Displaying 1 result from an estimated 1 matches for "ddtdduration".
2007 Jan 09
2
Logical operations or selecting data from data.frames
Hi all,
why doesn't something like this does not work?
speedy <-
(sdata$VaR < sdata$DdtdAbs) && sdata$DdtdDuration >= qpois(pct,lambda) &&
sdata$Ddtd > MinDD
or sdata$Ddtd[sdata$Ddtd > 0 && sdata$VaR < sdata$DdtdAbs]
sdata looks like this:
dataId date value Ddtd VaR DdtdAbs DdtdDuration
18948 79637 2004-07-27 10085.10 NA NA 0.00...