search for: counterparty

Displaying 20 results from an estimated 43 matches for "counterparty".

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2006 Oct 24
6
extract certain values from a ts
Hi, Having several daily wind speed time series I want to extract those consecutive days over and below certain values (i.e. 5 < x <8) Don't know which funtion to use (aggregate, lapply?) and how to do it. Thanks in advance Antonio
2004 Nov 01
1
case-insensitive ZIP
A development note: In the function "install.packages", it would be helpful to those of us who have atypical installations and install manually from ZIP files to have pkgnames <- sub("\\.zip$", "", pkgnames) replaced with pkgnames <- sub("\\.zip$", "", pkgnames, ignore.case = TRUE) because the contributed zipfiles are ZIPfiles. The
2004 Nov 01
1
case-insensitive ZIP
A development note: In the function "install.packages", it would be helpful to those of us who have atypical installations and install manually from ZIP files to have pkgnames <- sub("\\.zip$", "", pkgnames) replaced with pkgnames <- sub("\\.zip$", "", pkgnames, ignore.case = TRUE) because the contributed zipfiles are ZIPfiles. The
2006 May 02
1
Use predict.lm
Hi All, I created a two variable lm() model slm<-lm(y[1:3000,8]~y[1:3000,12]+y[1:3000,15]) I made two predictions predict(slm,newdata=y[201:3200,]) predict(slm,newdata=y[601:3600,]) there is no error message for either of these. the results are identical, and identical to slm$fitted as well. if this is not the right way to apply the model coefficients to a new set of inputs, what is
2006 Oct 09
1
read.zoo question
I have comma delimited asci data with each row being in the format : 2006-01-24 02:41:24.00011,1.22930000,5,1.22950000,7 . . . . and i'm trying to use read.zoo ( which is similar to read.table ) to read in the data. the data goes all the way out to milliseconds and i can't figure out what to put for the format field. if i put nothing, then read.zoo gets rid of the the whole time and
2006 Oct 18
2
not understanding a do.call
I did a ?do.call but i don't think i understand it. if a, b,c,d are numeric vectors then could someone explain the difference between do.call("cbind",list(a,b,c,d)) and cbind(a,b,c,d). or point to an archive on it. the return value of cbind is a matrix or dataframe depending on what is sent in but i don't understand wheen it would be useful to use do.call. i realize it
2006 May 02
2
Time series plot
I have some time series data like 01/02/1990 0.531 0.479 01/03/1990 0.510 0.522 01/06/1990 0.602 0.604 there is no weekends and holidays. how do I graph them in a single plot that the x-axis is the dates and the y-axis is the time series? Thank you Regards, Jincai Jiang (Office) 212-761-3984 -------------------------------------------------------- This is not an offer (or solicitation
2006 Oct 24
4
avoiding a loop
I think I asked a similar question 3 years ago to the Splus list and I think the answer was no or noone answered so noone should spend more than 5 minutes on this because it could definitely be a waste of time. My question is whether the function below can be rewritten without a for loop. apply is fine if it can be done that way but i doubt it. I call it a lot and would prefer to not loop.
2006 Oct 17
1
looking for a cleaner way to do something
I have two numeric vectors each of length 17 and each is named the exact same way. so obsnum ppppp ppppm pppmp . dot dot dot...... temp1 is 1417 52 63 85 obsnum ppppp ppppm pppmp . dot dot dot...... temp2 is 1213 41 50 97 what i want to have is a resultant matrix with 2 rows and 16 columns where the 16
2006 Oct 19
2
hit return key before next gaph appears
i am looping and creating plots which are coming to the screen. i am in linux and remember ( in a previopus life ) i used to use a command so that the next graph n + 1 didn't appear on the screen until i hit the return key after graph n appeared. i thought i remeber using the command unix but when i type unix at the r prompt, it gices me system. it's probably a deprecated command then but
2006 Oct 28
1
update on my weird problem
as jim pointed out ( i think we were figuring this out simultaneously. thanks a lot jim ), it looks it does have something to do with the fact that it's a zoo object because below i consider two cases. in the first case, fxdatab is a zoo object and i get the length of temp to be 1. in the second case, fxdatac is a matrix and the results in temp are correct. gabor : i really hate to bother
2006 Oct 31
3
plotting question
i have the following code below and at the end there are some plotting statements. it actualy looks quite nice when you run it but there is just one strange thing happening that don't know how to fix. the three things being plotted are aggfxdata[,logbidask] which has its own set of times ( it's a zoo object ). rollmeanlogbidask which has a subset of the times that aggfxdata has.
2006 Nov 01
1
did my searching but still couldn't find anything for bayesian dlm
I familarized myelf with kalmanlike and structts which are approaches for building and estimating ( and forecasting ) state space models ( or the equivalent arima models ). back in 2003, gavin simpson wrote an email describing the west and harrison apprach to estimate state space models and asked if anything was out there for using that approach. the goals of this approach are the same as kalman
2006 Oct 18
1
trying to rotate barplot labels
hi everyone : i'm trying to rotate the x axis labels in my barlot ( yes, since yesterday ) and my prob12matrix is 2 rows and 16 columns and i followed the instructions in the archive "rotate barplot labels". i was really looking forward to seeing my labels turned but the plot just came back with no labels ? can anyone see what might be going on ? it worked when i followed the
2006 Oct 13
4
a correlation matrix subset where the subset avg is a maximum
Hello R group, Given a correlation matrix, I would like to obtain the best subset of pairs in the matrix of some size > n such that the mean of r for that subset is a maximum compared to any other possible subset of size > n. I've been looking at the deal and subselect packages but they don't seem to do what I need. Does anyone have any suggestions? Thanks in advance, Ryan
2007 Sep 24
1
hypothesis testing
This was sent to me by someone on the R-list ( I don't know her ) but I don't have time to look at this right now so I told her I would send it to the R-list because she said it keeps getting bounced when she sends it. #======================================================================= ==================================================================== I am a bit confused with
2006 Nov 25
3
Multiple Conditional Tranformations
Greetings, I'm learning R and I'm stuck on a basic concept: how to specify a logical condition once and then perform multiple transformations under that condition. The program below is simplified to demonstrate the goal. Its results are exactly what I want, but I would like to check the logical state of gender only once and create both (or any number of) scores at once.
2006 Oct 30
1
as.zoo question
this is probably a question for gabor or achim but maybe someone else can answer it in case they are not around ? Ifr you paste the code below ( again you would need the zoo and chron libraries to be installed ), you should get the error "Error in Ops.POSIXt(frequency, freq) : %% not defined for "POSIXt" objects". What I want to do is take the numeric vector, lt, and
2006 Oct 28
1
labelling of horizontal axis in acf function
this one is not a false alarm like my previous message. i have cut and paste the code below so if anyone could run it would be appreciated. basically, my question is why the horizontal axis of the acf plot is labelled with such huge numbers when the labels should be 1 through 10 since may lag.max = 10 ? i looked at the cdoe of acf but it was pretty much beyond me. i think it has something to
2006 Oct 10
3
2 "linux/R environment" questions
I was working on windows xp for a while and now i am back to linux ( not sure which kind but I can find out if that helps ) and i just have two questions that are really environment R questions rather than R code questions. 1) i use emacs ( or xemacs if need be ) and i vaguely being able to cut a line or a region in an emacs window and then paste it at my R prompt so that it ran. Could I be