[R] Logreturn variance in Heston model

I have to calculate the logreturn variance in the Heston model. How can I do? Do you know some function that calculates it? Thank you Barbara -- Le informazioni contenute in questo messaggio di posta elettronica sono strettamente

[R] Quantitative Risk Analysis with R Course 5/1/18 to 5/4/18

/quantitative-risk-analysis-with-r-4-days.html. To register by phone or for any questions please contact: Barbara O'Neill, bone...@epixanalytics.com<mailto:bone...@epixanalytics.com> Ph: +1 303 440 8524 EpiX Analytics www.epixanalytics.com<http://www.epixanalytics.com> [[alte

[R] QRA with R Course 12-4 to 12-7-17 - Ft. Collins, CO

and to register please visit: http://www.epixanalytics.com/quantitative-risk-analysis-with-r-4-days.html To register by phone or for any questions please contact: Barbara O'Neill, bone...@epixanalytics.com<mailto:bone...@epixanalytics.com> Ph: +1 303 440 8524 EpiX Analytics www.epixanalytics.co

Re: [R] GARCH model estimation

it estimate three parameters (for example if the model is GARCH(1,1)) in every day? Thanks for your help. 2015-08-04 19:25 GMT+02:00 Barbara Rogo barbara.r...@uniroma1.it: I have to estimate the volatility of FTSE/MIB index with a GARCH model from 2012-06-21 to 2015-04-30, in every day. I use garchFit

[R] GARCH model estimation

it estimate three parameters (for example if the model is GARCH(1,1)) in every day? Thanks for your help. Barbara [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman

[R] Merging outbreak data

HI. I have a set of disease outbreak data. Each observation have a location  (spatial coordinates) and a start date. Outbreaks that occur in the same location within a two week periods have to be merged. Basically I need to delete duplicates that have same spatial coordinated and start dates

[R] EpiX Analytics - Quantitative Risk Analysis with R Course

please visit our website at: http://www.epixanalytics.com/Quantitative-Risk-Analysis-with-R.html To register by phone or for any questions please contact: Barbara O'Neill - bone...@epixanalytics.com Ph: 1-303-440-8524 EpiX Analytics 1643 Spruce Street, Boulder, CO, 80302, USA www.EpiXAnalytics.com

[R] linear programming

I have this problem with this form: min (A*X) under some constraints. the unknown is X that is a Matrix. I can't use the function linp because in it X is a vector.. How can I do??? Can you help me [[alternative HTML version deleted]] __

[R] Plot with date

I have to built a graphic with a time series of returns, but it have not a frequency (for example monthly in one year). On the x of the graphic I need to see only the year and not all the date (for example, 1996-01-02 , 1996). How I can do this Thank you [[alternative HTML version

[R] linear mixed-effects models with two random variables?

for what I want? # BUT my fixed effect (reserve) does not have a p-value due to zero degrees of freedom. However in glm1 it has. Can you help me please? Thanks a lot in advance, Barbara [[alternative HTML version deleted]] __ R-help@r-project.org

[R] how to perform multiple comparisons with anova.glm significant interactions?

hypothetically test multiple comparisons among the 3 predictors (when only one is a factor)? (or something that can help me to understrand what is happening with fish biomass in relation to reserve effect and habitat measurements at the same time). Many thanks in advance, Barbara Costa

[R] how to create a segplot in black and white?

(...) }) plotBiomRatio2 Can you help me to print this plot in black and white, please? Many thanks in advance. Barbara [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read

[R] color-coding of biplot points for varimax rotated factors (from PCA)

) ### scale the plot parameters rrr-apply(fit$scores[,1:2],2, range) (abs(rrr)+.1)*sign(rrr) par(usr=as.vector(rrr)) ### now include the colored points points(fit$scores[,c(1,2)], col=collab, pch=20) -- Barbara Doll NC Sea Grant Box 8605, NC State University Raleigh NC 27695-8605 919-515-5287 919

[R] Color-coded Biplot of Varimax rotated factors from PCA based factor analysis

I'm using R for PCA and? factor analysis. I want to create biplots of varimax rotated factors that color-code points by their classification. My research is on streams that are urban and rural. So, I want to color code them by this classification. If you just do a biplot from prcomp or

[R] box plot and plot whiskers

). It suggests that the upper and lower plot whiskers should be more less the same length. What does it mean if they are not? How it's possible? I'm using default value of the range. Would be garateful for any hint. Kind regards, Barbara [[alternative HTML version deleted

[R] how to model check in cozigam

that the family (and/or the data transformation) I chose is the best one? Does anyone knows how to do it? thanks a lot, barbara [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE

[R] clustering and the region of integration

Dear R users, I'm having trouble with calculating pvalues for my 2d dataset. First I performed clustering and I would like to get some info about the strength of cluster membership for each point. I've calculated (thanks to nice people help) the multivariate normal densities (mnd) using dmvnorm

[R] how to colour labels (each label with a colour) in a dendrogram?

