Hi,
I would rather have a Statistics related question hope experts here can provide
some suggestions. I have posted this request in some other forum but failed to
generate meaningful response
I am looking for some technical document on deriving the Distribution function
for sum of 2
= "%d%b%Y%H%M%OS")
[1] "2018-01-03 16:00:00 GMT"
_____
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
LinkedIn: http://in.linkedin.com/in/ArunFRM
Personal : http://WWW.ARUNSAHA.IN <http://WWW.ARUNSAHA.IN>
___
which method in statistics is completely free from model misspecification?
Thanks and regards,
_
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
Can the Statisticians here develop some good Statistical tool to stop this
Spamming keeping Type-I error almost zero?
Thanks and regards,
_
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http
.
_
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
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R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http
then use VAR simulation code.
HTH,
Thanks and regards,
_
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
within Asymptotic concept. Then apply your
statistical test on that realized series.
You may repeatedly generate TS and check the distribution of estimated
model parameters etc.
HTH
_
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING
_
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read
above regression
approach would be handy.
HTH
Thanks and regards,
_
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
On reply to the post
http://r.789695.n4.nabble.com/using-lapply-td3345268.html
Dear Kushan, this may be a good start:
## assuming 'instr.list' is your list object and you are applying
my.strat() function on each element of that list, you can use lapply
function as
lapply(instr.list, function(x)
I gave you hint only, however whatever you done is correct.
On Mon, Aug 2, 2010 at 4:30 AM, n.a.s nn.r...@gmail.com wrote:
Hi,
But i didn't understand why you did it like this qnorm(40/200)??
I already found the answer qnorm(.20,181,7.3) and qnorm(.80,181,7.3)
Thanks.
On Mon, Aug 2,
probably :
a - rep(HH:MM:SS, 5)
substring(a, 7) = 00
a
Not sure if there is an R way to do this or a regular express way, but here
is what I am trying to do.
I've got lots of data where the format is HH:MM:SS, but I need to format it
like HH:MM:00, i.e. round the second down to zero.
What is
Hi all,
say, I have following vector :
x - c(rep(5, 5), rep(3,4), rep(5,10))
Now I want to get the index numbers where elements of that vector changes
i.e. in above example I want to get a vector with elements : 6, 10. Because
at that indices, element of original vector changes value.
Is there
Hi, Currently I am a .net programmer and would like to use R for my
statistical computations engine. I already have installed RServer250.exe so
that I could call R from my .net programming environment, however
unfortunately, i could not be able to find RServer250.exe in the R-(D) COM
Interface
I would like to know about the skewness function bundled in fBasics package.
Is it population measure of skewness or sample estimate?
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Hi all,
Is there any R package on European/American oprions pricing? And on
calculation of it's sensitivities?
Regards,
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ur prog gives following result:
weighted.var(c(1,-1), c(0.5,0.5))
[1] 2
is it ok?
On Thu, Jul 24, 2008 at 7:57 PM, Gavin Simpson [EMAIL PROTECTED]wrote:
On Thu, 2008-07-24 at 02:25 +0530, Arun Kumar Saha wrote:
There is a R function to calculate weighted mean : weighted.mean() under
stats
Burns [EMAIL PROTECTED]wrote:
Have you seen 'cov.wt'?
Patrick Burns
[EMAIL PROTECTED]
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and A Guide for the Unwilling S User)
Arun Kumar Saha wrote:
ur prog gives following result:
weighted.var(c(1,-1), c(0.5,0.5))
[1] 2
oh now I got, R is taking unbiased estimator, anyways thanks
On Sun, Jul 27, 2008 at 2:54 PM, Arun Kumar Saha
[EMAIL PROTECTED]wrote:
I feel there is something wrong in definition in weighted variance.
Say for a fair dice the variance of outcome should be : 2.92 (
http://en.wikipedia.org
There is a R function to calculate weighted mean : weighted.mean() under
stats package. Is there any direct R function for calculating weighted
variance as well?
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There is if-else loop if I have to choose 1 item from a 2-item list.
However if I have a list of 4 items (let say) then how i can choose a single
item without employing 'if-else' loop? I mean in VBA I can use
select-case, is there any equivalent in R as well?
Regards,
[[alternative HTML
Quoting Arun Kumar Saha [EMAIL PROTECTED]:
There is if-else loop if I have to choose 1 item from a 2-item list.
However if I have a list of 4 items (let say) then how i can choose a
single
item without employing 'if-else' loop? I mean in VBA I can use
select-case, is there any equivalent
Suppose I have a Variance-covariance matrix A. Is there any fast way to
calculate correlation matrix from 'A' and vice-versa without emplying any
'for' loop?
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Here I am in a simulation study where I want to find different values
of x and y such that f(x,y)=c (some known constant) w.r.t. x, y 0,
y=x and x=c1 (another known constant). Can anyone please tell me how
to do it efficiently in R. One way I thought that I will draw
different random numbers from
change continuously you may
need the condition |f(x,y) - c| epsilon for some
epsilon 0.
Regards,
Moshe.
--- Arun Kumar Saha [EMAIL PROTECTED] wrote:
Here I am in a simulation study where I want to find
different values
of x and y such that f(x,y)=c (some known constant)
w.r.t. x, y 0
Hi all,
I am wondering how to write a 'list' object to a file. I already gone
through some threads like
http://mail.python.org/pipermail/python-list/2001-April/080639.html, however
could not trace out any reliable solution. I tried following :
write.table(calc, file=c:/data.csv)
Error in
or not.
Can anyone suggest me any easiest way how to construct the test statistic,
described above?
Thanks
On Wed, Apr 23, 2008 at 12:21 PM, Arun Kumar Saha [EMAIL PROTECTED]
wrote:
Hi all,
I am wondering how to write a 'list' object to a file. I already gone
through some threads like
http
Hi all,
I wrote some user defined function for my own. Now I want to get a mechanism
so that every time I start R, those function will automatically be loaded in
R without manually copying pasting. Can gurus here pls tell me how to do
that? Or I have to build my own packages bundled with those
I am using R 2.6.2. under windows
On Wed, Feb 27, 2008 at 12:43 PM, [EMAIL PROTECTED] wrote:
From: Arun Kumar Saha [EMAIL PROTECTED]
Date: 2008/02/27 Wed AM 01:03:26 CST
To: [EMAIL PROTECTED] [EMAIL PROTECTED]
Subject: [R] Loading user defined functions autometically each time I
start R
Hi all,
I have a time series like that :
DateValue
01/03/05 -0.008471364
01/04/05 -0.008153802
01/05/05 -0.000780031
01/06/05 -0.000130064
01/07/05 -0.000650576
01/08/05 -0.000130166
01/10/05 -0.004174282
01/11/05 0.01027384
01/12/05 -0.006099558
01/13/05 -0.009811054
[7,] 16688 365
[8,] 16689 365
[9,] 16691 365
[10,] 16692 360
[11,] 16693 360
[12,] 16694 360
However this is not that thing what I wanted, first column has been jumbled,
it is not in actual date format.
Can anyone tell me what should i do here?
Regards,
On 9/18/07, Arun Kumar Saha
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