Hello,
I was using my integrate today and spend a couple of hours trying to figure
out why I was getting some weird results in my code when using myintegrate
function to do complex integration, after some time decided just to change
the name of the integration dummy variable in the code from 'x'
Hello to all,
I have been using an optim with the following call:
optim(param_ini,fun_errores2,Precio_mercado=Precio,anos_pagosE2=anos_pagos,control=list(maxit=1,reltol=1e-16))
depending on the intial values I'm getting the same solution but once I get
the convergence message=10 (no
parameters) but your
setting of reltol is too small. Try using the default. It's
sqrt(.Machine$double.eps), about 1e-8, you are using 1e-16.
Hope this helps,
Rui Barradas
Em 15-05-2013 17:02, Luis Felipe Parra escreveu:
Hello to all,
I have been using an optim with the following call
Hello all,
I have been working with b-splines and noted that the splines package is
not available in CRAN. Does any body know what happened with it?
Or, is there any package that replaces it?
Thank you
Felipe Parra
[[alternative HTML version deleted]]
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5
Uggs, as I understand rJava is for calling Java from within R and what I
need is to call R within Java. Am I wrong?
2011/8/17 Uwe Ligges lig...@statistik.tu-dortmund.de
Are you sure rJava is not fine for you?
Uwe Ligges
On 16.08.2011 17:16, Luis Felipe Parra wrote:
Hello, I am trying
Hello, I am trying to install SJava but I haven't been able to complete it
successfully. I have tried to install it from bioconductor using the
followin code and got the following output:
source(http://www.bioconductor.org/biocLite.R;)
BioC_mirror = http://bioconductor.org
Change using
Hello I am trying to use predict from an arma-Garch model (arma(2, 2) +
garch(1, 1)) and I am getting the following error:
Error en arima(x = object@data, order = c(max(u, 1), 0, max(v, 1)), init =
c(ar, :
non-stationary AR part from CSS
Does anybody know what can be the reason of this error?
Hello,
I have estimated an ARIMA model and I would like to make simulations from
this estimated model 1,5 and 10 steps ahead. Does anybody know how to do
this?
Thank You
Felipe Parra
[[alternative HTML version deleted]]
__
Hello. I am trying to save an object which I created using assign as
following:
assign(paste(NombreAlgoritmo,_Portafolio,sep=),PortafolioInicial)
save(get(paste(Algoritmo,_Portafolio,sep=)),file=paste(camino,\\Libreria\\Portafolio\\Port_,NombreAlgoritmo,\\,NombreAlgoritmo,_Portafolio.Rdata,sep=))
Sorry David, I understand what you mean but could you help with how it would
be done more specifically.
Thanks
On Wed, Apr 27, 2011 at 11:27 AM, David Winsemius dwinsem...@comcast.netwrote:
On Apr 26, 2011, at 7:37 PM, Luis Felipe Parra wrote:
Hello. I am trying to save an object which I
this is the fastest technique thought. It will return a
vector of the positions in Matrix that match LHS. You can easily
convert to row numbers if you want since all columns have the same
number of rows.
HTH,
Josh
On Thu, Apr 21, 2011 at 8:56 PM, Luis Felipe Parra
felipe.pa
Hello I am trying to compare a vector with a Matrix's rows.The vector has
the same length as the number of columns of the matrix, and I would like to
find the row numbers where the matrix's row us the same as the given vector.
