search for: invested

...id invest payout [1] 1 10 -1 [2] 1 33 33 [3] 1 20 -5 [4] 2 200 33 [5] 2 33 -20 [6] 3 5 -5 [7] 3 5 -5 id is each person's id. Each person have invested many times in the sampling period, in temporal order. What I want to check is the correlation between invest and payout. 1. How do I run the regression for each person, with the "invest" being devided by the mean or medium of the person's "invest"? 2. How do I plot a graph...

Hi, I am working on a dataset in which a number of venture capitalists invest in a number of firms. What I am creating is an asymmetric matrix M in which m(ij) is the volume (sum) of coinvestments of VC i with VC j (i.e., how much has VC i invested in companies that VC j also has investments in). The output should look like the "coinvestments" matrix produced with the code below. If possible I would like to avoid loops and optimize the code for speed because the real data is huge. If anybody has suggestions, I would be grateful. in...

...id invest payout [1] 1 10 -1 [2] 1 33 33 [3] 1 20 -5 [4] 2 200 33 [5] 2 33 -20 [6] 3 5 -5 [7] 3 5 -5 id is each person's id. Each person have invested many times in the sampling period, in temporal order. What I want to check is the correlation between invest and payout. 1. How do I run the regression for each person, with the "invest" being devided by the mean or medium of the person's "invest"? 2. How do I plot a graph...

...s (and possibly risk trends) in the context of time. the ratio of investment count to unique investment count is also potentially important. investments will not be entirely transparent, that is, a player can see their percentage stake in an idea, but not necessarily how much the other players have invested. let's say we also introduce a rating system and a way for initial ideas to be 'enhanced.' now we have multiple possibly estimable parameters that could tell us a story and allow the 'best ideas' within our construct to bubble to the top. we need help approaching our data s...

Senior Quantitative Research Analyst Based in Irish Life Investment Managers, Lower Beresford Place, Dublin 1 Irish Life Investment Managers (ILIM), the investment management company within the Irish Life & Permanent Group manages assets of circa EUR30bn and provides fund management services to a large domestic and multi-national client base. We provide investment products to both

Hi, here's my result for # doveconf -n|grep ssl ssl = yes ssl = required ssl_cert = /etc/exim/ssl/wildcard_cantella_com.crt.chained ssl_cipher_list = ALL:!LOW:!SSLv2:SSLv3:!EXP:!aNULL ssl_key = /etc/exim/ssl/wildcard_cantella_com.key verbose_ssl = yes On 04/20/2017 11:27 AM, B. Reino wrote: > On Thu, 20 Apr 2017, Alvaro Lacerda wrote: > >> These are my dovecot logs. It

Hi, This is my environment: SMTP: Exim 4.89 with Mailscanner 5.0.3 IMAP: Dovecot 2.2.10 At the moment I'm just trying to test out my Dovecot to check if it's listening on port 993. *netstat -tuln:* Shows that my machine is listening on ports 143 and 993. *telnet localhost 993: *This is my issue, I get the following message: # telnet localhost 993 Trying ::1... Connected to

Dear R users I get different F-statistic results for a "within" model, when using "time" or "twoways" effects in plm() [1] and when manually specifying the time control dummies [2]. [1] vignette("plm") [2] http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf Two examples below: library("AER") data("Grunfeld", package =

Hi Webert -- Thanks for the quick reply and observation. When I try "telnet localhost 143" I get the same result. It does connect but then the connection is dropped. # telnet localhost 143 Trying ::1... Connected to localhost. Escape character is '^]'. Connection closed by foreign host. I never get the "* OK [CAPA....]" Thanks, On 04/20/2017 10:41 AM, Webert de

Hi, I'm new to R. I'm using the R Gui and have tried to install additional packeges. When I choose Packages/Install package(s) I get the following error... utils:::menuInstallPkgs() Warning: unable to access index for repository http://cran.ma.imperial.ac.uk/bin/windows/contrib/2.15 Warning: unable to access index for repository http://www.stats.ox.ac.uk/pub/RWin/bin/windows/contrib/2.15

Hi B. Reino, These are my dovecot logs. It looks like this error pops up every time I run "telnet localhost 143" Apr 20 11:11:39 imap-login: Fatal: Couldn't parse private ssl_key: error:0906D06C:PEM routines:PEM_read_bio:no start line: Expecting: ANY PRIVATE KEY Apr 20 11:11:39 master: Error: service(imap-login): command startup failed, throttling for 60 secs On 04/20/2017

Man Investments is the Asset Management Division of Man Group plc which is listed on the London Stock Exchange (EMG.L) and is a constituent of the FTSE 100 Index. Man Investments is a global leader in alternative investments providing innovative products and tailor made solutions for private and institutional clients. Through its diverse portfolio of managers it has developed in-depth knowledge

A SAS spokesperson has confirmed to this blog that they have invested in the R ?Core project to help build next generation algorithms . Details are sketchy but indications of some shift on cloud hosted SAS ,called SaaS are emerging.Also includes some details on Jim Davis ,SVP SAS marketing's statement on BI and Anne Milley having a new assignment within SAS Insti...

Hello, I would like to post the below position on your site. Thanks, Quantitative Analyst/Quantitative Developer MSIM Global Risk & Analysis, Quantitative Research & Model Review group Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 680 investment professionals around the world and approximately $279 billion in assets under

Hi - Think this is quick help. Not sure how to trap what is causing my simple script to run fine in R, but fail immediately when called from rscript. I can put all sorts of traps in the script itself, but when called from the command line the r window simply flashes and closes. There's probably a way to find out why rscript is failing, but I don't know it and can't seem to find it

Does anyone know any more than is in the following press release about REvolution Computing and their commercialization of R? http://www.intel.com/capital/news/releases/080122.htm "Intel Capital, the global investment arm of Intel Corporation, today announced that it has invested in the Series A financing of REvolution Computing, creator of parallel computing software for computational statistics" "R has become the de-facto statistical language and REvolution Computing's R-based solutions provide the necessary scale and support for its growing commerc...

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 >

Dear R-users, How do I obtain a sequence of dates consisting of only weekdays without the weekends in R? In S, I can do the following: timeSeq(from="12/17/2007", to="8/25/2008", by="weekdays") I tried using looking at timeSequence (fSeries package) and seq.Date (base package) but I do not know if I can specify "weekdays" rather than "day".

Hi all, Diverging from my research based number crunching I am interested to see what, if any R packages are out there that can access daily market values of investment funds (e.g. using http://quote.morningstar.com/fund/f.aspx?t=PDMIX) then store the data value (i.e. NAV =$11.56 ) with date retrieved so these can be plotted with ggplot2 on some regular basis. A web search turned up a

On 1/21/2013 12:35 AM, Chris Lattner wrote: > > I'm confused here. You're acting as though we don't use the STL. In fact, we do use std::string, std::vector, std::map etc when they are the right solution for the job. I'm trying to understand the reasoning behind the decisions made at the beginning of LLVM. My working assumption is that ADT didn't exist when LLVM