search for: fmultivar

Hi, I tried to install fMultivar package but an error occurs that I could not understand. (I've been worked with linux / Ubuntu 6.06 LTS) > install.packages("fMultivar") Warning in install.packages("fMultivar") : argument 'lib' is missing: using /usr /local/lib/R/site-library --- Please se...

Dear R users a problem I encountered while installing fMultivar, I would appriciate any help with this. > install.packages ("fMultivar", dependencies=TRUE) Warning in install.packages("fMultivar", dependencies = TRUE) : argument 'lib' is missing: using /usr/local/lib/R/site-library also installing the dependencies ...

I submitted this to rmetrics help list as well... I've been using R-2.4 with Rmetrics successfuly for a year or two. I recently moved to Ubuntu Linux 8.04, loaded R via apt-get install R-base etc. etc... then in the R interface i ran install.packages("fMultivar"), chose the CRAN mirror and it loaded fMultivar and all the required dependecies. However, when I try to run the same code which makes use of the indicator calculators (emaTA etc.) I get this warning: Error: could not find function "fMultivar.emaTA" upon further inspection lookin...

Hello, I would like to use the function EWMA() in the fMultivar Package and I have a series of data x, which is the returns series. Basically, I would like to get the variance estimation using EWMA. I am trying something like EWMA(x, lambda) and I have a couple of questions: Should x be the returns series or price series in my case? When I get the result,...

Hi folks! Does anybody know how to use the OLS function in fMultivar to do dynamic regression? I've tried specifying lags in OLS using a data series created in fSeries and it doesn't seem to work. I've done dynamic regression using dyn$lm and I was wondering how to accomplish the same thing using the OLS function from fMultivar. Thanks! John [[...

...008 message mentioned above. With best regards, Adelchi Azzalini Begin forwarded message: =========================================== Date: Tue, 26 Aug 2008 10:44:16 +0200 From: Adelchi Azzalini <azzalini at stat.unipd.it> To: Rmetrics-core at r-project.org Subject: dmvsnorm & mvst in fMultivar Dear Colleagues, I am writing about some functions incorporated into your package "fMultivar", specifically dmvsnorm & mvst, which originate from packages 'sn'. In principle, it is welcome that your package incorporates some routines from my package. Unfortunately, this op...

Hi Everybody, I am a total beginner at this so please bear with me. I downloaded by hand the file WIG20.txt (Warsaw Stock Exchange Index of 20 most important stocks). The format is this: Name,Date,Open,High,Low,Close,Volume WIG20,19940414,1000.00,1000.00,1000.00,1000.00,71600.000 WIG20,19940418,1050.50,1050.50,1050.50,1050.50,99950.000 WIG20,19940419,1124.90,1124.90,1124.90,1124.90,138059.000

Dear all, I have a population with three age-classes, at time t=0 the population is: n.zero <- c(1,0,0) I have a transition matrix A which denotes "fertility" and "survival": A <- matrix(c(0,1,5, 0.3,0,0, 0,0.5,0), ncol=3, byrow=TRUE) To obtain the population at t=1, I calculate: A %*% n.zero To obtain the population t=2, I calculate: A %*% (A %*% n.zero) ... and so

Hola Alguien me podría decir como hacer una grafica del tipo persp() de la densidad de una distribucion normal bivariante estandarzada con correlacion 0.5?? gracias [[alternative HTML version deleted]]

...> Does not work (I get "character(0)" ) Though : myfun(df[1,]) works, and myfun(df) works as well. So if myfun(df) works, that's fine! BUT, if the output of the function a bit more complex, it does not work : In this case I'm using a timeSeries object (from Rmetrics) library(fMultivar) timerange = timeSequence(from = "2001-04-11", length.out = 3,by = "weeks", format = "%Y-%m-%d", FinCenter = "GMT") myfun2 = function(x) timeSeries(rnorm(3),timerange) In this case, myfun2(df) returns only the result of the 1st row! BUT apply(df,1,myfun2) in...

