,bootstrap,bqtl,BradleyTerry,brlr,BRugs,BSDA,BsMD,butler,calibrate,calibrator,caMassClass,car,cat,caTools,catspec,cba,cclust,CDNmoney,cfa,CGIwithR,changeLOS,chplot,chron,CircStats,circular,clac,class,classInt,classPP,clim.pact,climatol,clines,clue,cluster,clusterRepro,clustvarsel,cmprsk,cobs,CoCo,CoCoCg,CoCoCore,CoCoGraph,CoCoObjects,CoCoOldData,CoCoRaw,cocorresp,coda,coin,colorspace,combinat,compositions,concor,concord,cond,conf.design,connectedness,copula,corpcor,corpora,covRobust,coxrobust,cramer,crossdes,crq,c sampling,cslogistic,CTFS,ctv) TEMP - c(TEMP,CVThresh,cwhmath,cwhplot,cwhprint,cwhstat,cwhstring,cwhtool,cyclones,DAAG,datasets,date,Davies,DBI,dblcens,DCluster,DDHFm,deal,debug,deldir,delt,denpro,DEoptim,depmix,DescribeDisplay,Design,Devore5,Devore6,dglm,diamonds,dichromat,DICOM,digest,diptest,dispmod,distr,distrEx,distrSim,distrTEst,diveMove,doBy,DPpackage,dr,drc,drfit,dse1,dse2,dyn,dynamicGraph,dynlm,e1071,eba,EbayesThresh,Ecdat,eco,ecodist,edci,effects,eha,elasticnet,ElemStatLearn,ellipse,elliptic,emme2,emplik,emulator,EMV,energy,ensembleBMA,Epi,epitools,epsi,equivalence,evd,evdbayes,evir,exactLoglinTest,exactmaxsel,exactRankTests,extRemes,FactoMineR,Fahrmeir,far,faraway,fastICA,fBasics,fCalendar,fda,fdim,femmeR,fExtremes,fgac,fields,filehash,financial,FLCore,FLEDA,flexclust,flexmix,fMultivar,fOptions,foreign, FortranCallsR,fortunes,forward) TEMP - c(TEMP,fpc,fPortfolio,fracdiff,frailtypack,fSeries,ftnonpar,FunCluster,fuzzyRankTests,g.data,gafit,gam,gamair,gamlss,gamlss.tr,GammaTest,gap,gbm,gclus,gcmrec,gdata,gee,geepack,genalg,Geneland,GeneNT,genetics,GeneTS,GenKern,geometry,geoR,geoRglm,ggm,ggplot,giRaph,gld,gllm,glmmML,glmpath,glpk,gmodels,gmp,gmt,gnm,GPArotation,gpclib,gplots,gpls,graphics,grasper,GRASS,gRbase,grDevices,gregmisc,grid,gridBase,grnnR,grouped,GroupSeq,gss,gstat,gsubfn,gtools,hapassoc,haplo.ccs,haplo.stats,hapsim,hddplot,hdf5,hdrcde,hett,HI,hier.part,hierfstat,HighProbability,Hmisc,hmm.discnp,homals,hopach,howmany,HSAUR,HTMLapplets,httpRequest,hwde,hybridHclust,HyperbolicDist,ICE,Icens,IDPmisc,ifs,igraph,iid.test,impute,ineq,intcox,iplots,ipred,irr,ismev,ISwR,its,iWidgets,JavaGD,JGR,JLLprod,JointGL M,kappalab,Kendall,kernlab) TEMP - c(TEMP,KernSmooth,kinship,kknn,klaR,km.ci,KMsurv,knncat,knnFinder,knnTree,kohonen,ks,kza,kzft,labdsv,labstatR,lars,lasso2,latentnet,lattice,latticeExtra,lazy,ldbounds,ldDesign,LDheatmap,leaps,lgtdl,limma,linprog,lme4,lmeSplines,LMGene,lmm,lmomco,Lmoments,lmtest,locfdr,locfit,lodplot,LogicReg,logistf,logspline,lokern,longitudinal,longmemo,LoopAnalyst,LowRankQP,lpridge,lpSolve,lsa,lspls,ltm,maanova,magic,mapLD,mapproj,maps,maptools,maptree,mAr,marg,MarkedPointProcess,MASS,Matching,MatchIt,mathgraph,matlab,Matrix,maxstat,MBESS,mblm,mcgibbsit,mclust,mcmc,MCMCpack,mda,MEMSS,merror,meta,methods,mfp,mgcv,mice,micEcdat,micEcon,aaMI,abind,accuracy,acepack,actuar,adapt,ade4,adehabitat,adlift,agce,agsemisc,akima,AlgDesign,allelic,alr3,amap,AMORE,AnalyzeFMRI,aod,ape,mimR,minpack.l m,misc3d,mitools,mix,mixreg) TEMP -
[R] a very small query
Hi All
what is the command to give me the listing of the loaded packages. I mean
which are active and not the listing of all the installed packages as
given by library()
thanks in advance
-gaurav
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[R] one more small query
Hi All
Thanks to you all for replying to my small query i got it. How can i load
many packages other than the default packages automatically at the
startup. Please tell me. I tried it by modifying the RProfile file, as
given in the posted mail with the subject(Problem in loading all packages
all at once), but it was not a total success, Please help me in this.
