Hi all, First of all, I found R.exp. Thanks. The following is a paragraph I copied from Venables and Ripley’s book “S programming” on Page242. If the code calls entry points in the R engine, create an import library from the file R.exp in the source-package distribution by lib /def: R.exp /machine: ix386 /out: Rdll.lib and add Rdll.lib to the link command or add it to the libraries to be used in the IDE. My problems are: 1. Why do we need an import library? (a very basic question) 2. What is R.exp? 3. After I copied the R.exp to C:\ and run “lib /def: R.exp /machine: ix386 /out: Rdll.lib”, the error message showed “Cannot open Rdll.lib” 4. I am not clear about “add Rdll.lib to the link command or add it to the libraries to be used in the IDE”. Thanks Rui Wang Phone: (403)220-4501 Email: rwang@math.ucalgary.ca Department of Mathematics and Statistics University of Calgary [[alternative HTML version deleted]]
Hi, I'm a newbie and am trying to figure out the following: - I have an N x T panel of stock returns on (N stocks, T time periods), with some missing values - I am able to plot the cross-sectional density of returns for a given time t - I would like to create a surface plot that combines all of the cross sectional densities - any tips here? - Also is there any type of kernel estimation that will smooth out this plot across time? (As opposed to rougher aggregation of the individual density cross-sections). Many thanks for any suggestions here. Regards, Jim M