Folks,
I'm a bit puzzled by the fact that if I generate 100,000 standard normal
variates using rnorm() and perform the Jarque-Bera on the resulting vector,
I get p-values that vary drastically from run to run. Is this expected?
Surely the p-val should be close to 1 for each test?
Are
should
get 2800)
Is there a smart way to do this? And is there a way to tell R that the
entries in the Signal column
of tradingSignal are the names of objects?
Thanks,
Murali
Murali Menon/GB/ABNAMRO/NL
29/03/2007 11:13
To
r-help@stat.math.ethz.ch
cc
Subject
creating conditional list
in the Signal column
of tradingSignal are the names of objects?
Thanks,
Murali
Murali Menon/GB/ABNAMRO/NL
29/03/2007 11:13
To
r-help@stat.math.ethz.ch
cc
Subject
creating conditional list of elements
Folks,
I have a matrix as follows (first column is the rownames, first row is the
columnnames
Folks,
I have a matrix of historicalReturns, where entry (i, j) is the daily return
corresponding to date i and equity j. I also have a matrix startOffset,
where entry (1, k) is the row offset in historicalReturns where I entered
into equity k.
So we have that NCOL(startOffset) =
holtman [EMAIL PROTECTED]
To: Murali Menon [EMAIL PROTECTED]
CC: r-help@stat.math.ethz.ch
Subject: Re: [R] array searches
Date: Fri, 16 Feb 2007 10:21:40 -0500
try this:
x - scan(textConnection(30/01/2007 0
+ 31/01/2007 -1
+ 01/02/2007 -1
+ 02/02/2007 -1
+ 03/02/2007 1
+ 04
Folks,
I have a dataframe comprising a column of dates and a column of signals (-1,
0, 1) that looks something like this:
30/01/2007 0
31/01/2007 -1
01/02/2007 -1
02/02/2007 -1
03/02/2007 1
04/02/2007 1
05/02/2007 1
06/02/2007 1
07/02/2007 1
just mess it all up. I could, of course, reintroduce
the date columns for the issue at hand, and do an intersect.
Best wishes,
Murali
From: Erik Iverson [EMAIL PROTECTED]
To: Murali Menon [EMAIL PROTECTED]
CC: r-help@stat.math.ethz.ch
Subject: Re: [R] Computing stats on common parts of multiple
() on.
Surely there's a better way to do this?
Please advise.
Thanks,
Murali Menon
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