= 1:50) # or use a palette: palette(rainbow(50)) plot(dend1, edgePar=nP, dLeaf=1, edge.root = TRUE) # this option is not correct. I want each of my labels (text) have a different colour but that is not what is happening. How can I do that? I'd appreciate your help. thanks a lot again. Barbara On 9

Re: [R] how to colour labels (each label with a colour) in a dendrogram?

Thanks a lot. I didn't find that. I prefered the option with class discovery package which we have to install from OOMPA project. barbara On 12 December 2011 11:58, Sarah Goslee sarah.gos...@gmail.com wrote: Did you try this: http://r.789695.n4.nabble.com/coloring-leaves-in-a-hclust

[R] how to add an edgetext to a dendrogram?

, edge.root = TRUE) # this option is not correct. I want each of my labels (text) have a different colour but that is not what is happening. How can I do that? I'd appreciate your help. thanks a lot Barbara [[alternative HTML version deleted]] __ R

Re: [R] how to add an edgetext to a dendrogram?

I'm sorry. (dend1 - as.dendrogram(hc)) On 9 December 2011 12:10, Sarah Goslee sarah.gos...@gmail.com wrote: Hi, On Fri, Dec 9, 2011 at 6:57 AM, barbara costa rbarbar...@gmail.com wrote: Hello to all, I'd like to colour the different labels of my dendrogram. How can I do? I guess I

[R] vector of dates

I have to construct a vector of date with a cycle for. I use the function seq, but when I allocate in a vector, this becomes a number!!! How do I have? thank you Example: dataval=as.Date(2011/07/01) date_val=seq(dataval,length=260,by=-7 day) date_inizio=c()

[R] Entire part of number

What is the function to have the entire part of a number? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide

[R] different colors in a segplot centers (package latticeExtra)

= MeanBiom, col=as.numeric (Commercial.Value)) thanks a lot, barbara [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting

Re: [R] error in bargraph.CI {sciplot}

because I wanted to figure it out why my data was giving this error. It's really weird that it doesn't work just for me. Does anyone has the windows 7 and are having the same problem? Barbara On 25 March 2011 05:22, David Winsemius dwinsem...@comcast.net wrote: On Mar 24, 2011, at 8:35 PM

Re: [R] error in bargraph.CI {sciplot}

On 25 March 2011 23:50, barbara costa rbarbar...@gmail.com wrote: Well, I have the R version 12.2.2 I installed sciplot_1.0-7.zip http://cran.r-project.org/bin/windows/contrib/r-release/sciplot_1.0-7.zip for windows. I have the Windows 7 in a HP laptop. I didn't modify anything

Re: [R] error in bargraph.CI {sciplot}

Hi again, I opened a new worskpace and if this function is done before I do other things it works! But to use my data I'll have a problem. Thanks anyway. Barbara On 25 March 2011 23:51, barbara costa rbarbar...@gmail.com wrote: Here's my session info: sessionInfo() R version 2.12.2

Re: [R] error in bargraph.CI {sciplot}

Well, I took some of my personal small functions that I was not using but was putting in my console in the beginning of the script and that finally worked! I don't know which function was, but if it happens again we can advise the person to that problem. thanks a lot. Barbara On 26 March 2011 00

[R] error in bargraph.CI {sciplot}

, density = c(0,20), legend = TRUE) Error in dn.call[[1]] : subscript out of bounds It is the example on bargraph.CI function page http://127.0.0.1:16950/library/sciplot/html/bargraph.CI.html Thanks a lot, Cheers Barbara [[alternative HTML version deleted

[R] predict lm doubt

Code_Site2 Velocity_corrected 31 TRUE 2.58 33 TRUE 3.25 35 TRUE 2.48 37 TRUE 4.40 39 TRUE 2.66 Thanks a lot. Barbara [[alternative HTML version deleted

Re: [R] R Commander QQ Plot with triangular distribution

Hamilton, Ontario, Canada http://socserv.mcmaster.ca/jfox -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Richard and Barbara Males Sent: March-08-11 10:49 AM To: r-help@r-project.org Subject: [R] R Commander QQ Plot

Re: [R] R Commander QQ Plot with triangular distribution

Wow, quick response, works perfectly, just as needed. Thanks to both of you for pointing me in the right direction, and for your contributions to the R community. Dick On Wed, Mar 9, 2011 at 11:21 AM, Peter Ehlers ehl...@ucalgary.ca wrote: On 2011-03-09 07:53, Richard and Barbara Males wrote