Secondly is there any limits set that at a time maximum number of packages
which can be loaded at a time.
:-)
-gaurav
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Assistant Manager,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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Re: [R] Problem in loading all packages all at once
Prof Brian Ripley [EMAIL PROTECTED] 26-03-07 07:06 PM To Charilaos Skiadas [EMAIL PROTECTED] cc [EMAIL PROTECTED], r-help@stat.math.ethz.ch Subject Re: [R] Problem in loading all packages all at once I really don't know what is going on here, beyond that 'utils' has not been loaded. @@@ Please :-), no sky is falling, just kidding But 1) You are not supposed to edit system files like library/base/R/Rprofile. If you do, don't ask for help! @@@ let me dare, and i will learn. I apologize if i have hurt your feelings. @@@ i used to modify the linux operating system code to see the effects, @@@ bad habits die hard. Please forgive me 2) I don't see how the output shown came from the input shown: almost surely it did not. @@@ but sincerely it came 3) It is extremely bad practice to load packages you do not need. This both slows R down unnecessarily and creates conflicts where packages override default behaviour. @@@ i know 4) I believe there is still a limit to the number of DLLs you can have loaded in a single R session, and I believe it to be 100. So you probably cannot load all 751 packages, and at some point package loading will fail. Now, loading library/base/R/Rprofile has no error-checking (as it is supposed to be unchanged, src/main/main.c:818) and so you may get no indication of this. @@@ Thanks this is really a great help, i will look into it @@@ are you one of the coders of R So my guess is that there was an attempt to load a few hundred packages and only some of them got loaded, not as far down the list as 'utils'. If you want to load some packages in every session, do so from your .Rprofile file: that is run as user code and you should get full error-checking (and messages). @@@ may you please send me a sample file, it would be really helpfull @@@ and where to put .Rprofile file As for Charilaos' points: a) .First.sys is defined in the system profile, library/base/R/Rprofile. It is run from the base environment. @@@ i ackowledge it b) The environment variable R_DEFAULT_PACKAGES justs sets the default for the option 'defaultPackages', and the format is described in the surely obvious place, the documentation for the option. There are examples in the 'check' script. @@@ This is really a good link to read again, Thanks Thank a lot Sir ! -gaurav On Mon, 26 Mar 2007, Charilaos Skiadas wrote: A couple of things: 1) It would have been a lot easier to help you if you had created a much smaller example. perhaps trying to load 2-3 packages instead of 1000. Now we have to wade through a lot of stuff to get to the point. 2) Perhaps your call to Sys.putenv doesn't do quite what you expect it to do. Example: TEMP - c(a,b) Sys.getenv(TEST) TEST Sys.putenv(TEST=TEMP) Sys.getenv(TEST) TEST b 3) I couldn't really see where in your code all these packages are loaded. Reading the help for .First.sys tells me that that's the call that actually loads the default packages, unless I've misunderstood something. If that's the case, then the following line you have at the end would prevent this loading: .First.sys - function() I must say that from the ?Startup help there are two things that are not very clear: a) At what point in the load process is R_DEFAULT_PACKAGES checked? .First.sys doesn't seem to know about it. Ok, a bit of search provided an answer to this: Reading the help for options, I see there, in the section about defaultPackages, what is probably the most helpful bit (for me) in all this: defaultPackages: the packages that are attached by default when R starts up. Initially set from value of the environment variable R_DEFAULT_PACKAGES, or if that is unset to c(datasets, utils, grDevices, graphics, stats, methods). (Set R_DEFAULT_PACKAGES to NULL or a comma-separated list of package names.) A call to options should be in your ?.Rprofile? file to ensure that the change takes effect before the base package is initialized (see Startup). b) What is the format that the R_DEFAULT_PACKAGES variable must have (I guess now I know, since it is mentioned in ?options, though that's not really the place I would have expected it to be explained) ? The only examples I could find on the web were setting it to NULL. Hope all this helps in some way. Haris Skiadas Department of Mathematics and Computer Science Hanover College On Mar 26, 2007, at 6:01 AM, [EMAIL PROTECTED] wrote: Hi All Please see the Rprofile file which i have modified as follows and after that when I start R then I see that R says to me TRUE for all the packages implying that all loaded at once. But when i try to use commands as simple as help(lm), it doesnt work nor any of the menu Packages is not working. Although the regression using lm ( Y ~ X ) is working even summary and rnorm is working fine. Please tell me why menu and help command is not working Rprofile is in between +++ lines R initialization
[R] regarding cointegration
Hi All
Thanks for supporting people like me.