...',   'ENmisc', 'epiR', 'eRm', 'evaluate', 'evd', 'FactoMineR', 'fArma', 'fAssets', 'fBasics', 'fdrtool',   'fExoticOptions', 'fExtremes', 'fGarch', 'fields', 'flexclust', 'fMultivar', 'fNonlinear', 'fOptions',   'forecast', 'foreign', 'fpc', 'fracdiff', 'fRegression', 'FrF2', 'FrF2.catlg128', 'fTrading',   'fUnitRoots', 'gamlss', 'gamlss.data', 'gamlss.dist', ...

Hi, I have just installed R 2.4.0 and when I try to load fMultivar I get the following error message: Loading required package: methods Error in identical(pkg, value at package) : formal classes cannot be used without the methods package Error: .onAttach failed in 'attachNamespace' Error: package 'methods' could not be loaded I have already updat...

Ein eingebundener Text mit undefiniertem Zeichensatz wurde abgetrennt. Name: nicht verf?gbar URL: https://stat.ethz.ch/pipermail/r-help/attachments/20070424/c6ce561b/attachment.pl

Hi all, I am using the fMultivar package for calculating probabilities of bivariate normal distribution. I use the manual's example to understand what is going on, but let's take it for smaller dimensions of x and y: ## Bivariate Normal Density: x = c(0.3,10) y = c(-10,0.2) X = grid2d(x,y) z = pnorm2d(X$x, X$y, rho = 0.5...

In the process of learning R, with a specific interest on financial time series. While I continue to get through the documents I am more a fan of learning by example and then looking up how each function is used. Any websites which post sample code for R? Thanks in advance. -- Jonathan jqm475 at gmail.com

In what R package(-s) can I find the entire set of financial functions that you can find in MS-Excel such as PMT, PPMT, FV and IPMT? Ciao Vittorio

Hi all, I am doing a two-sided DW test: H0: rho = 0 H1: rho =/= 0 My understanding is that most test statistics tables are one-sided. It's the way they created the table. So from online, by doing Googling, I found a bunch of DW tables for Confidence Level 5%. Those tables can answer my two-sided question at 5x2 = 10% confidence level. But what if I want two-sided test at 1% and 5%

...gnu-r r-cran-farma gnu-r r-cran-fasianoptions gnu-r r-cran-fassets gnu-r r-cran-fbasics gnu-r r-cran-fbonds gnu-r r-cran-fcalendar gnu-r r-cran-fcopulae gnu-r r-cran-fecofin gnu-r r-cran-fexoticoptions gnu-r r-cran-fextremes gnu-r r-cran-fgarch gnu-r r-cran-fimport gnu-r r-cran-fmultivar gnu-r r-cran-fnonlinear gnu-r r-cran-foptions gnu-r r-cran-foreign gnu-r r-cran-fportfolio gnu-r r-cran-fregression gnu-r r-cran-fseries gnu-r r-cran-ftrading gnu-r r-cran-funitroots gnu-r r-cran-futilities gnu-r r-cran-gdata gnu-r r-cran-getopt gnu-r r-cran-gmaps gnu-r r-cran-g...

...n. failPackages <- c("deldir","frailtypack","fSeries","fCalendar","fExtremes","fPortfolio","hmm.discnp","knncat","labdsv","survrec", "SciViews","RGrace","uroot","fMultivar","fOptions","gcmrec","rcom","Rlsf") #list of all currently installed packages installedPackages <- rownames (installed.packages() ) #do any installed packages need removal because they are on the blacklist? needRemoval <- installedPackages %in%...

...n. failPackages <- c("deldir","frailtypack","fSeries","fCalendar","fExtremes","fPortfolio","hmm.discnp","knncat","labdsv","survrec", "SciViews","RGrace","uroot","fMultivar","fOptions","gcmrec","rcom","Rlsf") #list of all currently installed packages installedPackages <- rownames (installed.packages() ) #do any installed packages need removal because they are on the blacklist? needRemoval <- installedPackages %in%...