Dear R forum
From the given data, I have estimated the parameters of Wakeby distribution
using lmomco package as
library(lmomco)
(amounts - read.csv(input_S.csv)$amount)
# ___
# Wakeby distribution - Parameter estimation
N
:
From: David Winsemius dwinsem...@comcast.net
Subject: Re: [R] lmomco package - Random number generation using Wakeby
distribution
To: Katherine Gobin katherine_go...@yahoo.com
Cc: r-help@r-project.org
Date: Monday, 21 January, 2013, 7:46 PM
On Jan 21, 2013, at 10:30 AM, Katherine Gobin wrote
Coefficients and Sigma
Coefficients, if I want to use these values for further analyses?
Kindly guide
Katherine Gobin
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do
Dear R forum
I have a dataframe (of prices) as given below -
dat
= data.frame(company = rep(c(A, B, C, D, index), each = 5),
prices = c(runif(5, 10, 12), runif(5, 108, 112), runif(5, 500, 510),
runif(5, 40, 50), runif(5, 1000, 1020)))
company prices
1 A 10.61727
2 A
Dear R forum,
I have a data frame
dat = data.frame(
ABC = c(25.28000732,48.33857234,19.8013245,10.68361461),
DEF = c(14.02722251,10.57985168,11.81890316,21.40171514),
GHI = c(1,1,1,1),
JKL = c(45.96423231,44.52986236,16.56514176,32.14545122),
MNO =
Dear R Forum
I have a data frame as
beta_results = data.frame(instrument = c(ABC, DEF, JKL, LMN, PQR,
STU, UVW, XYZ),
beta_values = c(1.27, -0.22, 0.529, 0.011, 2.31, -1.08, -2.7, 0.42))
beta_results
instrument beta_values
1 ABC 1.270
2 DEF -0.220
3 JKL
Dear R forum,
Following is an customized extract of a code I am working on.
settlement = as.Date(2013-11-25)
maturity = as.Date(2015-10-01)
coupon = 0.066
yield = 0.1040
basis = 1
frequency = 2
redemption = 100
#
- append(cashflow.nos, cashflows)
}
output.dat - data.frame(cashflow.tenure, cashflow.nos)
output.dat
Jean
On Thu, Apr 3, 2014 at 5:22 AM, Katherine Gobin katherine_go...@yahoo.com
wrote:
Dear R forum,
Following is an customized extract of a code I am working on.
settlement = as.Date(2013-11
want to do it.
On Thu, Apr 3, 2014 at 6:22 AM, Katherine Gobin katherine_go...@yahoo.com
wrote:
Dear R forum,
Following is an customized extract of a code I am working on.
settlement = as.Date(2013-11-25)
maturity = as.Date(2015-10-01)
coupon = 0.066
yield = 0.1040
basis = 1
Dear R forum
I have following data.frame
dat = data.frame(key = c(A, B, C, D, E, E), id = c(instru_A,
instru_B, instru_B, instru_B, instru_C, instru_C), price = c(101.38,
3.9306, 3.7488, 92.9624, 5.15, 96.1908), adj_factor = c(2.08, 2.5217, 2.5217,
2.5217, 3.08, 3.08))
dat
key id
Dear R forum,
EXCEL has some standard functions e.g.
(1) PRICE function : Returns the price per $100 face value of a security that
pays periodic interest.
(2) COUPDAYBS : Returns the number of days from the beginning of the coupon
period to the settlement date.
(3) COUPDAYS : Returns
Dear R forum
I have a vector as
dat = c(ABC 1, ABC 2, ABC 3, DEF 10, DEF 20)
dat
[1] ABC 1 ABC 2 ABC 3 DEF 10 DEF 20
I need to split the names into two parts say
p1 p2
ABC 1
ABC 2
ABC 3
DEF 10
DEF 20
Kindly guide
Katherine
[[alternative HTML
Dear R forum,
I have a function which generates say two outputs, say output_1 and output_2.