What is cointegration and its connection with granger causality test ?
what is its use and mathematical methodology behind it. Secondly, is
cointegration test like Phillips-Ouliaris Cointegration Test of tseries
package or of urca package is the same as cointegration ? Please tell me
how to go about it and interpret the results ?
Thanks in advance
cheers :-)
-gaurav
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Re: [R] Comparison between GARCH and ARMA
Hi i was just going by this thread, i thought of igniting my mind and got something wierd so i thought of making it wired. i think whether you take ARMA or GARCH. In computer science these are feedback systems or put it simply new values are function of past values. In ARMA case it is the return series and the error series. In case of GARCH it is the errors and stdev or returns and shock with propotionality of coeficient. In any case we are trying to find the returns only. What if i put stdev in ARMA and returns in GARCH ? I want to ask what it would end up showing me. For me both are having similar structure having two parts : 1. regression depending on past values 2. trying to reduce errors by averaging them i hope i am correct. please correct me where i am wrong. thanks and regards Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :- [EMAIL PROTECTED] Wensui Liu [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 08-11-06 12:24 AM To Leeds, Mark (IED) [EMAIL PROTECTED] cc r-help@stat.math.ethz.ch, Megh Dal [EMAIL PROTECTED] Subject Re: [R] Comparison between GARCH and ARMA Mark, I totally agree that it doesn't make sense to compare arma with garch. but to some extent, garch can be considered arma for conditional variance. similarly, arch can be considered ma for conditional variance. the above is just my understanding, which might not be correct. thanks. On 11/7/06, Leeds, Mark (IED) [EMAIL PROTECTED] wrote: Hi : I'm a R novice but I consider myself reasonably versed in time series related material and I have never heard of an equivalence between Garch(1,1) for volatility and an ARMA(1,1) in the squared returns and I'm almost sure there isn't. There are various problems with what you wrote. 1) r(t) = h(t)*z(t) not h(i) but that's not a big deal. 2) you can't write the equation in terms of r(t) because r(t) = h(t)*z(t) and h(t) is UPDATED FIRST And then the relation r(t) = h(t)*z(t) is true ( in the sense of the model ). So, r(t) is a function of z(t) , a random variable, so trying to use r(t) on the left hand side of the volatility equation doesn't make sense at all. 3) even if your equation was valid, what you wrote is not an ARMA(1,1). The AR term is there but the MA term ( the beta term ) Has an r_t-1 terms in it when r_t-1 is on the left side. An MA term in an ARMA framework multiples lagged noise terms not the lag of what's on the left side. That's what the AR term does. 4) even if your equation was correct in terms of it being a true ARMA(1,1) , you Have common coefficients on The AR term and MA term ( beta ) so you would need contraints to tell the Model that this was the same term in both places. 5) basically, you can't do what you Are trying to do so you shouldn't expect to any consistency in estimates Of the intercept for the reasons stated above. why are you trying to transform in such a way anyway ? Now back to your original garch(1,1) model 6) a garch(1,1) has a stationarity condition that alpha + beta is less than 1 So this has to be satisfied when you estimate a garch(1,1). It looks like this condition is satisfied so you should be okay there. 7) also, if you are really assuming/believe that the returns have mean zero to begin with, without subtraction, Then you shouldn't be subtracting the mean before you estimate Because eseentially you will be subtracting noise and throwing out useful Information that could used in estimating the garch(1,1) parameters. Maybe you aren't assuming that the mean is zero and you are making the mean zero which is fine. I hope this helps you. I don't mean to be rude but I am just trying to get across that what you Are doing is not valid. If you saw the equivalence somewhere in the literature, Let me know because I would be interested in looking at it. mark -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Megh Dal Sent: Tuesday, November 07, 2006 2:24 AM To: r-help@stat.math.ethz.ch Subject: [R] Comparison between GARCH and ARMA Dear all R user, Please forgive me if my problem is too simple. Actually my