What I am doing at the moment is using apply as follows:
Hello, I am runnning a program on R with a big number of simulations and
I am getting the following error:
Error: no se puede ubicar un vector de tamaño 443.3 Mb
I don't understand why because when I check the memory status in my pc I get
the following:
memory.size()
[1] 676.3
Hello I am using the predict method in fGarch. I tried to replicate what I
supposed it was doing when I estimated an ARMA(2,2)+GARCH(1,1) by doing:
(temp is my ouput form garchFit)
fit = temp@fit$par
Nobs = length(temp@data)
# Predecir media
Hello I am trying to use solveRsocp to optimize a Portfolio maximizing
return. I was checking the code since I would like to solve it for a short
Portfolio and I found this:
# C - Cone Constraints:
C1 - rep(0, nAssets) # xCx
C2 - eqsumW[2, -1]
Hello I read on the Rmetrics webpage that all the development packages could
be intalled using the following command
source(RmetricsTools.R)
install.RmetricsDev([Rmetrics package to be installed]
I would like to know where I could get this RmetricsTools.R . I suppose it
might be somewhere
Hello, I am trying to read an Excel file using RODBC connect (its attached)
using the following code:
Data-odbcConnectExcel2007('acciones_col.xlsx',readOnly=T,)
datos-sqlFetch(Data,'Bloomberg')
odbcClose(Data)
The file contains stock data downloaded from bloomberg, and it contains five
at 8:07 PM, Prof Brian Ripley rip...@stats.ox.ac.ukwrote:
On Tue, 29 Mar 2011, Duncan Murdoch wrote:
On 11-03-28 6:41 PM, Luis Felipe Parra wrote:
Duncan I have been trying to work out the solution you gave me but I
haven't really got to sort it out. I tried first the option with install
Hello. I have been a couple of days trying to install fPortfolioSolver and
have been able to do it. I am getting the following error:
* installing to library 'R:/lib/R/CRAN/2.12'
ERROR: dependency 'Rsymphony' is not available for package 'fPortfolioSolver'
* removing
Hello I have downloaded the fPortfolioSolver package from R-forge but I have
not been able to install it. I don't know exactly where I should place the
file and which commands to give R. Could somebody please help me with this.
Thank you
Felipe Parra
[[alternative HTML version deleted]]
...@gmail.comwrote:
On 28/03/2011 7:30 AM, Luis Felipe Parra wrote:
Hello I have downloaded the fPortfolioSolver package from R-forge but I
have
not been able to install it. I don't know exactly where I should place the
file and which commands to give R. Could somebody please help me with
this.
Thank
Hello, I am trying to install fPortfolioSolver using the following commands
and I am getting the following error:
filename
[1]
C:\\Users\\Hp\\Documents\\R\\win-library\\2.12\\fPortfolioSolver_271.75.tar.gz
install.packages(filename, type=source, repos=NULL)
ERROR: dependencies 'fEcofin',
Thank you. The problem is that I tryed to use the repository provided in
R-forge and it didn't work. Do you know by any chance a repository where I
could find this package? thank you
2011/3/28 Uwe Ligges lig...@statistik.tu-dortmund.de
On 28.03.2011 15:58, Luis Felipe Parra wrote:
Hello, I
commands
directly in the CMD windowf, so could you please be more specific with me.
Thank you
Felipe Parra
On Mon, Mar 28, 2011 at 8:47 PM, Duncan Murdoch murdoch.dun...@gmail.comwrote:
On 28/03/2011 8:04 AM, Luis Felipe Parra wrote:
Thanks Duncan, I already installed Rtools but I don't know
Hello. I am trying to use the portfolio backtesting function in fPortfolio
package, but I don't now why in my version of fPortfolio I don't have either
the portfolioBactest nor the portfolioBacktesting functions. Does anybody
knows what might be going on?
