Re: [R] Rdonlp2 - an extension library for constrained optimization

Ryuichi Tamura wrote: Please can you put your package on the CRAN server ? Many thanks Diethelm Wuertz Hello R-list, I have released an update version (0.3-1) of Rdonlp2. Some (fatal) bugs which may kill interpreter should be fixed. In addition, user-visible changes are: * *.mes, *.pro

[R] 1st International R/Rmetrics Workshop

The 1st International R/Rmetrics User and Developer Workshop ... will take place from July 8-12th, 2007 at Meielisalp, Lake Thune, Switzerland. See www.rmetrics.org The Workshop Focuses on ... using R/Rmetrics as the premier open source solution for financial market analysis,

Re: [R] fMultivar rollMax question

Omar Lakkis wrote: I am using fMultivar under R 2.2.1 on a Debian linux box. Could someone, please, explain to me why there are two trailing NAs in the last statement in the code beow? library(fMultivar) x - 1:20 rollMax(x, n=3) [1] 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19

Re: [R] currency or stock trading strategy

subscription or through Bloomberg Diethelm Wuertz and options. Any ideas? Best, Darren On 9/18/06, Patrick Burns [EMAIL PROTECTED] wrote: The Finance page of the Burns Statistics website tells you how to sign up to R-sig-finance. You want to investigate Rmetrics. You can see an example

Re: [R] regarding chaos

Diethelm Wuertz If yes then please show me the way. I am newbie in the world of chaos. Sayonara With Smile With Warm Regards :-) G a u r a v Y a d a v Senior Executive Officer, Economic Research Surveillance Department, Clearing Corporation Of India Limited. Address

Re: [R] converting decimal - hexadecimal

Romain Lorrilliere wrote: Hi, do you know, a method to convert an decimal value (integer) to the corresponding hexadecimal value ? thinks for help. Romain The fBasics package has two hidden functions: .dec.to.hex(145678) [1] 02390E .hex.to.dec(02390E) [1] 145678 DW **

Re: [R] Help on GARCH calculation

the white paper GARCH Modelling in R . regards Diethelm Wuertz thanks in advance - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch

[R] Primitives

How one can make a list of all functions in R's base package which are given as Primitives like abs, sqrt cumsum (but not log) ? Thanks a lot Diethelm Wuertz __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE

Re: [R] Primitives

Duncan Murdoch wrote: On 4/9/2006 5:46 AM, Diethelm Wuertz wrote: How one can make a list of all functions in R's base package which are given as Primitives like abs, sqrt cumsum (but not log) ? There's an is.primitive() test function; you just need to Sorry when I ask again, how

Re: [R] combine elements of a character vector into a character

Taka Matzmoto wrote: Hi R users I have a simple question to ask x - c(a,b,c) x [1] a b c Try paste(x, collapse = ) DW I like to have abc instead of having a b c I tried to use paste and other functions related to character. Is there any function (command) that enable me to combine

[R] read.table

I have a file named test.csv with the following 3 lines: %y-%m-%d;VALUE 1999-01-01;100 2000-12-31;999 read.table(test.csv, header = TRUE, sep = ;) delivers: X.y..m..d VALUE 1 1999-01-01 100 2 2000-12-31 999 I would like to see the following ... %y-%m-%d VALUE 1 1999-01-01

Re: [R] read.table

Diethelm Wuertz Phil Spector wrote: Look at the check.names= argument to read.table -- you want to set it to FALSE. But rememeber that you'l have to put quotes around the name whenever you use it, as in x$'%y-%m-%d' - Phil Spector

[R] Constrained Log-Likelihood with SQP Solver

R functions. I have already inspected a lot of Fortran, C, and R sources from the base package, but I didn't succeed so far with a reasonable effort. Many thanks in advance Diethelm Wuertz __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch

Re: [R] fSeries

) # and GARCH(2,2)! # Please note, garchFit() from Rmetrics is still in # testing phase. An updated version is just under preparation. Diethelm Wuertz __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] problem in generating positive stable random numbers

X. Cong wrote: Dear all, I am trying to use the rstable(n, alpha, beta, gamma = 1, delta = 0, pm = c(0, 1, 2))) function to generate positive stable random numbers. For positive stable distribution, beta==1 and alpha is in (0,1), which defines random variables with support (0, infinity).

Re: [R] farimaSim

will be fixed in the next version of Rmetrics. Diethelm Wuertz farimaSim = function(n = 1000, model = list(ar = c(0.5, -0.5), d = 0.3, ma = 0.1), method = c(freq, time), ...) ^^ Insert the dots { # A function implemented by Diethelm Wuertz # Description

Re: [R] Best datatype for time-series with irregular ocurrencies

manipulations and investigations. package its is another option Regards Diethelm Wuertz In one day I can have 20 ocurrencies and in the following day I can have the double. ts datatype must have regular time spaces. What is the best way to put the data if I want to use forecasting methods as Holt

[R] Re: [R-sig-finance] dates and times on Windows for fMetrics

1.29 1.27 1.27 180211 # Is that right, there are 2 hours difference from Perth to Sydney? # Note there are some other FinCenters which are not up to date. # The list will be checked and updated with the next version of Rmetrics. # Regards # Diethelm Wuertz Tom Mulholland wrote: First things

[R] Re: [R-sig-finance] dates and times on Windows for fMetrics

Thanks for this information. I will take care about DST in Australia for the next Rmetrics release. Thanks Diethelm Tom Mulholland wrote: Diethelm Wuertz wrote: ... # OOPS ... # The DST rules are missing after 1992. ... We don't have daylight saving anymore,(the running joke here

