search for: fortisinvest

Folks, If I have a vector such as the following: x <- c(0, -1, -1, -1, 0, 0, 1, -1, 1, 0) and I want to replace the zeroes by the nearest non-zero number to the left, is there a more elegant way to do this than the following loop? y <- x for (i in 2 : length(x)) { if (y[i] == 0) { y[i] <- y[i - 1] } } > y [1] 0 -1 -1 -1 -1 -1 1 -1 1 1 You can see the

Folks, I have a matrix: set.seed(123) a <- matrix(rnorm(100), 10) And a vector: b <- rnorm(10) Now, I want to switch the signs of those rows of a corresponding to indices in b whose values exceed the 75 %-ile of b which(b > quantile(b)[4]) [1] 2 6 10 so I want, in effect: a[2, ] <- -a[2, ] a[6, ] <- -a[6, ] a[10, ] <- -a[10, ] I thought I could do a[which(b >

folks, if i have three matrices, a, b, cc with some colnames in common, and i want to create a matrix which consists of the common columns added up, and the other columns tacked on, what's a good way to do it? i've got the following roundabout code for two matrices, but if the number of matrices increases, then i'm a bit stymied. > a <- matrix(1:20,ncol=4); colnames(a) <-

Folks, I put up a brief note describing my naive attempts to compute Goldbach partitions, starting with a brute-force approach and refining progressively. http://jostamon.blogspot.com/2009/02/goldbachs-comet.html I'd welcome your suggestions on improvements, alternatives, other optimisations, esp. to do with space vs time tradeoffs. Is this an example interesting enough for

Folks, I've got a matrix x as follows: > x <- matrix(c(1,2,3,5,3,4,3,2,1), ncol = 3, byrow = TRUE) > x [,1] [,2] [,3] [1,] 1 2 3 [2,] 5 3 4 [3,] 3 2 1 In each row of x, I want to replace the minimum value by -1, the maximum value by +1 and all other values by 0. So in the above case I want to end up as follows: [,1] [,2] [,3] [1,] -1 0

Folks, If I have a series mm of, say, monthly observations, and a series dd of daily dates, what's a good way of expanding mm such that corresponding to each day in dd within the corresponding month in mm, the values of mm are repeated? So e.g., if I have mm: mm <- c(15, 10, 12, 13, 11) names(mm)<-c("Nov 2008", "Dec 2008", "Jan 2009", "Feb

Good morning everyone, I use for the first time the package fSeries and i try to run the example given by Diethelm Würtz. But when i run its example which is the following # # Example: # Model a GARCH time series process # # Description: # PART I: Estimate GARCH models of the following type ARCH(2) # and GARCH(1,1) with normal conditional distribution functions. # PART II: Simulate

...s) 12. Re: Basic Q on coercing factors in data frames to numeric (Roger D. Peng) 13. Re: "conditional duplicates"? (Christian Schulz) 14. RE: Does something like partition.rpart() exist? (Andy Bunn) 15. Re: R under Pocket PC (Peter Dalgaard) 16. fSeries (CYRIL.CAILLAULT at FORTISINVESTMENTS.COM) 17. Re: worked in R, but not in S-Plus (Thomas Lumley) 18. fSeries (Vito Ricci) 19. Re: lattice: ordering the entries in a dotplot of a vector (Deepayan Sarkar) 20. Building MacOSX binary in Windows XP (Tomas Aragon) 21. Re: Building MacOSX binary in Windows XP (Prof Brian...

Good morning, Do you know if there exists R package for the DCUHRE fortran routine like for the ADAPT package. Best regards Cyril [[alternative HTML version deleted]]

hi folks, if i have an xts object as follows: library(xts) > dd <- as.POSIXct(strptime(c("2009-06-01 08:00:00", "2009-06-01 08:30:00","2009-06-01 09:00:00","2009-06-02 08:00:00", "2009-06-03 08:00:00", "2009-06-03 08:30:00"),"%Y-%m-%d %H:%M:%S")) > a <- xts(1:6,dd) > a [[alternative HTML version

Folks, I have some weekly dataseries that I convert to monthly xts (with yearmon indices), and obtain the two following extracts: > str(sig) An 'xts' object from Apr 1998 to Sep 1998 containing: Data: num [1:6, 1] 0.0083 0.2799 -0.2524 -0.0119 0.18 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "e1" Indexed by objects of class: [yearmon] TZ: