similar to: Problem with R(D) Com and R within Excel

For three of the beta distribution functions in R the parameters defining the distribution are alpha, beta and 'ncp'. Pretty trivially, there is no bijection between these three and the mean and variance, but for the special case of ncp = 0, I think there is. Rather than just write it down, it's probably a good idea to see how to get it. Note that mu = alpha/(alpha+beta) s2 =

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, I was trying to run your code in my VBA editor, however could not succeed. The execution stumbled in the line "Call Rinterface.StartRServer" itself. I have RCOM package installed into my R environment. Do I need to install anything else to run that? Would guys here guide me? Thanks -- View this message in context: http://n4.nabble.com/R-Excel-Macro-Problem-tp858831p1592196.html

ryusuke: It sounds like you need to have (D)COM server to be able to work on the background. As for the foreground, rcom is what you need and it appears to be working OK. I am out of my office right now but I'll back to work next week and I will be able to explain in more detail how the applications I tied together work with RExcel and R. You can download the latest staconnDCOM.latest.exe from

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 an "easy" or good way to run/launch an Excel VBA macro from within R? --------------------------------- Pinpoint customers who are looking for what you sell. [[alternative HTML version deleted]]

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

Hello, I just discovered that I cannot close the Excel application and task manager shows numerous copies of Excel.exe I tried both x$Quit() # shown in the rcom archive and x$Exit() and Excel refuses to die. Thank you very much. S. "You can't kill me, I will not die" Mojo Nixon I also have a problem with saving. It produces a pop-up dialog and does not take my second

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

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

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

Hi I have just upgraded from R2.6.0 to R2.7.1 (running on Windows) and a part of my code that previously ran ok now gives an error. The following is a simple example to demonstrate my problem. > a <- array(c(1,2,3,4,5,6,rep(NA,6)),dim=c(6,2)) > apply(a,2,sd,na.rm=T) In R2.6.0 this gives (which is what I would like) [1] 1.870829 NA In R2.7.1 it gives the following error

Installation of rcom, statconnDCOM and RBloomberg Hi folks, Win7 64bit R version 2.11.1 (2010-05-31) Perform following steps to install rcom, statconnDCOM and RBloomberg 1) rcom installation login Win7 as administrator and start R > install.packages("rcom") --- Please select a CRAN mirror for use in this session --- also installing the dependency ?rscproxy? trying URL

Hi, I am installing Excel using package "RExcelInstaller". When I tried to run installRExcel() I got this error message: You don not have the R package rcom installed. The (D)COM server installed which will aloow you to use the background server in RExcel. Since rcom is not installed, foreground mode will be unavailable. You may continue with the installation, but in most

Greetings R-wizards: For historical reasons I have filenames with the character "?" and have successfully used "\u00e2" in its place, with the hoped-for result on all my on-screen plots. However since R2.7.0 I have trouble with savePlot() when the file name includes that character as it does in this example: savePlot(paste("diagnostic ? vs a ", file.label,

Hi community. I'm fairly new to R and have a basic question. When I try to install RExcel with the code: install.packages("RExcelInstaller", "rcom", "rsproxy") I get the message below: Warning in install.packages("RExcelInstaller", "rcom", "rsproxy") : 'lib = "rcom"' is not writable Error in

Dear R-Help, I have used R2.6.0 until I recently installed also R2.7.2 (see details below) In R 2.6.0, the following script using the function 'var' (cor(stats)): x.test <- c(NA, NA, NA, NA) var(x.test, na.rm=T) gives the output: NA In R2.7.2 the output of the same script generates an error message and stops R: 'Error in var(x.test, na.rm = T)

Hi folks, Debian 600 64bit desktop > sudo R Password: > install.packages("RBloomberg", repos="http://R-Forge.R-project.org") .... .... * DONE (zoo) ERROR: dependencies ?rcom?, ?bitops?, ?RUnit? are not available for package ?RBloomberg? * removing ?/usr/local/lib/R/site-library/RBloomberg? Failed > install.packages("RBloomberg", "rcom",

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