thank you
Felipe Parra
Hello. I am using fGarch to estimate the following model:
Call:
garchFit(formula = fmla, data = X[, i], trace = F)
Mean and Variance Equation:
data ~ arma(1, 1) + garch(1, 1)
Conditional Distribution:
norm
Coefficient(s):
mu ar1 ma1 omegaalpha1 beta1
-0.94934
Hello. I would like to know if there exists in R a function like trunc but
where i can choose how many decimal places can I stay with in the number I
have (sort of the same as the trunc function in excel). I would like, for
example if I have the number 0.974678 and I choose to stay with 3 decimal
Hello. I have the following funtion:
fechasEntrega = function(FechasEntrega,fecha){
if(length(which(FechasEntregafecha))0){
tkmessageBox(title = Error en Fecha de Valoracion,message=Hay una
fecha de entrega anterior a la fecha de valoracion. Todas las fechas de
entrega deben ser
Hello. I am using some dates I read in excel in R. I know the excel origin
is supposed to be 1900-1-1. But when I used as.Date with origin=1900-1-1 the
dates that R reported me where two days ahead than the ones I read from
Excel. I noticed that when I did in R the following:
Hello. I have the following object which is a list of length NumSim with
each entry being a matrix of dimensions Ncurvas x 3:
dW =
replicate(NumSim,cbind(rnorm(Ncurvas),rnorm(Ncurvas),rnorm(Ncurvas)),simplify=F)
I would like to transform it into an array of dimension Ncurvas x 3 x
NumSim. Does
Hello. Does anybody know how to estimate nested logit models in R? I know
that the package mlogit does it, but It doesn´t report the logsum
parameters. I would like to have the logsum parameters, and the elasticites
if possible.
Thank you
Felipe Parra
[[alternative HTML version
Hello. I would like to know if there is a command for stopping between
multiple grpahs. I have a for in which I create a graph in each iteration. I
would like R to wait for a click or an enter to pass to the next graph. Does
anybody know how can this be done. Thank you
Felipe Parra
Hello, I have some simulations of financial data, I have 17 variables
simulated 1000 times to three horizons. I am tring to plot the efficient
frontier which I already obtained using th fPortfolio package. I am using
the following commands:
Data=timeSeries(X[1,,])
lppSpec - portfolioSpec()
Hello I am using the fPortfolio package and I see there is the option in the
model slot objRisk which permits the user to define its own objective
function. I have the ebook Portfolio Optimization with Rmetrics and there it
says examples on this option are on the advanced version of the book,
Hello I am using the fPortfolio package and I see there is the option in the
model slot objRisk which permits the user to define its own objective
function. I have the ebook Portfolio Optimization with Rmetrics and there it
says examples on this option are on the advanced version of the book,
Hello, I have stings which have all sort of characters (numbers, letters,
punctuation marks, etc) I would like to stay only with the numbers in them,
does somebody know how to do this?
Thank you
Felipe Parra
[[alternative HTML version deleted]]
Hello I have a sting of the form 12.084.547,17 which I would like R to
understand as a number which has , as the decimal separator, does anybody
know how to do this?
thank you
Felipe Parra
[[alternative HTML version deleted]]
__
Hello, I want to change the day of the month in a date object. What I am
doing at the moment is:
x=as.POSIXlt(x)
x$mday=13
x=as.Date(x)
Does anybody know if there is a more natural (eficient) way to do this
Thank you
Felipe Parra
[[alternative HTML version deleted]]
Hello I am new to RExcel and I would like to run a source code form the
excel worksheet. I would like to run the following code
source(C:\\Quantil Aplicativos\\Genercauca\\BackwardSelectionNC.r)
from the excel wroksheet. Does anybody know how to do this?
Thank you
Felipe Parra
Hello, I am trying to use RExcel and I would like to know if it is possible
to use in excel the following function I made for R
Pron = function(path=C:\\Quantil Aplicativos\\Genercauca\\V5\\){
library(timeSeries)
library(maSigPro)
### CARGAR FUNCIONES
Hello, I am putting a legend with lines in a line plot and I would like to
make the lines in the legend shorter. Does anybody knows how to do this?
Thank you
Felipe Parra
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing
Hello, I am trying to use portfolioConstraints from the fPortfolio package
and y would like to write a constraint of the form
t(w)*A=z
where w is the weight vector I am optimizing on, A is another vector and a
is a scalar (which can take zero value). Does somebody know how to setup
this
Hello, I would like to setup a non-linear constraint for a portfolio using
the portfolioConstraint function. Does somebody now how to do this? thank
you
Felipe Parra
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
Hello I am using the mgui function in the following way:
mgui ( graf_cuenta_margen_interfaz,title=c(Gráficas,Histogramas
valoración (No lineal) Cuenta de
Margen),exec=Graficar,argText=list(fecha_adelante=Fecha
adelante),closeOnExec=TRUE,output=NULL,,helps=list(fecha_adelante=paste(La
valoración
Hello I am using the mgui function in the following way:
mgui ( graf_cuenta_margen_interfaz,title=c(Gráficas,Histogramas
valoración (No lineal) Cuenta de
Margen),exec=Graficar,argText=list(fecha_adelante=Fecha
adelante),closeOnExec=TRUE,output=NULL,,helps=list(fecha_adelante=paste(La
valoración
Hello I am trying to create an xts object from a data frame that has numeric
and string variables. when I create the object all my variables are
converted to string, this is my original data frame:
head(DatosF)
FECHA CIERRE HORA DE CIERRE SESION/RUEDA PLAZO (De regreso para SIML,
Repos e INTB)
Hello, does somebody know in a boxplot, what does each element in the
boxplot represent?
1. lines at the extremes of the dotted lines?
2. Extremes of the boxes
3. Black line in the middle of the box?
4. notches?
Thank you
Felipe Parra
[[alternative HTML version deleted]]
Hello I want to unlist the attached element getting only the first element
in each element of the list. The last element of the list looks as this:
[[5065]]
[[5065]]$Pluv3Meses
[1] 274.4
[[5065]]$PluvMesesMedio
[1] 378.2667
[[5065]]$Pluv2UltimosMeses
[1] 23.3
So I would like to get for each
...@stat.berkeley.eduwrote:
x - lapply(SumaPluvi, FUN=[, 1);
n - sapply(x, FUN=length);
print(table(n));
print(which(n != 1));
My $.02
/H
On Sun, Sep 26, 2010 at 4:12 PM, Luis Felipe Parra
felipe.pa...@quantil.com.co wrote:
Hello I want to unlist the attached element getting only the first
element
Bengtsson h...@stat.berkeley.eduwrote:
x - lapply(SumaPluvi, FUN=[, 1);
n - sapply(x, FUN=length);
print(table(n));
print(which(n != 1));
My $.02
/H
On Sun, Sep 26, 2010 at 4:12 PM, Luis Felipe Parra
felipe.pa...@quantil.com.co wrote:
Hello I want to unlist the attached element getting only
Hello, I am trying to create a panel with the attached data frame. using the
following code:
PanelRio = DataRiopaila[which(duplicated(DataRiopaila$SEC_STE)==T),]
PanelRio=plm.data(PanelRio,index=c(SEC_STE,FechaSiembra))
series
Hello I have and 11 by 2 by 1200 matrix from which I would like to make a
surface graph. the first element of the first column represents the date,
which means I've got 1200 dates. I would like to graph the 11 elements of
the second column for each date. Does anybody know how can I do this?
Hello, I have two lists with the same number of elements
tail(LHS)
[[1]]
[1] antecedentes.factor_riesgo=17 antecedentes.estado=1
antecedentes.medio=4 tarjetas_flagrancia.adquiriente2=
[[2]]
[1] antecedentes.riesgo=1 antecedentes.estado=1
antecedentes.medio=4
Hellos I have a rules-class element which I got from the apriori function in
the arules package, no I would like to stay just with a subset of the rules.
Does anybody know how can I create an object which has only the subset
corresponding from some indices I give him. For example if I have the
Hello I am using POSIXlt date format and I am having the following problem,
I've got two dates called FechaIni and FechaFin, one in 2008 and the other
in 2009 but when I do FechaIni$year and FechaFin$year to call the year I am
getting the smae year for both.