problem is basically Statistical rather directly R related. Suppose I have return series ret with mean zero. And I want to fit a Garch(1,1) on this. my is r[t] = h[i]*z[t] h[t] = w + alpha*r[t-1]^2 + beta*h[t-1] I want to estimate the three parameters here; the R syntax is as follows: # download data: data(EuStockMarkets) r - diff(log(EuStockMarkets))[,DAX] r = r - mean(r) # fit a garch(1,1) on this: library(tseries) garch(r) The estimated parameters are given below: * ESTIMATION WITH ANALYTICAL GRADIENT * Call: garch(x = r) Coefficient(s): a0 a1 b1 4.746e-06 6.837e-02 8.877e-01 Now it is straightforward to transform Garch(1,1) to a ARMA like this: r[t]^2 = w + (alpha+beta)*r[t-1]^2 + beta*(h[t-1] - r[t-1]^2) -
Re: [R] ALARM!!!! Re: regarding large csv file import
hi All,
ok fine got it. The design of R is such that it will work only if data
fits in the main memory. This issue has been taken up many times but it
seems it would be very difficult to change the core code hmmm. ok fine.
hence if i want to work then i will have to either partition the data or
work with columns.
thanks to you all
- Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Assistant Manager,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
jim holtman [EMAIL PROTECTED]
28-10-06 09:17 AM
To
[EMAIL PROTECTED] [EMAIL PROTECTED]
cc
Subject
Re: ALARM Re: [R] regarding large csv file import
I think that the real issue is that if you want speed and the ability to
use all the functions in R, then you have to have the data fit in memory
because of the random access that is done to the data. Now you can create
some specialized functions that could make passes through the data and
accumulate a basis set of stats.
You don't want to have to use virtual memory because the paging would
significantly slow down any processing that you would want to do. That is
the reason why many people store their data in a database and then use the
SELECT command to pull out the subset of the data that they want to
operate on. The majority of the data object that are processed can fit in
memory and R is designed for everything in memory. This has been the case
since it was developed and one of the things you have to live with.
I don't think that there is anyway that a new memory allocation algorithm
would fit this since it would mean a rewrite of all the code to handle
data in this fashion. Simple things like selecting a subset of the data
using conditional tests would not be simple.
If you can not partition your data and analyze it in subsets that will fit
in memory, then probably R is not the system you should be using.
On 10/27/06, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote:
hi Jim,
if i partition the file, then for further operation like merging the
partitioned files and after that doing some analysis on whole data set
would again require the same amount of memory. If i am not able to do or
if i am not having memory then i feel there should be serious thinking
over the issue of memory handling.
hence i am also copying this to r-devel list and i would also would like
to contribute and write code for memory handling issue. i would like to
address this request to the great coders of R that software should be able
to run in any amount of memory (except some minimum threshold...bingo).
thus i would invite all the great coders to please address this issue and
if in any ways i can be helpfull then i am right here.
thanks
with regards
-gaurav
jim holtman [EMAIL PROTECTED]
27-10-06 09:09 PM
To
[EMAIL PROTECTED] [EMAIL PROTECTED]
cc
Subject
Re: [R] regarding large csv file import
Is the file only numeric, or does it also contain characters? You will
get better performance by either using 'scan' , or specifying what the
type of each column is with 'colClasses' so that read.csv does not have to
guess at the types.
You will probably need more memory depending on the type of data. If I
assume that it is numeric and that it takes about 6 characters to specify
a number, then you have approximately 45M numbers in the file and this
will take up 362MB for a single object. You should have at least 3X the
size of the largest object to do any processing since copies will have to
be made.
I would suggest partitioning the file and processing in parts. You can
also put it in a database and 'sample' the rows that you want to process.
On 10/27/06, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote:
hi All,
i have a .csv of size 272 MB and a RAM of 512MB and working on windows XP.
