[R] Weibull maximum likelihood estimates for censored data

2008-04-08 Thread Nadia Theron
Hello! I have a matrix with data and a column indicating whether it is censored or not. Is there a way to apply weibull and exponential maximum likelihood estimation directly on the censored data, like in the paper: Backtesting Value-at-Risk: A Duration-Based Approach, P Chrisoffersen and D

[R] Exporting a dataframe from R to Excel

2008-02-25 Thread Nadia Theron
I am trying to export a dateframe created in R: Duration_summary V1 2.5 % 97.5 % V4 2.5 %97.5 % [1,] 1 0.46076018 1.128776 1.00 0.5280828 0.9576338 [2,] 0 0. 0.00 1.00 0.1741793 1.2352705 [3,] 1 0.46566719 1.313711 1.00 0.7233312