[R] Jarque-Bera and rnorm()

2007-04-27 Thread Murali Menon
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

Re: [R] creating conditional list of elements

2007-03-29 Thread murali . menon
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

Re: [R] creating conditional list of elements

2007-03-29 Thread murali . menon
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

[R] cumsum over varying column lengths

2007-03-16 Thread Murali Menon
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) =

Re: [R] array searches

2007-02-23 Thread Murali Menon
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

[R] array searches

2007-02-16 Thread Murali Menon
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

Re: [R] Computing stats on common parts of multiple dataframes

2007-02-14 Thread Murali Menon
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

[R] Computing stats on common parts of multiple dataframes

2007-02-13 Thread Murali Menon
() on. Surely there's a better way to do this? Please advise. Thanks, Murali Menon _ Valentine’s Day -- Shop for gifts that spell L-O-V-E at MSN Shopping __ R-help@stat.math.ethz.ch