Dear List,
I have read that a lognormal mixture model having a pdf of the form
f(x)=w1*f1(x)+(1-w1)*f2(x) fits most data sets quite well, where f1
and f2 are lognormal distributions.
Any pointers on how to create a function that would produce the 5
parameters of f(x) would be greatly
Dear Lest,
I have a two-variable data frame as follows (the time peirod of the
actual data set is 10 years):
Date Amount
1 6/1/2007 1
2 6/1/2007 1
3 6/4/2007 2
4 6/5/2007 2
5 6/11/2007 3
6 6/12/2007 3
7 6/12/2007 3
8 6/13/2007 3
9
Dear List,
This inquiry probably does not directly pertain to R.
I am using library(evir) to learn EVT. Based on my reading of things,
it is my understanding that if one wants to calculate quantiles of
GPD, one could use either riskmeasures() or qgpd(). However, using
data(danish) as an
Dear List,
I have a simple model as follows:
x - rnorm(500)
library(logspline)
fit - logspline(x)
n - 100
y - replicate(n, sum(rlogspline(rpois(1,10), fit))) # last line
The problem I keep getting is R crashes when doing the last line. It
seems to be fine if n is small, but not if n is
Given the following, one of the things I am trying to see is what % of
draws are below a certain number:
lambda - 3
rate - 5
n - 5
set.seed(123)
v - replicate(n, rexp(rpois(1,lambda), rate))
vv - unlist(v)
cat(% of draws below 0.1:, round(length(subset(vv, vv
0.1))/length(vv)*100,0), %\n)
In
A follow-up question: The example in ?attr uses a character string of
dim. Besides dim and times, what other character strings are
available or can be used?
On 5/3/07, Michael Sumner [EMAIL PROTECTED] wrote:
Hello,
It seems that danish is a numeric vector with attributes attached -
the
Thank you, Mike!
On 5/3/07, Michael Sumner [EMAIL PROTECTED] wrote:
Hello,
It seems that danish is a numeric vector with attributes attached -
the attribute vector is POSIXct and is the same length as danish.
You can create this from a data frame like this:
x - data.frame(Date =