[R] R Commander QQ Plot with triangular distribution

I am attempting to use the R Commander Graphs Quantile-Comparison functionality on a dataset, to compare with a triangular distribution. I have the package triangle. My question is on the syntax of how to specify the parameters of the theoretical distribution in the Parameters field of the

[R] WORK AREA TO SAVE

I have lost the work of 2 days for problems to my pc. Can I get back it? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide

[R] Lattice dotplots

I hoped to set the reference line at 'T1', but than I get the error that 'object TRT is missing'. Does anybody know a solution? Thanks in advance! regards, Barbara EXAMPLE: library(lattice) # 1) example dataset #- dataset - expand.grid (LOC=c(LOC1, LOC2

[R] (senza oggetto)

I have the y-axe in a grafich that has as extreme limit 0.00 and 1.50. plot gives me the interval 0.0, 0.5,1.0,1.5 but I want: 0.00,0.15,0.30 and so on with 2 decimals. How can I do? Thanks [[alternative HTML version deleted]] __

[R] how to unsubscribe

Hello, I need to unsubcribe this email to the R help mailing list because I need to create an email only for this mailing list. My email account doesn't have that much space anymore and I don't have access to this every day. How can I do that? Thanks a lot -- Bárbara H. Costa Marine Biologist

Re: [R] how to unsubscribe

I already changed my email account. Thanks a lot On 21 July 2010 12:50, Jannis bt_jan...@yahoo.de wrote: As in nearly every e-mail list, you just need to click on one of the links at the end of each mail (its the first link in this case) and follow the instructions. Jannis --- barbara

[R] count - help

to shift to excell! Thanks a lot, Cheers, Barbara -- Bárbara H. Costa Marine Biologist Researcher SCIAENA - Marine Sciences and Cooperation www.sciaena.org ISPA | http://www.ispa.pt/ui/uie/index.asp BIOMARES | http://www.ccmar.ualg.pt/biomares/ MSI-UCSB | http://www.msi.ucsb.edu/ bco...@ispa.pt

[R] count - help

really like to learn doing it in R and not having to shift to excell! Thanks a lot, Cheers, Barbara -- Bárbara H. Costa Marine Biologist Researcher SCIAENA - Marine Sciences and Cooperation www.sciaena.org ISPA | http://www.ispa.pt/ui/uie/index.asp BIOMARES | http://www.ccmar.ualg.pt/biomares/ MSI

Re: [R] count - help

factors: e.g. season Sp + area 1 + depth 1. I've tried to do tables for each pair of variables (with one common variable) and then a merge but it didn't work. I'm looking for reshape package but it's not easy to know what to do. Thanks a lot again. Cheers, Barbara On 14 July 2010 14:39, Dieter

[R] random sequence

I have a sequence of number from 1 to 40 and I have to extract a random sequence, for example: 1) 1, 2 3, 4, ...40 2) 2, 10, 9 , 25 e so on for 5000 times. How I can do Thanks [[alternative HTML version deleted]] __

[R] solve.QP

Why sometimes I have error??? In this code I use solve.QP, and I have error sometimes and other times no. Why? Thanks... matr.dati=cbind(c(0.035,0.065,0.040,0.130,0.120,0.140,0.100,0.090),c(0.0750,0.2150,0.0550,0.2280,0.1858,0.2450,0.1555,0.1650)) 0.040 0.0550 0.130 0.2280

Re: [R] generating correlated random variables from different distributions

[mailto:r-help-boun...@r- project.org] On Behalf Of Richard and Barbara Males Sent: Thursday, April 29, 2010 9:18 AM To: r-help@r-project.org Subject: [R] generating correlated random variables from different distributions I need to generate a set of correlated random variables for a Monte Carlo

[R] generating correlated random variables from different distributions

I need to generate a set of correlated random variables for a Monte Carlo simulation. The solutions I have found (http://www.stat.uiuc.edu/stat428/cndata.html, http://www.sitmo.com/doc/Generating_Correlated_Random_Numbers), using Cholesky Decomposition, seem to work only if the variables come

[R] determine upper convex hull, 2-dimensional case

For an environmental planning example that involves looking at the relative efficiencies of one plan over another, I need to determine the pareto-efficient plans (which I have done), and then, within that set of plans, determine the convex hull representing the outer upper boundary of those

[R] IMPORTANT - To remove the null elements from a vector

I have a vector that have null elements. How to remove these elements? For example: x=[10 0 30 40 0 0] I want the vector y=[10 30 40] Thanks [[alternative HTML version deleted]] __ R-help@r-project.org mailing list

[R] IMPORTANT - Add a plot to another plot

I have a graphic that I design with the command plot, and I want to add another graphic. If I use another time the command plot with parameter add=TRUE It's wrong. Why? How I can resolve this problem? Thanks [[alternative HTML version deleted]]

[R] IMPORTANT! How work constrOptim? Why error in this routine???

