[R] Rcpp

Hello all, using GNU WinGW under Windows, I have experimented with the Rcpp package. Powerful package. Many thanks to Dominick Samperi. Now I have tried to modify the RccpExample.cpp file in order to calculate two different moving averages, a simple moving average and an exponential moving

[R] TA-Lib and R

Dear all, does someone know how to use TA-Lib in R (http://ta-lib.org/)? Regards Jaci -- Feel free - 5 GB Mailbox, 50 FreeSMS/Monat ... Jetzt GMX ProMail testen: www.gmx.net/de/go/mailfooter/promail-out __ R-help@stat.math.ethz.ch mailing list

[R] how to suppress a loading required package: ... message

Hi, how to suppress a loading required package:... message? Kind regards Jaci -- __ 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

[R] quantile regression - estimation of CAViaR

How is it possible to estimate the conditional autoregressive Value-at-Risk model qantile_t(tau)=a0+a1*qantile_(t-1)(tau)+a2*abs(r_(t-1)) see http://www.faculty.ucr.edu/~taelee/paper/BLSpaper1.pdf (page 10)) of Engle Manganelli in R? The qantile_(t-1)(tau)-term causes headache. Kind

[R] Kolmogorov Smirnov Distribution

Hi, i need to calculate the p-value given the kolmogorv smirnov test statistic (two sided). When I look at the function ks.test I found the following function which calls C code: pkstwo - function(x, tol = 1e-06) { if (is.numeric(x)) x - as.vector(x) else stop(Argument x must

Re: [R] Kolmogorov Smirnov Distribution

Thank you for your quick help. Regards Jaci Original-Nachricht Datum: Fri, 17 Nov 2006 13:15:13 + (GMT) Von: Prof Brian Ripley [EMAIL PROTECTED] An: [EMAIL PROTECTED] Betreff: Re: [R] Kolmogorov Smirnov Distribution On Fri, 17 Nov 2006, [EMAIL PROTECTED] wrote: Hi,

[R] quantile regression and moments

Hi, how to derive an estimate of skewness and kurtosis out of a predicted distribution by quantile regression? Example: library(quantreg) data(airquality) airq - airquality[143,] f - rq(Ozone ~ ., data=airquality,tau=seq(0.01,0.99,0.01)) predict(f,newdata=airq) Any suggestions? Kind regards,

[R] problems with loading packages in R 2.4.0

Hi, I have just installed R 2.4.0 and when I try to load fMultivar I get the following error message: Loading required package: methods Error in identical(pkg, [EMAIL PROTECTED]) : formal classes cannot be used without the methods package Error: .onAttach failed in 'attachNamespace' Error:

[R] Error when using cobs library

Dear R-Users, I have problems with the cobs library. When doing the cobs example, I get the folling error message: example(cobs) cobs x - seq(-1, 3, , 150) cobs y - (f.true - pnorm(2 * x)) + rnorm(150)/10 cobs con - rbind(c(1, min(x), 0), c(-1, max(x), 1), c(0, 0, 0.5)) cobs Rbs -

[R] Quantile Regression

Hi, how is it possible to retrieve the corresponding tau value for each observed data pair (x(t) y(t), t=1,...,n) when doing a quantile regression like rq.fit - rq(y~x,tau=-1). Thank you for your help. Jaci -- __ R-help@stat.math.ethz.ch mailing