Hi all,
why doesn't something like this does not work?
speedy <-
(sdata$VaR < sdata$DdtdAbs) && sdata$DdtdDuration >= qpois(pct,lambda)
&&
sdata$Ddtd > MinDD
or sdata$Ddtd[sdata$Ddtd > 0 && sdata$VaR < sdata$DdtdAbs]
sdata looks like this:
dataId date value Ddtd VaR DdtdAbs DdtdDuration
18948 79637 2004-07-27 10085.10 NA NA 0.00 0
18949 79638 2004-07-28 10117.10 NA NA 0.00 0
18950 79639 2004-07-29 10129.20 NA NA 0.00 0
18951 79640 2004-07-30 10139.70 NA NA 0.00 0
18952 79641 2004-08-02 10179.20 NA NA 0.00 0
18953 79642 2004-08-03 10120.20 0.579613329 336.060090 59.00 1
18954 79643 2004-08-04 10126.50 NA NA 0.00 0
18955 79644 2004-08-05 9963.03 1.614279366 334.306978 163.47 1
18956 79645 2004-08-06 9815.33 3.072828717 386.173057 311.17 2
18957 79646 2004-08-09 9814.66 3.079445020 420.167049 311.84 3
18958 79647 2004-08-10 9944.67 NA NA 0.00 0
18959 79648 2004-08-11 9938.32 0.063853300 328.315992 6.35 1
18960 79649 2004-08-12 9814.59 1.308037371 379.182568 130.08 2
I am trying to select rows from the data.frame which have Ddtd > x,
VaR < DdtdAbs and DdtdDuration > z.
Thank you,
Benjamin
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