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Dear R Helpers Which package is available for estimatine the parameters of three parameter FRECHET distribution. Also, how to generate the random numbers for Frechet using these three estimated parameters. Thanking in advance Maithili

...]  == k)  T[k]  = T[m] + B[m]   else   T[k] = T[m] + 0   m    = m + 1 }   k    = k + 1 } # ---------------------------------------------------------------------   Please correct me. I think I have messed up with the loops but not able to understand where. Please guide me.   Thanking in advance   Maithili           See the Web's breaking stories, chosen by people like you. Check out Yahoo! Buzz. http://in.buzz.yahoo.com/ [[alternative HTML version deleted]]

Dera R Helpers, I am re-posting my query. Please guide me. Maithili --- On Fri, 3/13/09, Maithili Shiva <maithili_shiva at yahoo.com> wrote: I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's...

...d at the regression equation. I have used logistic regression using R. My question is how do I validate this model? I do have hold out sample of 5000 customers. Please guide me. Problem is I had never used Logistic regression earlier neither I am used to credit scoring models. Thanks in advance Maithili

...elpers If for a given data, I need to calculate Mean, Standard Deviation, Mode, Median, Skewness, Kurtosis, is there any package in R, which will calculate these moments? Individually I can calculate these, but if there is any function which will calculate these at a stretch, please let me know. Maithili The INTERNET now has a personality. YOURS! See your Yahoo! Homepage. [[alternative HTML version deleted]]

Hi R helpers, I have two matrices A and B of the order (4 * 5) and (5 * 3) respectively. How to multiply these two matrices to obtain resultant matrix of the order (4 * 3). Thanks in advance With regards Maithili

...;output.csv', row.names = FALSE)   but I get the following error message   Error in data.frame(M, N) :   arguments imply differing number of rows: 10, 26   How do I modify my write.csv command to get my output in a single (csv) file irrespective of lengths.   Plese Guide   Thanks in advance   Maithili   The INTERNET now has a personality. YOURS! See your Yahoo! Homepage. [[alternative HTML version deleted]]

...hem as ran_nos = c(AAA_no, AA_no, ..........D_no)  My problem is if there are say 1000  names, then it will be a cumbersome job to generate 1000 individual random number sets and then to combine them to form a single dataset. Is there any alternative to this? Thanking in advance With regards Maithili The INTERNET now has a personality. YOURS! See your Yahoo! Homepage. [[alternative HTML version deleted]]

...e to understand as to where do I start for this particular assignment. I tried to search google for CRAN and Fast Fourier Transform, but I got something for FFT image. Basically I need to understand what is Fast Fourier Transform is and its use in CreditRisk+? With regards and tahnking in advance Maithili

...rs.   So I take this opportunity to thank all of you and wish you all   "MERRY CHRISTMAS".   I sincerely apologize for using this platform for writing such an unprofessional message and especially when I am aware that nobody has ever done such thing but I really mean it.   Warm Regards   Maithili     The INTERNET now has a personality. YOURS! See your Yahoo! Homepage. [[alternative HTML version deleted]]

Hi R helpers, Is there any function in R, which generates random numbers in case of (1) Generalized Extreme Value distribution and (2) Generalized PAreto distribution for the respective given set of parameters? Regards Maithili

...ar R helpers Suppose I have a portfolio of securities with exposure to Equity, Bonds and Forex (say $ 1000000 each). Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation. With regards Maithili

...e corresponding totals in B (which are anyways 0?s). I need this for my further analysis. Its possible for me to add these 0?s manually, however when the dataset is large, its not practical. ? I am attaching herewith an excel file. I will be grateful if you can guide me. ? Thanks in advance ? Maithili start: 2009-08-18 end: 0000-00-00 Thinking of ordering food? Find restaurant numbers on Yahoo! India Local Love Cricket? Check out live scores, photos, video highlights and more. Click here http://cricket.yahoo.com

...already have calculated SENS = Gg / (Gg + Bg) = 89.97% and SPEC = Bb / (Bb + Gb) = 74.38%. Now I have values of SENS and SPEC, which are absolute in nature. My question was how do I interpret these absolue values. How does these values help me to find out wheher my model is good. With regards Ms Maithili Shiva ________________________________________________________________________ > Subject: [R] Logistic regresion - Interpreting (SENS) and (SPEC) > To: r-help at r-project.org > Date: Friday, October 10, 2008, 5:54 AM > Hi > > Hi I am working on credit scoring model using...

...following error.   Error in file(file, "r") : cannot open the connection In addition: Warning message: In file(file, "r") :   cannot open file 'rate[i]_range.csv': No such file or directory   Obviously as usual I have written some stupid code.   Please guide   Regards   Maithili       The INTERNET now has a personality. YOURS! See your Yahoo! Homepage. [[alternative HTML version deleted]]

...istribution. I found some code in VGAM pacakge but it deals with standard Beta distribution i.e. lower bound (say A) = 0 and upper bound (say B) = 1.   How do I estimate the parameters of the Beta distribution for above data where A and B are not 0's?   Please guide.   Thanking you in advance   Maithili  Add whatever you love to the Yahoo! India homepage. Try now! http://in.yahoo.com/trynew [[alternative HTML version deleted]]

...e this OUTPUT Forward selection procedure F.in: 4 Last 3 iterations: (Intercept) X1 X2 X3 X4 [1,] 1 0 0 0 1 15.57 [2,] 1 1 0 0 1 14.80 [3,] 1 1 1 0 1 61.56 I am not able to interpret this outcome as well. Please guide. With regards Maithili

...have three seperate csv files (Equity.csv, Dollar.csv and Bond.csv) containing the respective returns. I need to calculate the correlation matrix between the retuns of these assets. Please guide me how this can be done in R. I have attached the three csv files. Thanking in advance With regards Maithili

...ple mean and standard devaition. The results I get if I use teh excel are as   Parameters of Normal distribution :-   Mean = 22986.44 and standard deviation = 223452.88   However, if I use the R code using the lmom package, I get the mean as 22986.39 and standard deviation as 39029.79.   Regards   Maithili   My R code is as follows. (Actually its a two line code, but since I am representing data using 'c', the code looks too big.)     library(lmom)   amounts <- c(0,0,18561.9,0,0,0,34400,0,0,0,0,2190,0,0,0,0,60000,0,0,0,19583,0,0,0,109872.87,0,0,0,0,0,0,1244,0,0,25150,0,500,0,0,0,0,0,0,0,1...

...f the file rate1.csv i.e. I am able to read the required rate1 file. But if I run following commands, I get errors.   newrate = NULL   for (i in 1:n)    {     newrate[i] = read.csv(rates[i])    }   I need to read all these four files for my further analysis. Please guide.     Regards   Maithili     The INTERNET now has a personality. YOURS! See your Yahoo! Homepage. [[alternative HTML version deleted]]