Output_1 is a single row output whereas Output_2 is a dataframe having multiple
records. Is it possible to use two return statements in function. Output_2 uses
some records from output_1, hence I need
Dear R forum,
The example below is just an indicative one and I have constructed it. My real
life data and conditions are different.
I have a data.frame as given below
mydat = data.frame(A = c(19, 20, 19, 19, 19, 18, 16, 18, 19, 20), B = c(19, 20,
20, 19, 20, 18, 19, 18, 17, 16))
if
, Oct 16, 2013 at 7:01 AM, Katherine Gobin
katherine_go...@yahoo.com wrote:
Dear R forum,
The example below is just an indicative one and I have constructed it. My
real life data and conditions are different.
I have a data.frame as given below
mydat = data.frame(A = c(19, 20, 19, 19, 19, 18, 16
Dear Forum,
I have a data frame as
mydat = data.frame(basel_asset_class = c(2, 8, 8 ,8), defa_frequency = c(0.15,
0.07, 0.03, 0.001))
mydat
basel_asset_class defa_frequency
1 2 0.150
2 8 0.070
3 8 0.030
4
Katherine Gobin
On Thursday, 17 October 2013 9:33 PM, Bert Gunter gunter.ber...@gene.com
wrote:
Kindly guide ...
This is a very basic question, so the kindest guide I can give is to read an
Introduction to R (ships with R) or a R web tutorial of your choice so that you
can learn how R works
class 8,
I alpologize for the incovenience.
Regards
KAtherine
On , Katherine Gobin katherine_go...@yahoo.com wrote:
I am sorry perhaps was not able to put the question properly. I am not
looking for the subset of the data.frame where the basel_asset_class is 2. I
do agree
Spotfire, TIBCO Software
wdunlap tibco.com
From: Bert Gunter [mailto:gunter.ber...@gene.com]
Sent: Thursday, October 17, 2013 1:06 PM
To: William Dunlap
Cc: Katherine Gobin; r-help@r-project.org
Subject: Re: [R] Subseting a data.frame
May I ask why:
count_by_class - with(dat, ave
Dear R forum,
Just want to know if there is any function / package in R which will calculate
Yield to Maturity in R for a given bond?
Regards
Katherine
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
Respected R forum
I am learning R and relatively quite new to R. I am generating a scatter-plot
as given below. (My actual table is much larger).
# Sample data frame
y = c(20, 23, 17, 31, 68)
x = c(200, 300, 400, 500, 600)
plot(x, y, type = 'l')
If I plot this scatter-plot in excel, the
Dear R forum
I have a following vector of random no.s
x = runif(100, 0.01, 0.99)
[1] 0.47212037 0.77867992 0.33947474 0.93369035
[5] 0.03720073 0.79307831 0.81801835 0.92710688
.
I need to count the random no. falling in the range (0 -
Dear R forum
I have one stupid question, but I have no other solution to it in sight?
Suppose some R process creates graphs etc alongwith main output as data.frame
e.g
output1 = data.frame(bands = c(A, B, C), results = c(74, 108, 65))
I normally save this output as some csv file.
But I
the solution and somehow I felt it's
a stupid thing to do so. I will remember it next time.
Regards
Katherine
--- On Fri, 21/12/12, jim holtman jholt...@gmail.com wrote:
From: jim holtman jholt...@gmail.com
Subject: Re: [R] Can data.frame be saved as image?
To: Katherine Gobin katherine_go
Dear R forum
I have a vector say as given below
df = c(F, C, F, B, D, A, D, D, A, F, D, F, B, C)
I need to find
(1) how many times each element occurs? e.g. in above vector F occurs 4 times,
C occurs 2 times etc.
(2) Depending on the number of occurrences, I need to repeat the element
Gobin katherine_go...@yahoo.com
Cc: r-help@r-project.org r-help@r-project.org
Date: Tuesday, 26 March, 2013, 8:23 AM
try this:
df - c(F, C, F, B, D, A, D, D, A, F, D, F, B,
C)
tab - table(df)
tab
rep(names(tab), 100 * tab)
I hope it helps.
