Re: [R] Subscribe to Post

Dear Team, Kindly look into the same at the earliest. Regards, Shivi From: SHIVI BHATIA [mailto:shivi.bha...@safexpress.com] Sent: Friday, December 25, 2015 6:10 PM To: 'r-help@r-project.org' Subject: Subscribe to Post Dear Team, I have recently

[R] rugarch package: VaR exceedances plot

Dear all, I am trying to backtest my VaR model in R using the rugarch package. Hence, I am trying to plot the VaR exceedances using following code from the rugarch package: VaRplot(alpha=0.025,actual = returns,VaR = VaR,ylab = "daily log returns",xlab = "date") Unfortunately, I get this

[R] How do we do correlation for big matrices?

Hi R users, I have a very big two matrices of 12 columns and over 0.5 million columns (50,4710) and trying to get correlation value between two tables but I could not compute it because of big files. Would you give me any suggestion on how I can do the correlations for the big files? I used the

Re: [R] How do we do correlation for big matrices?

Since you only want the diagonal of the correlation matrix, the following will probably do the job using less memory. The mapply versions works on the data.frames you supplied, but will not work on matrices - be careful not to conflate the two classes of data objects. > vapply(colnames(df1),

Re: [R] rugarch package: VaR exceedances plot

Some ideas: You made a mistake. Couldn't help you with that even if I was at my computer for lack of a reproducible example. The package author made a mistake, or some package they depended on has changed how it works. In either case, you would need to correspond with the package

Re: [R] Subscribe to Post

You have managed to send an email to the list. That means users like you saw your message, but we are not going to "look into" anything for you. You might find [1] helpful. You definitely should read the Posting Guide (mentioned in the footer below) and learn to look through the archives [2]

Re: [R] Help on how to use cosinor analysis

Dear Friday, You need to specify what package you are using. There is a package (cosinor) that is meant for doing this. In addition, the psych package has a cosinor function, as do the CircStats and circular packages. For your data, you need to use the c() function library(psych)

Re: [R] How do we do correlation for big matrices?

My guess is that a mapply would take forever to run. I would split it up into smaller blocks - not too large so the calculation can fit into the RAM, and not too small to make the calculation tun too long. Say 500 columns per block, that way each correlation matrix takes up 500*500*8 bytes = 1.9