I have to calculate the value of a set of parameter that minimize a function (scarti) with constrains. I know that scarti is right. Then, why I have error??? I don't understand!!! Help, thanks, it's very important!!! This is the routine:

[R] MLE for a t distribution

anybody know of any algorithms/functions in R that can help me obtain the MLEs? I am especially interested in the MLE for k, the degrees of freedom. Thank you! Barbara __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] MLE for a t distribution

will try re-parametrizing k, but I doubt this will solve the problem with the multiple local maxima. I would like to implement something like the EM algorithm to go around this problem, but I don't know how to do that. Barbara On Thu, Dec 10, 2009 at 2:59 PM, Albyn Jones jo...@reed.edu wrote: k

[R] Removing redundant observations

Hello R-helpers, I am having a difficult time figuring out the following: I have a data frame with 24 variables. I need to remove redundant observations where, within the same values of ID, V2 is equal to another observation in V2. ID V2 123.9 1NA 122.0 1 23.9 2 0.4 2 NA

[R] to creates an array

Is there a command as mat.or.vec(nr,nc) to create an array that I must calculate with more cicle? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting

[R] how to merge replicate spots

Hi, Does anybody know how to merge replicate spots in R Bioconductor? I use home-made spotted arrays and every probe is printed in triplicate. I normalize my data using limma package and I do not know how to get mean from these three replicates. Regards, Barbara Cegielska

[R] As mat.or.vec

is there a command like mat.or.vec for an array that I have to create with a cicle for? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide

[R] Simulation from a multivariate normal distribution

I must to create an array with dimensions 120x8x500. Better I have to make 500 simulations of 8 series of return from a multivariate normal distribution. there's the command mvrnorm but how I can do this repeating the simulation 500 times? [[alternative HTML version deleted]]

[R] [Fwd: loading SPOT file]

---BeginMessage--- I have problem with loading SPOT files. Sample of my operations in R object fromfile=TRUE fext=spot rawboxplot=TRUE flagi=Flags f-function(x) as.numeric(x$Flags -99) targets-readTargets(ApoAITargets.txt) if (fromfile){ + files-dir(pattern=fext) + } else { +

[R] 'RG' looks like a pre-2.4.0 S4 object: please recreate it

I would like to load ApoAI.RData. During the operation of reading this data an error occurs. There is also a problem with STF file. library (limma) load(ApoAI.RData) Warning message: 'RG' looks like a pre-2.4.0 S4 object: please recreate it objects() [1] RG names(RG) [1] R G Rb

[R] quadratic programming

Devo risolvere un problema di minimo vincolato con vincoli di uguaglianza e un altro con vincoli di uguaglianza e disuguaglianza. Cosa posso utilizzare? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list

[R] help_if command_new column

in the beginning but I was not successful. Thanks a lot for helping me. Barbara -- Bárbara H. Costa Marine Biologist Researcher SCIAENA - Marine Sciences and Cooperation www.sciaena.org bco...@ispa.pt barbarahco...@gmail.com [[alternative HTML version deleted

[R] URGENTE

Sto imparando ora ad utilizzare R. Ho un problema: devo caricare i dati da un file xls creato da me, utilizzando la funzione read.xls produce il seguente errore: Errore in xls2csv(xls, sheet, verbose = verbose, ..., perl = perl) : Unable to read xls file 'indagineUSA.xls'. Errore in

[R] troubles performing Moran.I test

) : Fehlender Wert, wo TRUE/FALSE nötig ist in english something like error in if (obs = ei) 2 * pv else 2 * (1 - pv) : missing value, where TRUE/FALSE is needed can anyone give me a hint what is going wrong?? many thanks in advance!! Barbara __ R-help@r

[R] fit.dist gnlm question, NaN and Inf results

I am attempting to fit discrete data (daily counts of arrivals of recreational vessels at locks on a river) using the fit.dist package. Some distributions return values of NaN and Inf for certain situations, an example with Inf values is shown below. # of vessels:

Re: [R] flow map lines between point pairs (latitude/longitude)

, 3]/10, col=i+1) } Ray Brownrigg On Thu, 03 Jul 2008, Richard and Barbara Males wrote: I have a dataset giving traffic between pairs of ports, and the lat/lon of each port, roughly as follows: sample data as follows df2VisitTrips[1:4,] Origin Destination NumberOfTrips OriginLatitude