Best,
Dimitris
On 3/26/2013 9:12 AM, Katherine
Dear R helpers,
Everyday I do receive many many mails from R forum and after some period of
times, INBOX is filled with numerous mails. At times if for some period of
time, I haven't accessed mails, it becomes difficult to keep track of mails and
many times simply due to the volume (and owing
marc_schwa...@me.com
Cc: Katherine Gobin katherine_go...@yahoo.com, r-help@r-project.org help
r-help@r-project.org
Date: Wednesday, 27 March, 2013, 7:30 PM
http://r-help.markmail.org/ has a nice interface for searching the archives,
too.
On Wed, Mar 27, 2013 at 12:18 PM, Marc Schwartz marc_schwa
Dear R forum
Suppose I have a data.frame
df = data.frame(id = c(1:6), x = c(15, 21, 14, 21, 14, 38), y = c(36, 38, 55,
11, 5, 18), x.1 = c(15, 21, 14, 21, 14, 38), z = c(D, B, A, F, H,
P))
df
id x y x.1 z
1 1 15 36 15 D
2 2 21 38 21 B
3 3 14 55 14 A
4 4 21 11 21 F
5 5 14 5
...@math.uni-giessen.de wrote:
From: Gerrit Eichner gerrit.eich...@math.uni-giessen.de
Subject: Re: [R] How to delete Identical columns
To: Katherine Gobin katherine_go...@yahoo.com
Cc: r-help@r-project.org
Date: Thursday, 28 March, 2013, 8:58 AM
Hi, Katherine,
IF the naming scheme of the columns
Dear R forum,
(Pl note this is not a finance problem)
I have two data.frames as
currency_df = data.frame(current_date = c(3/4/2013, 3/4/2013, 3/4/2013,
3/4/2013), issue_date = c(27/11/2012, 9/12/2012, 14/01/2013,
28/02/2013), maturity_date = c(27/04/2013, 3/5/2013, 14/6/2013,
28/06/2013),
: Gabor Grothendieck ggrothendi...@gmail.com
Subject: Re: [R] Better way of writing R code
To: Adams, Jean jvad...@usgs.gov
Cc: Katherine Gobin katherine_go...@yahoo.com, R help
r-help@r-project.org
Date: Thursday, 4 April, 2013, 2:48 PM
On Thu, Apr 4, 2013 at 9:32 AM, Adams, Jean jvad...@usgs.gov
to you for the same. Thanks once again and sorry for the
inconvenience caused by me.
Regards
Katherine
--- On Fri, 5/4/13, Adams, Jean jvad...@usgs.gov wrote:
From: Adams, Jean jvad...@usgs.gov
Subject: Re: [R] Better way of writing R code
To: Katherine Gobin katherine_go...@yahoo.com
Cc: R help r
Dear R forum,
I am bit confused and please guide me -
(1) Is Pearson Type III Distribution as given in lmomco package same as Three
Parameter Pearson 5 Distribution?
If not, how do I estimate the parameters of Three Parameter Pearson 5
Distribution?
(2) Is there any other R forum dealing
Dear Sir,
I am referring to your package FAdist. I wish to know how to estimate the
parameters of the distribution - Log-Pearson Type III Distribution?
Will it be possible for you to guide me or inform the package in R, I can use
to estimate the parameters.
Regards
Katherine
Dear R forum,
I have a data.frame as defied below -
df = data.frame(names = c(C, A, A, B, C, B, A, B, C), dates =
c(4/15/2013, 4/13/2013, 4/15/2013, 4/13/2013, 4/13/2013, 4/15/2013,
4/14/2013, 4/14/2013,4/14/2013 ),values = c(10, 31, 31, 17, 11, 34, 102,
47, 29))
df
names dates
...@comcast.net, Katherine Gobin
katherine_go...@yahoo.com
Cc: r-help@r-project.org
Date: Monday, 15 April, 2013, 5:33 PM
Yes, that would be because she converted to Date on the fly in her example, and
so apparently did not need this reminder
Dear R forum
I have a data.frame
df = data.frame(currency_type = c(EURO_o_n, EURO_o_n, EURO_1w, EURO_1w,
USD_o_n, USD_o_n, USD_1w, USD_1w), rates = c(0.47, 0.475, 0.461, 0.464,
1.21, 1.19, 1.41, 1.43))
currency_type rates
1 EURO_o_n 0.470
2 EURO_o_n 0.475
3 EURO_1w
Dear R forum
I have a data.frame
df = data.frame(dates = c(4/15/2013, 4/14/2013, 4/13/2013, 4/12/2013),
values = c(47, 38, 56, 92))
I need to to create a vector by repeating the dates as
Current_date, 4/15/2013, 4/14/2013, 4/13/2013, 4/12/2013, Current_date,
4/15/2013, 4/14/2013,
, 17/4/13, andrija djurovic djandr...@gmail.com wrote:
From: andrija djurovic djandr...@gmail.com
Subject: Re: [R] Creating a vector with repeating dates
To: Katherine Gobin katherine_go...@yahoo.com
Cc: r-help@r-project.org r-help@r-project.org
Date: Wednesday, 17 April, 2013, 10:14 AM
?rep
On Wed
Dear Sir,
Thanks a lot for your valuable suggestions and help.
Regards
Katherine
--- On Wed, 17/4/13, Jim Lemon j...@bitwrit.com.au wrote:
From: Jim Lemon j...@bitwrit.com.au
Subject: Re: [R] Creating a vector with repeating dates
To: Katherine Gobin katherine_go...@yahoo.com
Cc: r-help@r
Dear R forum,
I have a data.frame as given below:
df = data.frame(tran = c(tran1, tran2, tran3, tran4), tenor = c(2w,
1m, 7m, 3m))
Also, I define
libor_tenor_labels = as.character(c(o_n, 1w, 2w,
1m, 2m, 3m, 4m, 5m, 6m, 7m, 8m, 9m, 10m, 11m,
12m))
#
df
tran
Dear R forum,
Please refer to my query regarding Error with function. I forgot to mention
that I am using plyr library.
Sorry for inconvenience.
Regards
Katherine
--- On Tue, 23/4/13, Katherine Gobin katherine_go...@yahoo.com wrote:
From: Katherine Gobin katherine_go...@yahoo.com
Subject
for consuming your
valuable time.
Thanks for the efforts at your end.
Regards
Katherine
--- On Tue, 23/4/13, Katherine Gobin katherine_go...@yahoo.com wrote:
From: Katherine Gobin katherine_go...@yahoo.com
Subject: [R] Error with function
To: r-help@r-project.org
Date: Tuesday, 23 April, 2013, 7:06
Dear R forum
I have data.frame as
df = data.frame(rate_name = c(USD_1w, USD_1w, USD_1w, USD_1w, USD_1m,
USD_1m, USD_1m, USD_1m, USD_2m, USD_2m, USD_2m, USD_2m,
GBP_1w, GBP_1w, GBP_1w, GBP_1w, GBP_1m, GBP_1m, GBP_1m, GBP_1m,
GBP_2m, GBP_2m, GBP_2m, GBP_2m, EURO_1w, EURO_1w, EURO_1w,
EURO_1w,
Interpolation : Missing rates
To: Katherine Gobin katherine_go...@yahoo.com
Cc: R help r-help@r-project.org
Date: Thursday, 25 April, 2013, 2:23 PM
Katherine,
Split the rate names into their currency and tenor parts and assign a numeric
value to each tenor. Choose a model to do your approximations
Dear R Forum,
I have a data.frame as
df = data.frame(date = c(2013-04-15, 2013-04-14, 2013-04-13,
2013-04-12, 2013-04-11),
ABC_f = c(62.80739769,81.04525895,84.65712455,12.78237251,57.61345256),
LMN_d = c(21.16794336,54.6580401,63.8923307,87.59880367,87.07693716),
XYZ_p =
Dear R forum
I have a data.frame as
cashflow_df = data.frame(instrument =
c(ABC,ABC,ABC,ABC,ABC,ABC,ABC,ABC,ABC,ABC,ABC,ABC,ABC,ABC,
ABC, PQR, PQR, PQR,PQR,PQR,PQR,PQR,PQR,PQR,PQR, PQR,
PQR, PQR,PQR, PQR,PQR,PQR,PQR, PQR,PQR,UVWXYZ,UVWXYZ,
UVWXYZ, UVWXYZ, UVWXYZ,UVWXYZ,UVWXYZ,UVWXYZ, UVWXYZ,
Dear Forum,
I have R version 3.0.0 installed and need to install RQuantLib pacakge. I tried
to install it from CRAN Mirror and I couldn't load it. I had saved the package
i zip format and tried to install it locally but I am getting following error.
utils:::menuInstallLocal()
Error in
.
Regards
Katherine
--- On Thu, 2/5/13, Prof Brian Ripley rip...@stats.ox.ac.uk wrote:
From: Prof Brian Ripley rip...@stats.ox.ac.uk
Subject: Re: [R] Clean Price of Bond : Can't install RQuantLib in R version
3.0.0
To: Katherine Gobin katherine_go...@yahoo.com
Cc: r-help@r-project.org
Date: Thursday
Dear Forum,
I have following data.frame as
fraud_data = data.frame(no_of_frauds = c(1, 2, 4, 6, 7, 9, 10), frequency =
c(3, 1, 7, 11, 13, 1, 4))
fraud_data
no_of_frauds frequency
1 1 3
2 2 1
3 4 7
4 6 11
5
Dear R forum
I have following variables -
EAD = 1
LGD = 0.45
PD = 0.47
M = 3
# Equation 1
R = 0.12*(1-exp(-50*PD))/(1-exp(-50)) + 0.24*(1-(1-exp(-50*PD))/(1-exp(-50)))
b = (0.11852 - 0.05478 * log(PD))^2
K = (LGD * pnorm((1 - R)^(-0.5) * qnorm(PD) + (R / (1 - R))^0.5 * qnorm(0.999))
-
/legal/notice
If you have received this e-mail in error please contact the sender.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of Katherine Gobin
Sent: 6. januar 2014 12:42
To: r-help@r-project.org
Subject: [R] Reversing
Dear R forum,
I have following data.frames
dat = data.frame(id = c(1:3), root = c(0.10, 0.20, 0.74), maturity_period =
c(20, 155, 428), mtm = c(1000, 1, 10), curve = c(USD, USD, USD))
dat
id root maturity_period mtm curve
1 1 0.10 20 1e+03 USD
2 2 0.20
Dear R Forum,
I am looking for some write-up or paper on Use of R for Analytics or why R
should be preferred over others for Analytics purpose. Tried google but got
some info about some commercial vendors using R for analytics. I am looking for
some paper where no commercial flavor is given, I
Dear R forum,
I am trying to execute following code (Page no 259 - VGAM.pdf)
#
.
library(VGAM)
set.seed(123)
fdata - data.frame(y1 = rfrechet(nn - 1000, shape = 2 + exp(1)))
Dear Mr Michael,
Thanks a lot for your guidance. The pdf file describing VGAM package has
mentioned 'frechet' in the example, so I got the error.
Regards
Katherine
On Thursday, 6 November 2014 2:54 PM, Michael Dewey i...@aghmed.fsnet.co.uk
wrote:
On 06/11/2014 06:04, Katherine Gobin
-bonn.de
wrote:
Katherine,
for a deeper
understanding of differing values it makes sense to provide
the list at least with an online description of the
corresponding functions used in Minitab and SPSS…
Best
Simon
On 03 Dec 2014,
at 10:45, Katherine Gobin via R-help r-help@r
Dear R Forum
I have a set of data say as given below and as an exercise of trying to fit
statistical distribution to this data, I am estimating parameters.
amounts =
Dear R forum
I sincerely apologize as my earlier mail with the captioned subject, since all
the values got mixed up and the email is not readable. I am trying to write it
again.
My problem is I have a set of data and I am trying to fit some distributions to
it. As a part of this exercise, I
60 matches
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