Displaying 2 results from an estimated 2 matches for "crps".
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caps
2012 Oct 30
0
ensembleBMA pit function warnings
Hello Chris,
I 've found two other issues
with MAE and CRPS, giving warning when running examples.
I've the same issue on my data.
Hope that you could find some time to take a
look here.
Thank you
Anna
> library(ensembleBMA)
Loading required package: chron
> example(MAE)
MAE> data(ensBMAtest)
MAE> ensMemNames <- c("gfs&qu...
2011 Oct 25
1
regression using GMM for mulltiple groups
...it only gives
me one output rather than 36.
In SAS i would just put in a *By statement*. I have a variable TICKER that
categorize them into 36 groups.
*How can I obtain all 36 output instead of just one.*
**
DataMat<-read.table(file="C://Users//ssenriqu//Dropbox//Work//Risk//data//CRSP//CRPS
2 original1.csv",sep=",",dec=".",header=TRUE)
require(gmm)
Returns <- DataMat[1:6480,"Returns"]
VWRET <- DataMat[1:6480,"VWRET"]
RF <- DataMat[1:6480,"RF"]
z<-as.matrix(Returns-RF)
zm<-as.matrix(VWRET-RF)
res <- gmm(z ~ zm, x...