I am not able to import the csv file.
R hangs means it stops responding even SciViews hangs.
i am using read.csv(FILENAME,sep=,,header=TRUE). Is there any way to
import it.
i have tried archives already but i was not able to sense much.
thanks in advance
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Assistant Manager,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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[R] regarding large csv file import
hi All,
i have a .csv of size 272 MB and a RAM of 512MB and working on windows XP.
I am not able to import the csv file.
R hangs means it stops responding even SciViews hangs.
i am using read.csv(FILENAME,sep=,,header=TRUE). Is there any way to
import it.
i have tried archives already but i was not able to sense much.
thanks in advance
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Assistant Manager,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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[R] ALARM!!!! Re: regarding large csv file import
hi Jim,
if i partition the file, then for further operation like merging the
partitioned files and after that doing some analysis on whole data set
would again require the same amount of memory. If i am not able to do or
if i am not having memory then i feel there should be serious thinking
over the issue of memory handling.
hence i am also copying this to r-devel list and i would also would like
to contribute and write code for memory handling issue. i would like to
address this request to the great coders of R that software should be able
to run in any amount of memory (except some minimum threshold...bingo).
thus i would invite all the great coders to please address this issue and
if in any ways i can be helpfull then i am right here.
thanks
with regards
-gaurav
jim holtman [EMAIL PROTECTED]
27-10-06 09:09 PM
To
[EMAIL PROTECTED] [EMAIL PROTECTED]
cc
Subject
Re: [R] regarding large csv file import
Is the file only numeric, or does it also contain characters? You will
get better performance by either using 'scan' , or specifying what the
type of each column is with 'colClasses' so that read.csv does not have to
guess at the types.
You will probably need more memory depending on the type of data. If I
assume that it is numeric and that it takes about 6 characters to specify
a number, then you have approximately 45M numbers in the file and this
will take up 362MB for a single object. You should have at least 3X the
size of the largest object to do any processing since copies will have to
be made.
I would suggest partitioning the file and processing in parts. You can
also put it in a database and 'sample' the rows that you want to process.
On 10/27/06, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote:
hi All,
i have a .csv of size 272 MB and a RAM of 512MB and working on windows XP.
I am not able to import the csv file.
R hangs means it stops responding even SciViews hangs.
i am using read.csv(FILENAME,sep=,,header=TRUE). Is there any way to
import it.
i have tried archives already but i was not able to sense much.
thanks in advance
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Assistant Manager,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message and ...{{dropped}}
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--
Jim Holtman
Cincinnati, OH
+1 513 646 9390
What is the problem you are trying to solve?
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[R] [R-SIG-Finance] regarding bootstrapping... REVISITED
hi Thomas/All,
I went through the thread(
https://stat.ethz.ch/pipermail/r-sig-finance/2006q1/000682.html which
concerns with swaps). Yeah it is correct that i would like to quote both
David and Krishna that the curve interpolation may vary considerably (for
e.g. any polynomial/parametric fit is very different from and curve
fitting whether it is free hand or by NURBS ( complex version of Basis
Splines ZZZzzz). My problem is that i want to know how can i generate spot
curve using bootstrap methodin R.Further, even if you do not have fixed
maturity bonds i.e. when you need to create fictitious or virtual paper of
varied fixed maturities like 1 month, 6 month, 1 year, 5 year, 10 year
. so that you can create a spot curve from the traded points which may
be like as follows for e.g.
Price,Residual Maturity, Coupon, Frequency, Redemption, Basis
98.45,0.53,5%,2,100,4
100.15,1.54,8%,2,100,4
99.56,8.5,4%,1,100,4
and
97.65,20.6,10%,2,100,4
thanks to all
with warm regards
-gaurav
Thomas Steiner [EMAIL PROTECTED]
09-10-06 09:18 PM
To
[EMAIL PROTECTED] [EMAIL PROTECTED]
cc
[EMAIL PROTECTED]
Subject
Re: [R-SIG-Finance] regarding bootstrapping
Gaurav,
some time ago I asked a very similar question. I got some very helpful
answers and some lines of code. Perhaps you want to read this (after
consulting Hull and the others):
https://stat.ethz.ch/pipermail/r-sig-finance/2006q1/000682.html
If you want to see some of my present code, just let me know.
Yours,
Thomas
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[R] regarding bootstrapping
Hi All,
Thanks for all your discussions which I read offline and enhance my
knowledge.
