search for: finanzmathematik

...t, methods, classes to be explicitely imported (in my case) got very long (and hence hard to maintain) -- much longer than the list of items to be excluded from an import. Or have I overseen some obvious, easier way to achieve this? Best regards, Peter -- Dr. habil. Peter Ruckdeschel, Abteilung Finanzmathematik, F3.17 Fraunhofer ITWM, Fraunhofer Platz 1, 67663 Kaiserslautern Telefon: +49 631/31600-4699 Fax: +49 631/31600-5699 E-Mail : peter.ruckdeschel at itwm.fraunhofer.de http://www.itwm.fraunhofer.de/abteilungen/finanzmathematik/mitarbeiterinnen/mitarbeiter/dr-peter-ruckdeschel.html

...to give svn-details --- >R.Version()$version.string [1] "R version 2.8.0 Under development (unstable) (2006-00-00 r00000)" but we built this R based on the then devel-version on July 29. Could you give us a clue in this Thank you already Peter -- Dr. Peter Ruckdeschel, Abteilung Finanzmathematik, F3.17 Fraunhofer ITWM, Fraunhofer Platz 1, 67663 Kaiserslautern Telefon: +49 631/31600-4699 Fax : +49 631/31600-5699 E-Mail : peter.ruckdeschel at itwm.fraunhofer.de

...no source files" Of course a workaround is adding a comment-only file comment.R to the R folder. Q2: Is there a lazy load / lazy data mechanism available for sysdata.rda ? If so how would one enforce it? Any suggestions appreciated, Best, Peter -- Dr. habil. Peter Ruckdeschel, Abteilung Finanzmathematik, F3.17 Fraunhofer ITWM, Fraunhofer Platz 1, 67663 Kaiserslautern Telefon: +49 631/31600-4699 Fax : +49 631/31600-5699 E-Mail : peter.ruckdeschel at itwm.fraunhofer.de http://www.itwm.fraunhofer.de/abteilungen/finanzmathematik/mitarbeiterinnen/mitarbeiter/dr-peter-ruckdeschel.html

...order (2-1)/5 = 0.2 but is of much larger order. This probably does not matter much when jitter is used for plotting, but it can cause problems when jitter is used to break ties. best regards, Martin -------------------------------- Martin Keller-Ressel Professor f?r Stochastische Analysis und Finanzmathematik Technische Universit?t Dresden Institut f?r Mathematische Stochastik Willersbau B 316, Zellescher Weg 12-14 01062 Dresden -------------------------------- [[alternative HTML version deleted]]

...order (2-1)/5 = 0.2 but is of much larger order. This probably does not matter much when jitter is used for plotting, but it can cause problems when jitter is used to break ties. best regards, Martin -------------------------------- Martin Keller-Ressel Professor f?r Stochastische Analysis und Finanzmathematik Technische Universit?t Dresden Institut f?r Mathematische Stochastik Willersbau B 316, Zellescher Weg 12-14 01062 Dresden -------------------------------- [[alternative HTML version deleted]]

...We are looking forward to getting your RFEs, bug reports or simple feedback, Best, Peter, Matthias, Nataliya ------------------------------------------------------------------------ ------------------------------------------------------------------------ -- Dr. Peter Ruckdeschel, Abteilung Finanzmathematik, F3.17 Fraunhofer ITWM, Fraunhofer Platz 1, 67663 Kaiserslautern Telefon: +49 631/31600-4699 Fax : +49 631/31600-5699 E-Mail : peter.ruckdeschel at itwm.fraunhofer.de _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mail...

Hi, I am translating some Gauss code to R. Gauss has an interesting way of handling constraints. Observe the following code snipplet: e1 = x[.,23] .eq 0; @ remove obs with Regular Hours = 0 @ e2 = x[.,12] .gt 1; @ remove obs with non-regular work status @ e3 = x[.,4] .lt 15; @ remove obs with agricultural and mining industry code (< 15)@ esum = e1 + e2 + e3; e = esum .gt 0; @

...We are looking forward to getting your RFEs, bug reports or simple feedback, Best, Peter, Matthias, Nataliya ------------------------------------------------------------------------ ------------------------------------------------------------------------ -- Dr. Peter Ruckdeschel, Abteilung Finanzmathematik, F3.17 Fraunhofer ITWM, Fraunhofer Platz 1, 67663 Kaiserslautern Telefon: +49 631/31600-4699 Fax : +49 631/31600-5699 E-Mail : peter.ruckdeschel at itwm.fraunhofer.de _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mail...

...g. I am not sure whether this is of general interest, but I think it should not be too difficult to check whether this "missing binding" occurs within a call to hasArg() [and then not to issue the warning]. Thanks for listening, best regards, Peter -- Dr. Peter Ruckdeschel, Abteilung Finanzmathematik, F3.17 Fraunhofer ITWM, Fraunhofer Platz 1, 67663 Kaiserslautern Telefon: +49 631/31600-4699 Fax : +49 631/31600-5699 E-Mail : peter.ruckdeschel at itwm.fraunhofer.de

...rder. > > This probably does not matter much when jitter is used for plotting, but it can cause problems when jitter is used to break ties. > > best regards, > Martin > > -------------------------------- > Martin Keller-Ressel > Professor f?r Stochastische Analysis und Finanzmathematik > Technische Universit?t Dresden > Institut f?r Mathematische Stochastik > Willersbau B 316, Zellescher Weg 12-14 > 01062 Dresden > -------------------------------- > > > [[alternative HTML version deleted]] > > ______________________________________________ > R...

Hi, i try to install, but getting no success. What this mean cannot find -lz , any necessary lib left in my SuSE Installation? Many thanks, Christian linux:/usr/lib/R/bin # R CMD INSTALL RMySQL_0.5-2.tar.gz * Installing *source* package 'RMySQL' ... creating cache ./config.cache checking how to run the C preprocessor... cc -E checking for mysql_init in -lmysqlclient... yes checking

I have a data frame (df) with colums x, y and z. e.g. df <- data.frame(x = sample(4), y = sample(4), z = sample(4)) I can extract column z by: df$z or df[3] I can also extract columns x,y by: df[1:2] or by df[-3]. Is it possible to extract x,y columns in a "symbolic" fashion i.e. by equivalent of df[-z] (which is illegal) ??? Or alternativeley, is there an equivalent of

This is a Request For Comment, also BCCed to 390 package maintainers of reverse dependencies of the Matrix package. Most users and package authors working with our 'Matrix' package will be using it for numerical computations, and so will be using "dMatrix" (d : double precision) matrix objects M, and indirectly, e.g., for M >= c will also use "lMatrix" (l: