[R] Truncated Lognormal Distribution

2010-04-28 Thread Julia Cains
Hi! I have following data which is left truncated say at 10. I am trying to estimate the parameters of the Truncated Lognormal distribution to this data as given below. (I have referred to R code appearing in an earlier post - http://finzi.psych.upenn.edu/Rhelp10/2008-October/176136.html)

[R] Truncated Normal Distribution and Truncated Pareto distribution

2010-04-19 Thread Julia Cains
Dear R helpers, I have a bimodal dataset dealing with loss amounts. I have divided this dataset into two with the bounds for the first dataset i.e. dataset-A being 5,000$ to 100,000$ and the dataset-B deals with the losses exceeding 100,000$ i.e. dataset-B is left truncated. I need to fit

[R] Truncated Distributions - Estimating parameters

2010-03-31 Thread Julia Cains
Dear R users, I am working on the Value at Risk (VaR) for the Operational risk. For a given loss data, we try to fit some statistical distributions using Kolmogorov-Smirnov (KS) test and A-D test and then for fitted distribution using the estimated parameters, the losses are simulated and the

[R] Exponential Fitting to Credit default data - A theoretical query

2010-02-14 Thread Julia Cains
is correct or not.   Thanking you in advance   Regards   Julia Cains, Brisbane     ** Only a man of Worth sees Worth in other men ** [[alternative HTML version deleted

[R] Learning R

2009-11-29 Thread Julia Cains
Dear R helpers, Almost 15 days back I have become member of this very active and wonderful group. So far I have been only raising  queries and in turn got them solved too and I really thank for the spirit this group member show when it comes to the guidance. I wish to learn R language and I

[R] Overlapping x - axis lables

2009-11-26 Thread Julia Cains
Dear R helpers Suppose I am plotting a simple scatter plot where no of paired observations (x,y) are say 100. month     length 1               10 2           12 3   17 4       21 5   13 ..

Re: [R] Overlapping x - axis lables

2009-11-26 Thread Julia Cains
Dear Sir, Thanks again for your help. Sir, actually I am working on a data containing 84 months and the corresponding savings (core) balances and non-core balances and I am plotting a stacked bar. The original code I am using is as follows x = read.csv('core-noncore.csv') x2 -

[R] Plotting Stacked Bar

2009-11-25 Thread Julia Cains
Dear R helpers, I am trying to plot a stacked graph. I have following data Month  Core(%)   Non_core(%) 1 45    55 2 48    52 3 36    64 4 60    40 5 35    65 Then for

[R] Old Version of R - packages

2009-11-24 Thread Julia Cains
Hi! Unfortunately the version loaded on the office server is 2.6.0 (for some undisclosed so called policy decision by my adamant IT dept. who are not willing to upgrade), I need to use YieldCurve package compatible with this version. On my standalone machine I have R 2.9 loaded and hence I

Re: [R] Old Version of R - packages

2009-11-24 Thread Julia Cains
, November 24, 2009, 1:17 PM Julia Cains wrote: Hi! Unfortunately the version loaded on the office server is 2.6.0 (for some undisclosed so called policy decision by my adamant IT dept. who are not willing to upgrade), I need to use YieldCurve package compatible with this version. On my

[R] One basic question - combining two conditions

2009-11-17 Thread Julia Cains
Dear R helpers Suppose I want to use two conditions if (x = 42) and (x48) z = 45 else if (x= 48) and (x60) z = 14 how do use this and operator to combine two conditions. I am sorry as I know for many of you, this is very basic question but I am new to R and trying to learn it as early as

[R] How to select the part of column name heads?

2009-11-12 Thread Julia Cains
  Dear R helpers,   Suppose I am reading a csv file as   yd    =   read.csv(mydata.csv)   The actual data in the mydata.csv file is say for example like this -     Date day_1 days_15 day_30days_60days_90  days_180 Nov 11    5 14   1  

[R] Polynomial fitting

2009-11-11 Thread Julia Cains
Dear R helpers     Suppose I have a following data   y  - c(9.21, 9.51, 9.73, 9.88, 10.12. 10.21)   t  - c(0, 0.25, 1, 3, 6, 12)   I want to find out the polynomial which fits y in terms of t i.e. y = f(t) some function of t.   e.g.   y = bo + b1*t + (b2 * t^2) + (b3 * t^3) + .. and so on.