I just want to know how to make yield curve by bootstrapping using R.
Please give me some subject-matter links and code links.
Especially the Spot Yield Curve and YTM Curve.
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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[R] regarding bootstrapping
Hi All,
Thanks for all your discussions which I read offline and enhance my
knowledge.
I just want to know how to make yield curve by bootstrapping using R.
Please give me some subject-matter links and code links.
Especially the Spot Yield Curve and YTM Curve.
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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and provide commented, minimal, self-contained, reproducible code.
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Re: [R] regarding bootstrapping
hi Stefan
thanks for the reference but i do not have membership for the same.
Moreover i wanted to do it through R i.e. making of spot yield curve
through bootstrapping.
can you provide some links in R for the same.
-gaurav.
Stefan Grosse [EMAIL PROTECTED]
09-10-06 07:47 PM
To
[EMAIL PROTECTED], r-help r-help@stat.math.ethz.ch
cc
Subject
Re: [R] regarding bootstrapping
Although it does not directly answer your question you might be
interested in:
Michalis Ioannides, A comparison of yield curve estimation techniques
using UK data, Journal of Banking Finance, Volume 27, Issue 1, , January
2003, Pages 1-26.
Abstract: I compare different methods of estimating the term structure of
interest rates on a daily UK treasury bill and gilt data that spans the
period from January 1995 to January 1999. In-sample and out-of-sample
statistics reveal the superior pricing ability of certain methods
characterised by an exponential functional form. In addition to these
standard goodness of fit statistics, model performance is judged in terms
of two trading strategies based on model residuals. Both strategies reveal
that parsimonious representations of the term structure perform better
than their spline counterparts characterised by a linear functional form.
This is valid even when abnormal returns are adjusted for market
movements. Linear splines overfit the data and are likely to give
misleading results.
Author Keywords: Bonds; Trading strategy; Term structure of interest
rates; Pricing; Splines
[EMAIL PROTECTED] schrieb:
Hi All,
Thanks for all your discussions which I read offline and enhance my
knowledge.
I just want to know how to make yield curve by bootstrapping using R.
Please give me some subject-matter links and code links.
Especially the Spot Yield Curve and YTM Curve.
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal)
(0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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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.
[R] regarding chaos
hi all,
I have a simple question that does power spectral analysis related to
capacity dimension, information dimension, lyapunov exponent, hurst
exponent.
If yes then please show me the way. I am newbie in the world of chaos.
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to actively join you all
Hi All
Good morning to all of you as it is good morning here. Thanks Gabor, you
are right i had already reached that link where all the packages are
there, infact i have installed all the packages also.
http://cran.r-project.org/src/contrib/PACKAGES.html
As the directory structure suggests that it should contain all the sources
of contributed packages. I do not know where is the problem is it at my
end or ,,, Whenever i try to download any tar.gz file my winzip is giving
me error Error reading header after processing 0 entries. Thus, i am not
able to see inside the archived file. Please if someody can click on the
link below,
http://cran.r-project.org/src/contrib/VaR_0.2.tar.gz
and send the source code files at [EMAIL PROTECTED] after
unzipping it.
I would be really thankful for this kind act. Thanks in advance
Further,i would like to thanks Duncan for his reply.
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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[R] How to actively join you all
Hello R Community,
I am really impressed by the 'R'. I am a computer engineer. Further, I
have done work on Linux Code at my home and Worked on Cisco IOS platform.
I would like to contribute to the software i.e. i would like to devote my
free time for its development, but i do not know how to join the
development team. If anybody can tell me the way then please show me the
way. I would be really grateful to you all.
thanks
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to actively join you all
Hi Gabor,
i went to this link via the views link given by you,
http://cran.r-project.org/src/contrib/VaR_0.2.tar.gz
but it gives me an error when i try to open it by winzip. It gives me
error message -
Error reading header after processing 0 entries
Further, As I am now also a finance grad hence i would like to join the
finance team/ risk management team.
Infact i wanted to ask that - Is there and control version system they
use from where i can checkout a line work on it
and the chckin the code again ? How to get login id and password to logon
to the system ? who will provide me the access to it ?
