search for: coubro

Hi, Is there a way to send an ESC command to the console from within a script window, without using the mouse ? Thanks, Tolga

Hi, Suppose I have an arbitrary function: arbfun<-function(x) {...} Is there a robust implementation of a numerical derivative routine in R which I can use to take it's derivative ? Something a bit more than simple division by delta of the difference of evaluating the function at x and x+delta... Perhaps there is a way to do this using D or deriv but I could not figure it out.

Is there a package in R which implements numerically solves pde ? Thanks, Tolga

...*ab Go forth and write your versions of the (central) beta distribution support functions... Bill Venables. -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Tolga Uzuner Sent: Monday, 11 April 2005 9:01 AM To: tolga at coubros.com Cc: r-help at stat.math.ethz.ch Subject: [R] Re: beta distribution in terms of it's mean and standarddeviation Tolga Uzuner wrote: > Hi, > > Is the beta distribution implemented in terms of it's mean and > standard deviation, as opposed to alpha and beta, in any R packa...

Dear R Users, Anyone know of a version of Rbbg compiled for R 2.15.2 . The current version does not appear to work with 2.15.2 > install.packages("Rbbg", repos = "http://r.findata.org") Installing package(s) into ?C:/Users/t_uzu_000/Documents/R/win-library/2.15? (as ?lib? is unspecified) Warning: unable to access index for repository http://r.findata.org/src/contrib

Dear R Users, Does anyone know of a package which can generate random realisations of a double-exponential jump diffusion process with a drift ? Something where I can specify the likelihoods of an up or a down jump, the drift rate, and the mean size, and get back a vector of realisation of the process (for purposes of a Monte-Carlo). Kind regards, Tolga

Hi there, I have a function which has a variable called show as an input: richardson.grad <- function(func, x, d=0.01, eps=1e-4, r=6, show=F){ # do some things if(show) { cat("\n","first order approximations", "\n") print(a.mtr, 12) } #do more things and return } The show variable is being used as a flag to show intermediate

Hi there, Is there an implementation of the Gaveh Stehfest algorithm in R somewhere ? Or some other inversion ? Thanks, Tolga

Hi, Having a weird problem with the integrate function. I have a function which calculates a loss density: I'd like to integrate it to get the distribution. The loss density function is: lossdensity<-function(p,Beta,R=0.4){ # the second derivative of the PDF # p is the default probability of the pool at which we are evaluating the lossdensity # Beta is the correlation with the market

Dear R Users, I am having trouble using R from within Excel. I've installed R(D) Com Client and then try to open up the first sample sheet. As Excel executes auto_open, it stops at function "ExcelVersionMajor" and complaines that a certain type library is missing: missing rcom 1.0 type library It appears to be looking for this in the wrong directory:

Folks, Has anyone implemented Powell's Method for minimisation in R ? Many thanks, Tolga