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...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=-34SVFvqwmZvbxD0ShuYglbuijP84lygitjF...

...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 t...

...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), us...

...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= >...

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,

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

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

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

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,]

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",

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).