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2017 Nov 01
3
repeat a function
...j,dt) prb[paste(-j,sep = ""),"0"] <- ProbMID(a,-j,dt) prb[paste(-j,sep = ""),"-1"] <- ProbDWN(a,-j,dt) } # Close 2nd IF } # Close 1st IF } Many thanks in advance. Kind regards, Eric Pueyo Investment Risk Analyst Email: Eric.Pueyo at avivainvestors.com<mailto:Eric.Pueyo at avivainvestors.com> D: +44 (0)20 7809 8070 No. 1 Undershaft, London EC3P 3DQ Web: www.avivainvestors.com<https://urldefense.proofpoint.com/v2/url?u=http-3A__www.avivainvestors.com_&d=CwMFAg&c=zUO0BtkCe66yJvAZ4cAvZg&r=-34SVFvqwmZvbxD0ShuYglbuijP84lygitj...
2017 Nov 03
0
repeat a function
...need to find how combination of row and column number results in desired j value. However it could be quite tricky and if your approach works and you do not want to extend it or to make it more general, you could stay with it. Cheers Petr > -----Original Message----- > From: Eric.Pueyo at avivainvestors.com [mailto:Eric.Pueyo at avivainvestors.com] > Sent: Thursday, November 2, 2017 5:54 PM > To: PIKAL Petr <petr.pikal at precheza.cz>; r-help at r-project.org > Subject: RE: [R] repeat a function > > Hi Petr, > > Many thanks for your response. > > Basically I want...
2017 Nov 02
2
repeat a function
...n use one function with parameters u, v and a and dt. After you calculate vector of results, you can easily transform it to matrix by setting dim argument to it. Cheers Petr > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of > Eric.Pueyo at avivainvestors.com > Sent: Wednesday, November 1, 2017 1:31 PM > To: r-help at r-project.org > Subject: [R] repeat a function > > I want to populate the matrix prb through the function HWMProb <- > function > (a,j,dt) that encapsulates different functions (please see code > below), u...
2017 Nov 02
0
repeat a function
...an use one function with parameters u, v and a and dt. After you calculate vector of results, you can easily transform it to matrix by setting dim argument to it. Cheers Petr > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of > Eric.Pueyo at avivainvestors.com > Sent: Wednesday, November 1, 2017 1:31 PM > To: r-help at r-project.org > Subject: [R] repeat a function > > I want to populate the matrix prb through the function HWMProb <- function > (a,j,dt) that encapsulates different functions (please see code below), using j= >...
2012 Feb 20
2
stats on transitions from one state to another
Folks, I'm trying to get stats from a matrix for each transition from one state to another. I have a matrix x as below. structure(c(0, 2, 2, 2, 0, 0, 0, 1, 1, 1, 1, 2, 2, 1, 1, 1, 0, 0, 2, 2, 0.21, -0.57, -0.59, 0.16, -1.62, 0.18, -0.81, -0.19, -0.76, 0.74, -1.51, 2.79, 0.41, 1.63, -0.86, -0.81, 0.39, -1.38, 0.06, 0.84, 0.51, -1, -1.29, 2.15, 0.39, 0.78, 0.85, 1.18, 1.66, 0.9, -0.94,
2010 Aug 31
2
simultaneous estimation
Hi folks, Not sure what this sort of estimation is called. I have a 2-column time-series x(i,t) [with (i=1,2; t=1,...T)], and I want to do the following 'simultaneous' regressions: x(1,t) = (d - 1)(x(1, t-1) - mu(1)) x(2,t) = (d - 1)(x(2, t-1) - mu(2)) And I want to determine the coefficients d, mu(1), mu(2). Note that the d should be the same for both estimations, whereas the
2011 Mar 31
3
choosing best 'match' for given factor
Folks, I have a 'matching' matrix between variables A, X, L, O: > a <- structure(c(1, 0.41, 0.58, 0.75, 0.41, 1, 0.6, 0.86, 0.58, 0.6, 1, 0.83, 0.75, 0.86, 0.83, 1), .Dim = c(4L, 4L), .Dimnames = list( c("A", "X", "L", "O"), c("A", "X", "L", "O"))) > a A X L O A 1.00 0.41
2010 Oct 12
1
graphics layout
Folks, I'm battling the layout() functionality in graphics, and getting a bit mixed up. I'd like to create subscreens like so: _________ _________ | | | | 1 | 2 | |_________|________ | | | | | 3 | 4 | |_________|_________| | |____6____| | 5 |____7____| |_________|____8____| Note that subscreens 1:5 are the same
2010 Sep 01
2
getting column names of row-by-row sorted matrix
Hi folks, I want to sort a matrix row-by-row and create a new matrix that contains the corresponding colnames of the original matrix. E.g. > set.seed(123) > a <- matrix(rnorm(20), ncol=4); colnames(a) <- c("A","B","C","D") > a A B C D [1,] -0.56047565 1.7150650 1.2240818 1.7869131 [2,]
2010 Oct 18
1
questions on unstack()
Folks, I have the following dataframe: > x <- structure(list(name = c("EU B", "EU B", "EU B", "EU B", "EU B", "EU B", "AU A", "AU A", "AU A", "AU A", "AU A", "AU A"), date = c("2010-10-11", "2010-10-12", "2010-10-13",
2010 Aug 17
0
semiparametric fractional autoregressive model
folks, does anyone know if the SEMIFAR model has been implemented in R? i see that there's a S-FinMetrics function SEMIFAR() that does the job, but I have no access to that software. essentially, this semiparametric fractional autoregressive model introduces a deterministic trend to the FARIMA(p,d,0) model (which, as i understand it, takes care of the random trend and short and long memory).