search for: gld

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2009 Mar 18
2
geometric mean of probability density functions
Hi, This is my first time posting to the mailing list, so if I'm doing something wrong, just let me know. I've taken ~1000 samples from 8 biological replicates, and I want to somehow combine the density functions of the replicates. Currently, I can plot the density function for each biological replicate, and I'd like to see how pool of replicates compares to a simulation I conducted
2011 Sep 09
0
Problems using quantile regression (rq) to model GLD random variables in R
Everyone: I am working on a simulation of the efficiencies of regression estimators when applied to model a specific form of highly skewed data. The outcome variable (y) is being simulated from a generalized lambda distribution (GLD) to reflect the characteristics (mean, variance, skewness, kurtosis) of an observed variable. The regressor of interest (x) is simply a binary indicator of group membership. The relevant R code is as follows: x[1:200]<-0 x[201:400]<-1 params <- c(2.684864244,.0144182,26.01913,711.0554)...
2011 Nov 13
1
Indirect references
Hi All, I would like to work with symbols referenced by strings: I would like to manipulate data/symbols referencing to them by the string name of the symbol. An example will be clearer. Let's I get a time series through quantmod > getSymbols("GLD") This will create a new symbol GLD with the relevant data. I have tried to rename the column names as follows: > colnames(get("GLD")) <- c("open", "close", "low", "high", "volume", "adjusted") will give the foll...
2007 Nov 12
5
Solaris build fix breaks Solaris
16396:055d98aa2dd0 almost works but not quite. LDFLAGS_DIRECT means we end up with: gld -melf_i386 -nostdlib -N -Ttext 0x100000 -o hvmloader.tmp hvmloader.o mp_tables.o util.o smbios.o 32bitbios_support.o acpi/acpi.a Specifying a linker script and asking for -nostdlib is obviously contradictory. Removing $(LDFLAGS_DIRECT) fixes the problem. regards john ____________________________...
2010 Nov 20
1
installimg fBasics SuSe 11.3 64bit
...cs' ... ** libs Warnung: Das R include Verzeichnis ist leer -- evtl. muss das R-devel Paket installiert werden gcc -std=gnu99 -I/usr/lib64/R/include -I/usr/local/include -fpic -fmessage-length=0 -O2 -Wall -D_FORTIFY_SOURCE=2 -fstack-protector -funwind-tables -fasynchronous-unwind-tables -c gld.c -o gld.o gld.c:42:16: fatal error: R.h: Datei oder Verzeichnis nicht gefunden compilation terminated. make: *** [gld.o] Fehler 1 ERROR: compilation failed for package 'fBasics' * removing '/usr/lib64/R/library/fBasics' So it does not find R.h. It seems to be a problem with the C...
2006 Sep 19
1
R CMD check fails at package dependencies check on Fedora Core 5, works on other systems
...;verbose" flag is set somewhere, leading to lots of spurious messages like this request done: ld 0xa227598 msgid 1 which may be confusing R. However, R CMD check seems to fail for packages with no dependencies at the dependencies check stage. I've tried this with two packages, my own gld and also zipfR. Both fail in the same way. [Desktop]$ R CMD check zipfR_0.6-0.tar.gz * checking for working latex ... OK request done: ld 0x8dfb170 msgid 1 request done: ld 0x8dfb170 msgid 2 * using log directory '/home/rak776/Desktop/zipfR.Rcheck' * using Version 2.3.1 (2006-06-01) * ch...
2007 Nov 28
3
Simulate an AR(1) process via distributions? (without specifying a model specification)
...Is it possible to simulate an AR(1) process via a distribution? I have simulated an AR(1) process the usual way (that is, using a model specification and using the random deviates in the error), and used the generated time series to estimate 3- and 4-parameter distributions (for instance, GLD). However, the random deviates generated from these distributions do not follow the specified AR process. Any comment and feedback will be more than welcome. Thanks for your time. Pedro N. Rodriguez [[alternative HTML version deleted]]
2001 Nov 08
1
Generalized Lambda
Anyone know of a package for numerically estimating lambda(3) and lambda(4) using location, position, skew and kurtosis estimates. I have a distribution and would like to use the gld package to do some simulations of the distribution, but need the lambda estimates to feed into gld. I have a program in Maple, which I may convert to C code for use in R, but before moving down that road I wanted to make sure there wasn't a package out there somewhere. ===================...
2009 Oct 12
0
package manual without index? check breaks with - LaTeX errors when creating PDF version.
Hello, What am I doing wrong about creating an index for my package documentation? Using 2.9.2, I am checking the gld package. It reports the following (all earlier lines OK): * checking PDF version of manual ... WARNING LaTeX errors when creating PDF version. This typically indicates Rd problems. * checking PDF version of manual without index ... ERROR When I look in the gld.Rcheck directory there is no log f...
2010 Oct 28
4
Returning highs and lows in R
I'm having trouble returning a rolling n period highest value for a data set. For each day I want to calculate the highest value over the last 3 days. I am using the following packages: zoo, xts, quantmod and TTR. Thanks, Jason GLD.Close 2010-10-01 128.91 2010-10-04 128.46 2010-10-05 130.99 2010-10-06 131.81 2010-10-07 130.37 2010-10-08 131.66 2010-10-11 132.29 2010-10-12 131.96 2010-10-13 134.07 2010-10-14 134.75 2010-10-15 133.68 2010-10-18 134.28 2010-10-19 130.11 2010-10-20 131.32...