FechaIni
[1] 2008-11-13 UTC
FechaFin
Hello I am tryin to use the apply functions with two data frames I've got
and I am getting the following error message
Error en HistRio$SecSte : $ operator is invalid for atomic vectors
I don't understand why. when I use the apply I am doing:
PromP - function(HistRio,AnaQuim){
xx - c(0,0,0)
Hello, I am using the predict function for VAR in r obtaining the following
object for the predictions with the following command
PronFac - predict(VARFactores,n.ahead=1)
PronFactores$fcst
$PC1
fcst lower upper CI
PC1.fcst 2.284497 -0.8033048 5.3723 3.087802
$PC2
Hello I am creating a linear model with the command
net5 = lm( X[,1] ~ PrinComp[,1:5]) where my vector PrinComp looks like this
head(PrinComp[,1:5])
PC1 PC2PC3PC4PC5
[1,] 1.8626055 -3.34190998 -0.5448889 2.8296751 0.3994096
[2,] 3.1124144 -1.68113572
Hello, i have the following list
strsplit(as.character(Elecciones$Municipios),\\.)
[[1]]
[1] ANTIOQUIA ABEJORRAL
[[2]]
[1] METAACACIAS
[[3]]
[1] CASANARE AGUAZUL
[[4]]
and I would like to make a vector of the first element of each of the list
items, in this case ANTIOQUIA, META, CASANARE, etc
Hello, I am using the maSigPro package to use the two.ways.stepback command,
this command performs backward selection, I would like it to do it wtihout
an intercept in the regression, do you know how can I do this, or how can I
see the packages code or scripts in order to be able to modify it?
Hello I am using the step function in order to do backward selection for a
linear model of 52 variables with the following commands:
object-lm(vars[,1] ~ (vars[,2:(ncol(predictors)+1)]-1))
BackS-step(object,direction=backward)
but it isn't dropping any if the variables in the model, but there
Hello I am trying to use predict, but I am having trouble getting out of
sample predictions. I am getting the same output if I use the following
three commands:
predict(ModeloLineal,predictors[721:768,])
predict(ModeloLineal,predictors[1:768,])
predict(ModeloLineal)
where ModeloLineal is the
Hello I am trying to use predict.lm, but I am having trouble getting out of
sample predictions. I am getting the same output if I use the following
three commands:
predict(ModeloLineal,predictors[721:768,])
predict(ModeloLineal,predictors[1:768,])
predict(ModeloLineal)
where ModeloLineal is the
Hello, I would like to do Block LDL' factorization for Hermitian indefinite
matrices, where D is a block diagonal matrix and L a psychologically lower
triangular matrix (i.e a product of unit lower triangular and permutation
matrices) in L such that A = L*D*L'. The block diagonal matrix D has
Hello I have 2000 univariate timeSeries of about 20 observations each, as
the following, I would like to store all of them in one object, sort of a
data frame or something similar. Do you know how can I do this. Thank you
Felipe Parra
GMT
2009-10-12
2009-10-12 0.002346171
Hello I have a time series object which I created from the following code
Fechas-Datos[,1]
dat-Datos[,2:ncol(Datos)]
datTS-timeSeries(dat,Fechas)
I am trying to do know basic arithmethic operations on it as the following
datTS[3708,1]*2
Error en e1 * e2 : argumento no-numérico para operador
Hello I have 2000 univariate timeSeries of about 20 observations each, as
the following, I would like to store all of them in one object, sort of a
data frame, and to be able to recall each by its column name, which by the
way is the same as the first date. Do you know how can I do this. Thank you
Hello I have a 2x10x200 matrix and I would like to bind to it another 2x10
matrix in order to end up with an 2x10x2001 matrix, which command should i
use in order to do this? Thank you
Felipe Parra
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__
Hello I am trying to import an Excel file but I am loosing the headers, My
headers are in the first to rows of the EXCEL file. In the following R
output, the NA are supposed to be the second item in the Header. Is there
any way to Import more than one row as headers?. Thank you
Felipe Parra
Hello I am importing data from Excel to R using RODBC and I am ending up
with the following data frame:
names(AbioRep)
[1] Date US0001W Index US0002W Index US0001M Index
US0002M Index US0003M Index US0004M Index US0005M Index US0006M
Index
[10] US0007M Index US0008M Index US0009M Index
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