search for: econophysics

Hi there, Does anyone know how to predict ARMA? It doesn?t have either predict or forecast methods. I found couple of packages called fbasic and fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has ?arma.predict? in it, but it doesn?t seem to be working. Any help in this regard would be appreciated. Thanks in advance. Regards Skanda Kallur "Prediction is very difficult, especially if it's about the future." --Niels Bohr

Dear all:Request your indulgence. The econophysics gurus do this stuff all the time: all their PDFs are smooth, with neat log x axis. 1. The kernel density estimate (KDE) function returns the empirical probability density at 2^n points (min: 512). The big question is how do I scale back the x-values (say, density$x) to x-values in terms of the orig...

...ments. The Rmetrics website makes a > virtue of open source yet the Rmetrics people do not make available > their package for the open source platform, Linux. Actually, I think they do. A quick perusal of the site indicated to me on page 2 of the Overview Flyer http://www.itp.phys.ethz.ch/econophysics/R/pdf/DocRmetrics.pdf: "Why using MS Windows? In the financial community Windows is the mostly used operating system. For a broad distribution and acceptance of Rmetrics, we decided to develop the software under Windows 2000/XP. But nevertheless, since all source code is available it may be s...

...: this is a WINDOWS BINARY version, so that people who can't use Windows .DLL files are spared a day of trying to figure out how to unpack and of doing an installation which reports no errors at all and of them finding that things do not work. There is *NOTHING* on http://www.itp.phys.ethz.ch/econophysics/R/download.htm that says "Windows only". Click on "I accept"and the page you arrive at has nothing in the text anywhere that says "Windows only" or "what to do if not Windows". (The http://.../R/bin/windows/contrib/1.9 address of the page was, in retrospect...

...dows Rmetrics Port. The user guides and reference guides are not yet updated. What are the next steps? Maybe somebody is around and can try to build the packages for (Debian) Linux and Mac OSX. This would be a great help for me! The *.tar.gz files are availalble on http://www.itp.phys.ethz.ch/econophysics/R/bin/windows/contrib/1.9/Sources/ If the Linux and Mac OSX builds are successfully done, I will submit the packages to the CRAN server. Best Regards Diethelm Wuertz [[alternative HTML version deleted]]

Hi I am just starting to look at R and trading in futures, stock, etc Can anyone point me to useful background material? Stephen Choularton 02 9999 2226 0413 545 182 -- 11:39 PM [[alternative HTML version deleted]]

...the R language. The application should include a letter of motivation (highlighting your interest and prior knowledge in the internship topic) and an up-to-date CV. Please send your application to wuertz at phys.ethz.ch. If you need further information, please contact us. PD Dr. Diethelm Wuertz Econophysics Group at the Institute of Theoretical Physics ETH Zurich www.ethz.ch www.phys.ethz.ch www.rmetrics.org NOTE: Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm June 29th - July 3rd Meielisalp, Lake Thune, Switzerland

Hello, I am trying to switch to R from S-PLUS 6.1, and one problem I am having is using R for manipulation of calendar-based time-series. In S-PLUS, I commonly use the functions timeSequence(), timeDate(), and timeSeries() to align/average/aggregate data; and I also do a lot of plotting of time-series data (with calendar-based labels on the x-axis). I was wondering if anyone is familiar with

Hello, I have just started using R, maybe more like learning it. I am interested in using it for Time Series Analysis and I wanted to know if anyone was familiar with packages other than TS that might be appropriate. Allan

Hi R-Users and Developers, Several months ago I made a request on Sourceforge to add the R/S - programming language to the _Trove_ categorization. ("The Trove is a means to convey basic metainformation about your project.") Today I got the following response of one of the sourceforge admins. <SNIP> SourceForge.net will consider the inclusion of a programming language within

Hi R-Users and Developers, Several months ago I made a request on Sourceforge to add the R/S - programming language to the _Trove_ categorization. ("The Trove is a means to convey basic metainformation about your project.") Today I got the following response of one of the sourceforge admins. <SNIP> SourceForge.net will consider the inclusion of a programming language within