Re: [R] Finmetrics positions

tells you : |seriesData| |seriesPositions| extract the |@Data| and |@position| slots from a |timeSeries| object. Thus, |seriesData| returns an object of class |matrix|, and |seriesPositions| returns an object of class |timeDate|. regards Diethelm Wuertz

[R] Re: [R-sig-finance] Question about Exponential Weighted Moving Average (EWMA) in rmetrics.

written functions for further trading indicators, please let me know, so I can add them to Rmetrics. Diethelm Wuertz. German G. Creamer wrote: Please disregard the previous message. I realized that in the emaTA equation, a lambda greater than one is used as a lag of n periods to calculate the decay

Re: [R] fSeries

. Diethelm Wuertz [EMAIL PROTECTED] wrote: Good morning everyone, I use for the first time the package fSeries and i try to run the example given by Diethelm Würtz. But when i run its example which is the following # # Example: # Model a GARCH time series process # # Description: # PART I: Estimate

Re: [R] fSeries

Diethelm Wuertz wrote: Tabs removed from the code, makes a nicer printout garchSim = function(model = list(omega = 1.0e-06, alpha = 0.1, beta = 0.8, mu = 0), n = 100, innov = NULL, n.start = 100, start.innov = NULL, rand.gen = rnorm, ...) { # Doesn't work, replace the three following

Re: [R] Skewness and Kurtosis

Hello, fBasics has functions for skewness and kurtosis: Comments on these functions are welcome! Diethelm Wuertz # ** kurtosis = function (x, ...) { # A function implemented by D. Wuertz # FUNCTION: UseMethod(kurtosis

Re: [R] aparchFit()$fitted.value

Indeed, fitted.values and residuals methods are missing for aparch. They are only available for garch. This was not properly expressed in the help page. Since I'm writing a complete new package for ARCH and related models using S4 methods the methods will be available in the new package. In the

Re: [R] D'agostino test

Several versions of the D'Agostino Test are implemented in fBasics from Rmetrics beside many other tests for normality. Diethelm Wuertz www.Rmetrics.org Alexandre Bournery wrote: Hi, Does anyone know if the D'agostino test is available with R ? Alex

Re: [R] D'agostino test

Ludwig Baringhaus wrote: Several versions of the D'Agostino Test are implemented in fBasics from Rmetrics beside many other tests for normality Unlike the Shapiro-Wilk or the Anderson-Darling test, the D'Agostino test is not an omnibus test for testing the hypothesis of normality. In fact,

[R] Missing Info on /bin/macosx/r-devel

anybody know, where to find the checking results of R-packages for MacOSX? Many thanks in advance Diethelm Wuertz __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org

[R] Rmetrics Documentation Update

I like to announce that some of the Rmetrics Documents have been updated to Version R 191.10057 Rmetrics Flyer: http://www.itp.phys.ethz.ch/econophysics/R/pdf/DocRmetrics.pdf Rmetrics Fact Sheet: http://www.itp.phys.ethz.ch/econophysics/R/pdf/DocFactsheet.pdf Rmetrics Reference Card:

[R] Download Info

Maybe somebody can help me with the following questions: I have submitted Rmetrics to the CRAN server and was looking what happened. 1) The */contrib/checkSummary.html shows a table which reports the daily package check results. For my packages there is no entry in the column r-devel, the other

[R] Rmetrics 191.10057

the user guides and reference guides are not yet updated, they have still the status of Version 181.000xx. Diethelm Wuertz [EMAIL PROTECTED] 2004-07-04 NEW BUILT RMETRICS VERSION 1091.10057 2004-07-04 Rmetrics

Re: [R] Re: R equivalent of Splus rowVars function

Rmetrics availalble from www.rmetrics.org has implemented several R functions which deal with column statistics, row statistics and rolling analysis. Diethelm Wuertz David Brahm wrote: Mark Leeds [EMAIL PROTECTED] wrote (to S-News): does anyone know the R equivalent of the SPlus rowVars

[R] Rmetrics - new Built 190.10054

. The user guides and reference guides are not yet updated, they have still the status of Version 181.100xx. Diethelm Wuertz ETH Zurich www.rmetrics.org [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https

Re: [R] Rmetrics New Built

. Is there an easy way to find out the keywords in SPlus modules, to see how it is done in SPlus FinMetrics? Thanks Diethelm Martin Maechler wrote: Diethelm == Diethelm Wuertz [EMAIL PROTECTED] on Mon, 31 May 2004 21:40:40 + writes: Diethelm Hello Elijah, Hello Dirk

[R] Rmetrics New Built

. Best Regards Diethelm Wuertz [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Re: [R] Rmetrics New Built

Hello Elijah, Hello Dirk First of all many thanks for your help and support. 1) Sorry, I used non-standard kyewords and thus I added to my doc/KEYWORDS.db database the following lines: Rmetrics: Rmetrics Rmetrics|winRmetrics: winRmetrics Rmetrics|fBasics: Basics Rmetrics|fSeries: Series

Re: [R] Rmetrics, RQuantlib

. Diethelm Wuertz www.rmetrics.org Uwe Ligges wrote: [EMAIL PROTECTED] wrote: R: Is there a reason why there isn't a Windows Binary version of RQuantlib on CRAN? Usually when there is no binary, I just source the source code, but this one appears to have various calls and methods and things like that so

[R] FAQ for Rmetrics

FAQ available for Rmetrics! Best regards Diethelm Wuertz __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

[R] Rmetrics

. _ Feedback: I would be very pleased to get feedback about Rmetrics, it would be helpful for future developments. Diethelm Wuertz ITP, ETH Zurich www.rmetrics.org | [EMAIL PROTECTED] www.itp.phys.ethz.ch | [EMAIL PROTECTED] __ [EMAIL PROTECTED] mailing list https