search for: edhec

...do some rolling correlations. But before, I searched for "?rollingCorrelation" and tried the example in it. But I was not successful. What could be the problem? Here is the code I tried: > library(zoo) > library(PerformanceAnalytics) > rollingCorrelation(manager.ts@Data[,1],edhec.ts@Data,n=12) Error in inherits(object, "zoo") : object "manager.ts" not found BR, Shubha [[alternative HTML version deleted]]

I have hundreds of megabytes of price data time series, and perl scripts that extract it to tab delimited files (I have C++ programs that must analyse this data too, so I get Perl to extract it rather than have multiple connections to the DB). I can read the data into an R object without any problems. thedata = read.csv("K:\\Work\\SignalTest\\BP.csv", sep = "\t", header =

Hi, I am new in R. I would like to do a ordered probit regression using clm2 (in the ordinal package). My dependent variable y is the way of payment in M&A: y=0 if the deal is financed by stock only, y=1 if the deal is financed by a mix of cash and stock and y=2 if it is by cash only. My independent variables are CollateralB, Cashavailable and Leverage. This is the code I wrote: >

Dear R users, I'm trying to write a small function in order to compute empirical cumulative density function.All seems to work but when I try to plot the function, I always get error messages. This is the function I use mecdf<-function(u,v,z) { u=sort(u) v=sort(v) n=length(u) nb=0 for (i in seq(1,n)) { if (u[i]<z & v[i]<z) { nb<-nb+1 } } nb=nb/n