What is the language they use to write the code is it the greatest and the
best among the best - 'C',
i mean i want to look at the code then only i would in the position that
whether i would be able to write my own package
or i would like to go for enhancements/bug fixing area.
etc etc some very basic queries
thanks
p.s.
http://cran.r-project.org/src/contrib/Descriptions/VaR.html
VaR: Value at Risk estimation
A set of methods for calculation of Value at Risk (VaR)
Version:
0.2
Depends:
R (= 1.4.1)
Author:
Talgat Daniyarov
Maintainer:
Talgat Daniyarov
License:
GPL (version 2 or higher)
Downloads:
Package source:
VaR_0.2.tar.gz
Windows binary:
VaR_0.2.zip
Index of contents:
VaR.INDEX
Reference manual:
VaR.pdf
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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and provide commented, minimal, self-contained, reproducible code.
[R] how to create time series object
hi all
i have date and the return series like below, but the dates are not in
uniform intervals. Please show me the way how to create a time series in
'R' so that dates are also associated with the returns.
thanks in advance
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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and provide commented, minimal, self-contained, reproducible code.
[R] Please Ignore This is only a test mail
Hi All,
I regret for sending my question many times as there was some problem at
my end. Further, I am just sending this post to confirm whether my post is
reaching or not.
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] R is wonderful
Hi All,
I have also similar feelings for R. I really thank each and every one in
the R community for joining together to Create R and Spread R.
thanks
Sayonara With Smile With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research Surveillance Department,
Clearing Corporation Of India Limited.
Address: 5th, 6th, 7th Floor, Trade Wing 'C', Kamala City, S.B. Marg,
Mumbai - 400 013
Telephone(Office): - +91 022 6663 9398 , Mobile(Personal) (0)9821286118
Email(Office) :- [EMAIL PROTECTED] , Email(Personal) :-
[EMAIL PROTECTED]
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[R] Spline Extrapolation(NURBS)
Hi R-help
Does R supports Non Uniform Rational B Splines Extrapolation. If yes then
please help me in knowing the way. Further, Is there any reference
regarding Spline Extrapolation (pls note I am not refering to Spline
Interpolation).
thanks a lot in advance
-gaurav
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and provide commented, minimal, self-contained, reproducible code.
[R] Spline Extrapolation(NURBS) 2nd Post
Hi R-help
Does R supports Non Uniform Rational B Splines (NURBS) Extrapolation. If
yes then
please help me in knowing the way. Further, Is there any reference
regarding Spline Extrapolation (pls note I am not refering to Spline
Interpolation). If anybody has any idea as to how to do spline
extrapolation or any references
in regards to the same then please enlighten me either through the list or
at my personal id i.e.
[EMAIL PROTECTED]
thanks a lot in advance
-gaurav
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Re: [R] open DLL in R
Hello Sir,
I am just wondering that pedump is a command of 'R' because in could not
find in the 'R' help using help.search(pedump). I am requesting you to
narrate as i also have to look into .dll(s). Is there any way to know what
are the exported functions and constants and imported functions and
constants in a easy way.
thanks
-gaurav.
Prof Brian Ripley [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
01-08-06 11:18 PM
To
qian li [EMAIL PROTECTED]
cc
r-help@stat.math.ethz.ch
Subject
Re: [R] open DLL in R
On Tue, 1 Aug 2006, qian li wrote:
I have downloaded a DLL file. I want to look at the contents in the DLL
file. How can I do it in R?
You need a disassembler such as VC++'s DUMPBIN, but looking at compiled
code you did not write is not an easy task. (Or objdump from the MinGW
toolset.)
If only you want to know what entry points it exports, use pedump -e for
the pedump.exe in tools.zip (see the R-admin manual).
What has this to do with R?
Thanks,
QL
-
[[alternative HTML version deleted]]
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--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UKFax: +44 1865 272595
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[R] regarding filtering the data
Hi all
a very happy greeting to you all.
i have just joined the list, i am newbie in R and this is my first message
( before this i was a member of Linux kernel mailing list) and hence i
woulk like to add that i know how to behave in the mailing lists.
I have a data something like this which i am reading from a csv file using
read.table (Is there any difference between read.csv and read.table as i
can give sep=, in both of them).
x=[1,2,3,4]
and permutations are
1,2,3,4
2,1,3,4
3,1,2,4
4,1,2,3
etc.
actually these are the permutations where n = 4 and k = 1 to 4 using the
combs function. Well I want to filter only the data in which the first
value is smaller that second, second value is smaller than
third...extending the logic to all the k ( whatever is its value at that
time). please help me in this regards
thanks
with warm regards
-raspberrylover
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