search for: julia_cains

Dear R helpers Suppose I want to use two conditions if (x >= 42) and (x<48) z = 45 else if (x>= 48) and (x<60) z = 14 how do use this "and" operator to combine two conditions. I am sorry as I know for many of you, this is very basic question but I am new to R and trying to learn it as early as possible. Extremely sorry for this stupid question. Please guide Julia

I am Julia Cains from Brisbane. This is my first mail to this group and I have recently started learning the R language.   I am trying to learn the smoothening of the yield curve. However, I came across the CRAN package – “YieldCurve” meant for Modelling and estimation of the yield curve. The problem is I am not able to understand whether this package will help me to carry out smoothening of the

  Dear R helpers,   Suppose I am reading a csv file as   yd    =   read.csv("mydata.csv")   The actual data in the mydata.csv file is say for example like this -     Date             day_1     days_15     day_30    days_60    days_90      days_180 Nov 11            5             14               1               3              21               8 Nov 10            7             

Hi! Unfortunately the version loaded on the office server is 2.6.0 (for some undisclosed so called policy decision by my adamant IT dept. who are not willing to upgrade), I need to use YieldCurve package compatible with this version. On my standalone machine I have R 2.9 loaded and hence I have no problem in using the YieldCurve package. (a) Kindly guide how do I download the version of

Dear R helpers   I am working on the credit risk default data and am referring to "An introduction to Credit Risk Modelling" by Christian Bluhm. The literature affirms that 'the default frequencies grow exponentially with decreasing credit worthiness'.   I have a data of rating wise default frequencies. The idea is to fit exponentail of the type Y = a * exp( b*X ) where Y is

Dear R users, I am working on the Value at Risk (VaR) for the Operational risk. For a given loss data, we try to fit some statistical distributions using Kolmogorov-Smirnov (KS) test and A-D test and then for fitted distribution using the estimated parameters, the losses are simulated and the VaR is arrived at. The typical problem faced by the banks is the paucity of Internal loss data and thus

Hi! I have following data which is left truncated say at 10. I am trying to estimate the parameters of the Truncated Lognormal distribution to this data as given below. (I have referred to R code appearing in an earlier post - http://finzi.psych.upenn.edu/Rhelp10/2008-October/176136.html) library(MASS) x <- c(600.62,153.05,70.26,530.42,3440.29,97.45,174.51,168.47, 116.63,36.51, 219.77,

Dear R helpers     Suppose I have a following data   y  <- c(9.21, 9.51, 9.73, 9.88, 10.12. 10.21)   t  <- c(0, 0.25, 1, 3, 6, 12)   I want to find out the polynomial which fits y in terms of t i.e. y = f(t) some function of t.   e.g.   y = bo + b1*t + (b2 * t^2) + (b3 * t^3) + ...... and so on.   In Excel I have defined y as independent variable, then defined t, t^2 and t^3 and using

Dear R helpers, I have a bimodal dataset dealing with loss amounts. I have divided this dataset into two with the bounds for the first dataset i.e. dataset-A being 5,000$ to 100,000$ and the dataset-B deals with the losses exceeding 100,000$ i.e. dataset-B is left truncated. I need to fit truncated normal disribution to dataset - I having lower bound of 5000 and upper bound of 100,000. While I

Dear R helpers Suppose I am plotting a simple scatter plot where no of paired observations (x,y) are say 100. month          length 1                   10 2                   12 3                   17 4                   21 5                   13 .......................... .......................... .......................... 100              16 when i run the command plot(month, length)

Dear R helpers, Almost 15 days back I have become member of this very active and wonderful group. So far I have been only raising  queries and in turn got them solved too and I really thank for the spirit this group member show when it comes to the guidance. I wish to learn R language and I have given 2 months time for this. Can anyone please guide me as how do I begin i.e. from basics to