search for: loaned

my models borrower ----- has_many :loans loan ----- belongs_to :borrower my loans _controller def new @borrower = Borrower.find(params[:borrower_id]) logger.debug '' @borrower.id'' logger.debug @borrower.id @loan = Loan.new respond_to do |format| format.html # new.html.erb format.xml { render :xml => @loan } end

Hello, this is my first post. I have a large CSV file where I need to fill in the 1st and 2nd column with a Loan # and Account name that would be found in a line of text : like this: ,,Loan #:,ML-113-07,Account Name:, Quilting Boutique,,,,,,,,,,, I would like to place the Loan #: ML-113-07 in the first column and the account name quilting boutique in the second column. If possible I would also

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Hello, I'm interested in correcting for and measuring unobserved heterogeneity ("missing variables") using R. In particular, I'm searching for a simple way to measure the amount of unobserved heterogeneity remaining in a series of increasingly complex models (adding additional variables to each new model) on the same data. I have a static database of 400,000 or

Hola, ¿qué tal? Tengo un df relativamente chiquito: > dim(loans) [1] 15172 22 > object.size(loans) 7488144 bytes Sin embargo, empresas <- split(loans, loans$number_id) length(empresas) #8748 object.size(empresas) # 50643907728 bytes Es decir, el objeto resultante de partir un df de 15000 filas en 8700 dfs ocupa 5GB. ¿Alguna idea de por qué ocurre esto? (Uso R 3.0.1 en un

Agile Web Development with Rails doesn''t seem to have NULL in the index [or my eyes have failed me again], and web searching turns up lots of SQL statements containing NOT NULL. I have a table of loans, and I want to record when something was loaned and returned. The loan date can''t be null, or there''d be no entry in the table. The return date must be something until the item is returned, and NULL seems a sensible sentinal value. How does one Loan.find(:all, :conditions => [":return = ?" , something]) to...

I have a loans table and a payments table. Each loan has_many payments. So far no problem. Now, the payments table has a payment_number field, and each payment has a payment_number unique within that loan. For example, Loan A can have payment_numbers 0, 1, and 2 and Loan B can have payment_numbers 0, 1, 2, and 3 (but only one of each payment_number). I can enforce this with a unique index in

Interesante... y preocupante. No propuso alguien, no hace mucho, reescribir R desde el principio por este tipo de cosas? El 13/06/13 20:04, Carlos Ortega escribió: > Hola, > > Si este comportamiento se ve con cualquier data.frame que luego conviertas > a lista: > >> >> v <- 1:10 >> w <- split(v, 1:2) >> w > $`1` > [1] 1 3 5 7 9 > > $`2`

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Question: When survfit() function is used upon a coxph object, the 'n' returned is vastly smaller (n=6) than the number of distinct loans in the dataset used. I am trying to estimate a Cox proportional hazards model for a set of loans (over 6000) using using time varying covariates. For this 6000+ loans, I have some 62,000 different vectors representing the loans at different periods of

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Hola, ¿qué tal? Al final he descubierto el motivo del problema. Cierto que esperaba cierto nivel de _overhead_, pero nunca tantísimo. Por mucho _overhead_ que haya, no se pasa de 7MB a 5GB. El problema era que (a pesar de mi opción stringsAsFactors = F) los niveles de los factores se copiaban íntegros en cada una de las columnas de tipo factor de cada una de las tablas resultantes. Aunque no se

Hi, I am working on fitting a proportional hazard model to predict the probability of default for mortgage loans. I have a question regarding survfit function. My historical data set is a pool of loans with monthly observed default status for the next 24 months. The data is left truncated (delayed entry to observation window after the loan is opened) and right censored. I would like to

All, I need the Ruby equivalent of the Excel PMT function which will calculate a monthly payment amount given an interest rate, a number of months, and a present value of the loan amount. Anyone know where I can find such a beast? If someone can point me to the formula that Excel uses internally, that''s fine too. I know it isn''t very complicated, but I def. don''t

Hi All I found survfit function was very slow for a large dataset and I am looking for an alternative way to quickly get the predicted survival probabilities. My historical data set is a pool of loans with monthly observed default status for 24 months. I would like to fit the proportional hazard model with time varying covariate such as unemployment rates and time constant variables at loan

Hola, ¿qué tal? Lo que quieres es un "debugger visual" (como el de muchos IDEs, incluyendo Netbeans y Eclipse) para R, como el de Revolution, http://www.youtube.com/watch?feature=player_embedded&v=7shLKEINM9A#! Pues sí, efectivamente, existe, pero solo con la versión de Revolutions de R. Y verás también que está basado en el "debugger" tradicional de R, que permite

Javier, R también tiene opciones de "debug" como la que estás comentando. Te adjunto un ejemplo práctico: http://www.burns-stat.com/an-r-debugging-example/?utm_source=rss&utm_medium=rss&utm_campaign=an-r-debugging-example Saludos, Carlos Ortega www.qualityexcellence.es El 13 de junio de 2013 21:45, Marcuzzi, Javier Rubén < javier.ruben.marcuzzi@gmail.com> escribió:

Hello list, I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on how to use "plm" to run panel regressions, and am having trouble with what I believe should be something very basic. When I run the command (p.9 in the paper): R> dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE)) I see: emp ~ wage +