search for: dittmann

...llected in that group. Once all my fivenum vectors are in their respective groups, I wish to generate a b&w plot for each group. How could I possibly do that? Also, what would be the most convenient approach. Looking forward to your suggestions. Many thanks in advance! Sincerely, Bernd Dittmann

...record it in a table, that is a table containing the tau-values of a each day's calculations. How can such a test be done in R? More specifically, how can it be programmed to iteratively perform the test and also how to extract the t-values on a daily basis? Thank you. Sincerely, Bernd Dittmann

Hi useRs, I am trying to calculate the Sharpe ratio with "sharpe" of the library "tseries". The documentation requires the univariate time series to be a portfolio's cumulated returns. In this case, the example given data(EuStockMarkets) dax <- log(EuStockMarkets[,"FTSE"]) is however not the cumulated returns but rather the daily returns of the FTSE

.... Is it indeed implied that, if the condition of dx[1:2746] > 15 is fulfilled, then dx[2:2747] changes by 3.49333 the next period? Alternatively, if this period's charge is =< 15, then there is no significant change (-0.04129, t=-0.360) the next period. Thank you! Sincerely, Bernd Dittmann

Hi R-Group, I am stuck with the following problem: I am constructing a portfolio of 2 variables x and y x <- rnorm(100, mean=100, sd=4) y <- rnorm(100, mean=120, sd=10) which I am combining as follows to a portfolio for sampling purposes: portfolio <- c(rep(x, 8), rep(y, 2)) In this case I have assigned the weights of 8 and 2 to calculate the bootstrapped mean: mean.boot <-

Hi useRs, can a variance test for 2 non-normal samples be tested in R? Also, thus far I have not been able to find the Friedman two way analysis of variance. For normal r.v., the var.test is available, but are there any tests available for non-normal samples? Thanks! Bernd

Dear useRs, I am stuck with a piece of code and hope you could give me some pointers. My aim is to calculate the lm-regression coefficients of individual stocks against an index. I am interested in both the coefficient and the pval. While I could do this manually for a select hand full, I hope to scale this up say for 30+ stocks (DAX-30, FTSE-100 etc.) to eventually have a matrix of coefficients

Dear R-users, I am struggling to directly read an "op.gz" file into R. NOAA kindly provides daily weather data on their FTP server for download. > sessionInfo() R version 2.15.1 (2012-06-22) Platform: x86_64-pc-mingw32/x64 (64-bit) locale: [1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United Kingdom.1252    LC_MONETARY=English_United Kingdom.1252 [4]

Hi All, i've got a problem using the ctree function of the party package. I've searched around a lot but couldn't manage it. I've got an ordered factor as response. As far as i know i have to use scores to be able to use this ordered factor. But if i do so i get a tree which predicts all observations as the first level of my ordered factor. In order to test if i did anything