Displaying 13 results from an estimated 13 matches for "bhave".
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2010 Feb 02
2
Yield to Maturity using R
...rval=c(0,25))
ytm = solution$root
However, when I execute this code I get following error.
> solution = uniroot(f.ytm, interval=c(0,25))
Error in uniroot(f.ytm, interval = c(0, 25)) : f.lower = f(lower) is NA
Please guide. ytm should be 0.09601 (i.e. 9.601%)
with regards
Madhavi Bhave
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2010 Feb 01
4
'R' and 'Yield to Maturity'
Dear R helpers
I am calculating the 'Yield to Maturity' for the Bond with following characteristics.
Its a $1000 face value, 3 year bond with 10% annual coupon and is priced at 101. The yield to maturity can be calculated after solving the equation -
1010 = [100 / (1+ytm)] + [100 / (1+ytm)^2] + [ 1100 / (1 + ytm)^3]
This can be solved by trial and error method s.t. ytm = 9.601%.
2010 Jan 20
2
Please Please Please Help me!!
Dear R helpers
(I have already written the required R code which is giving me correct results for a given single set of data. I just wish to wish to use it for multiple data.)
I have defined a function (as given below) which helps me calculate Macaulay Duration and Modified Duration and its working fine with given set of data.
My Code -
## ONS - PPA
duration = function(par_value,
2010 Feb 10
3
How to repeat the names?
Dear R helpers
I have a city.csv file as given below.
'city.csv'
city_name1 city_name2
New York City Buffallo
So I define
city_name = read.csv('city.csv')
city1 = city_name$city_name1
city2 = city_name$city_name2
My problem is how do I repeat the names one after other say 10 times i.e. my output should be like
New York
City Buffallo
New York
City
2010 Jan 19
0
Macaulay Duration for Group
...ut I don't underatnd how to write a function and thord option is to treat the input of these 20 records in a matrix form, which I had tried unsuccessfully.
Please guide me as to how do I modify the R-code to calculate Mac duration for each of tehse records and store tehm.
Regards
Madhavi Bhave
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2010 Feb 15
1
Storing processed results in a loop
Dear R Helpers
I have an 'instrument.csv' file with 3 instrument names and 5 rates each i.e. it has 7 columns and 6 rows (including row names).
'instrument.csv'
instrument1 instrument2 instrument3
12 5 14
11 7 7
14 11 3
2010 Feb 15
1
CORRECTION - Storing results in a loop
Dear R Helpers
(There is a small correction in my earlier mail. In the 'instrument.csv' file, I had mentioned only three columns. Actually there are 7 columns. I regret the error. Rest contents remains the same. Thanks)
I have an 'instrument.csv' file with 7 instrument names and 5 rates each i.e. it has 7 columns and 6 rows (including row names).
'instrument.csv'
2010 Jan 27
1
How to sort data.frame
Dear R heleprs
Suppose I have following data
Scenarios
combination_names
series1
series2
Sc1
MAT2 GAU1
7.26554
8.409778
Sc2
MAT2 GAU2
7.438128
8.130275
Sc3
MAT3 GAU1
8.058422
8.06457
Sc4
MAT1 GAU2
8.179855
8.022071
Sc5
MAT3 GAU2
8.184033
8.191831
Sc6
MAT3 GAU2
7.50312
8.232425
Sc7
MAT1 GAU2
7.603291
8.200993
Sc8
MAT1 GAU1
8.221755
8.380097
Sc9
MAT3 GAU2
7.904908
2010 Feb 19
1
How to use same function for diffrent input values
Dear R helpers
I have written some function (the actual code I have pasted at the end of mail) like say
indiv_rate = function(n, rate_name, rate, rate_rf1, rate_rf2, rate_rf3, rateprob1, rateprob2, rateprob3)
{
........some R commands
return(data.frame(rate_name, rates = round(rate_data, digits = 4)))
}
## INPUT
rates = indiv_rate(n = read.csv('number.csv')$n, rate_name =
2008 Aug 21
1
Interpreting Logistic Regression
Hi !
This is Madhavi from Mumbai, India. Incidently this is my first post.
I am working on Credit Scoring Model and using R, I have run the logistic regression. I have received following Output.
I have two questions
(a) What is the significance of "family = binomial(link = logit)". Why do I have to mention Binomial? Is it because my dependent variable assumes only two values 0 and 1?
2010 Feb 26
1
Reading multiple csv files
Dear R helpers
Some particular analysis leads me to various number of output csv files depending on some conditions. Say e.g. I have output files variable1.csv, variable2.csv, .............. Problem is I don't know how many csv files been generated. They could be 4, 5 or even 10. Each file will have a column called amount.
My problem is to find filewise mean(amount) and sd(amount). I need
2010 Jan 19
0
Macualay Duration code in a Functional Form - Please Help
... 826.9019
2 826.9026 826.9019
which is I know wrong.
Is there any other way I can use the function defined above to process multiple recrds.
Thanking you and sincerely apologize for writing such a long mail as I wanted to be clear in my communication.
Regards
Madhavi Bhave
ONS = read.csv('instrument details.csv')
n = length(ONS$par_value)
par_value = matrix(data = ONS$par_value, nrow = n, ncol = 1, byrow = TRUE)
coupon_rate = matrix(data = ONS$coupon_rate, nrow = n, ncol = 1, byrow = TRUE)
freq_coupon = matrix(data = ONS$frequency_copou...
2008 Aug 29
0
Problem with Poisson - Chi Square Goodness of Fit Test - New Mail
Dear R-help,
?
?
Chi Square Test for Goodness of Fit
?
I have got a discrete data
as given below (R script)
?
No_of_Frauds<-c(1,1,1,1,1,1,1,1,1,2,1,1,1,1,1,1,2,1,2,2,2,1,1,2,1,1,1,1,4,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,5,1,2,1,1,1,1,1,1,1,3,2,1,1,1,2,1,1,2,1,1,1,1,1,2,1,3,1,2,1,2,14,2,1,1,38,3,3,2,44,1,4,1,4,1,2,2,1,3)
?
I am trying to fit Poisson
distribution to