2011 Dec 07
1
scatterplotting stock returns using quantmod and pairs()
I want to get data for a set of ticker symbols and compute the daily return of the adjusted close using quantmod, and then scatterplot returns using pairs(). The following gets data for the list of tickers: tickers <- c("SHY","TLT","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA") AdjClosePrices <- do.call(merge, lapply(tickers, function(x) Ad(get(x)))) #get adjusted close prices First try at getting returns and plotting: AdjCloseReturns <- do.call(merge, lapply(tick...
2004 Apr 21
2
Assigning functions in Rprofile
...th a recent change from a cvs checkout to the released 1.9.0 I find that the new hs() appears if there is nothing of that name in .RData, but if there is the old hs() there, it just stays. What is the cause of this? Thanks, Robert. I'm using a debian i386 system. .Rprofile ========= library(gld) options(pager="less",CRAN="ftp://mirror.aarnet.edu.au/pub/cran") hs <- function(){ if (nchar(system("echo $DISPLAY",intern=T))==0) # no X {options(htmlhelp=FALSE) ret <- "no X"} else {system("mozilla") # we have X - I'm...
2001 Oct 11
2
Where's MVA?
...C RPgSQL RandomFields RmSQL Rstreams Rwave SASmixed SuppDists VR XML acepack adapt akima ash bindata blighty boot bootstrap bqtl car cclust cfa chron cluster cmprsk coda conf.design cramer date diamonds dse e1071 ellipse event.chart exactRankTests fastICA fdim fields foreign fracdiff gafit gee geoR gld gregmisc gss ineq leaps lgtdl lmtest locfit logspline lokern lpridge maptree maxstat mclust mda meanscore mgcv mlbench muhaz multiv mvnmle mvtnorm netCDF nlme nlrq norm odesolve oz panel pcurve permax pinktoe pixmap polymars polynom princurve pspline quadprog quantreg rmeta rpart rpvm scatterplot3d...
2009 Jan 09
2
bnx problems
Hi, I''m trying to BFU my own build of ON onto a snv_104 installation and I''m hitting problems with bnx driver; which is coming from a set of snv_105 closed bins: WARNING: bnx0: Failed to allocate GLD MAC memory. I believe bnx is a closed source GLDv3 driver. Were there any incompatible changes due to the crossbow integration that went in after snv_105? (opensolaris.org appears to be down at the moment so I can''t check flag-days). Paul
2003 May 13
1
range checking
I'm tidying up the gld package at the moment, and the following is my best effort at checking if values are outside the range of the function (which is [0,1] in this case). It seems incredibly messy - is there something better? outside.range <- !as.logical(((p<1)*(p>0))|(sapply(p, all.equal,1)=="TRUE&qu...
2012 Oct 06
1
Download limit
...mits (one for each of the tickers). I searched in options() something which could be related to this setting, w/o success. Any hint for me in order to raise or remove these limits? Where is this limit set? I am using R 2.15-1 on Rstudio 0.96.331 in W7. Best Andrea >tickers = spl('SPY,TLT,GLD,SHY') >data <- new.env() >getSymbols(tickers, src = 'yahoo', from = '1980-01-01', env = data, auto.assign = T) <environment: 0x0b49ba98> Warnmeldungen: 1: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : herunterge...
2013 Apr 15
0
as.date not reading Hour/Minute am/pm Data
...> >I've researched online and through this forum and am unsure of why I'm not getting a as.date object to only store a limited amount of data. ?The date >is in the format of: 2/26/13 11:59 PM in a .csv file with over 5000 data points. ?My as.date function reads: > >> gld <- read.csv("c:/data/gbpdata.csv", stringsAsFactors=F) >> gld_dates <- as.Date(gld[,1], format="%m/%d/%y %H:%M %p") >> gld_dates: > >[36775] "2013-04-03" "2013-04-03" "2013-04-03" "2013-04-03" "2013-04-03&qu...
2002 Sep 06
1
Compile error on Solaris Sparc
...oHmkfo.s:6421: Error: operation combines symbols in different segments /var/tmp//ccoHmkfo.s:6422: Error: operation combines symbols in different segments /var/tmp//ccoHmkfo.s:6432: Error: operation combines symbols in different segments ... make: *** [advapi32.spec.o] Error 1 I have installed gas, gld, gar, gnm, gstrings. I have replaced as, ld, ar, nm, and strings with the GNU counterpart. Does anyone know how I can fix this problem? Thanks, Corey
2012 Dec 06
1
Fuction Error
...t results from the "^"? rm(list = ls(all = TRUE)) # use this to clear data library(quantmod) library(PerformanceAnalytics) symbols <- c('XLE','XLV','XLI','XLU','XLP','IYZ','XLK','XLY','XLF','XLB','GLD','SLV','E FA','EEM','FXA','FXE','FXY','HYG','LQD', '^GSPC') getSymbols(symbols,from='2007-01-01') getSymbols('SPY',from='2007-01-01') SP500 <- Cl(SPY) colnames(SP500)[1] <- 'SPY'...
2010 Oct 18
2
Unable to compile Samba 3.5.6 on Solaris 9 - more winbind issues
Greetings, No helpful hints have been offered to my winbind issues with Samba 3.4.9 and Solaris 9 I started trying to build Samba 3.5.6. Using gcc 3.4.6. I added "-lintl" to the LIBS option in the Makefile which cleared some earlier linker errors involving libintl_gettext, libintl_textdomain and libintl_bindtextdomain being undefined, except with winbind: Linking shared library