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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

Dear R helpers   I have two series A and B as given below -   A <- c(2, 2, 1, 3, 7, 3, 3, 1, 14, 7, 31) B <- c(0.0728,0.9538,4.0140,0.0020,2.5593,0.1620,2.513,0.3798, .0033,0.2282, 0.1614)   I need to calculate the total in dataset B corresponding to the numbers in dataset A i.e. for no 1 in A, I need the total as 4.0140+0.3798 (as 1 is repeated twice) for no 2, I need the total as

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 thereby affecting the P P Plot. My R code is as follows....

Dear R helpers   Suppose   M <- c(1:10)      #  length(M) = 10 N <- c(25:50)     #  length(N) = 26    I wish to have an outut file giving M and N. So I have tried   write.csv(data.frame(M, N), '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

Dear Sirs, ? At the outset I sincerely apologize for reproducing my query to you. I also thank all of you for the solution you had provided. It has worked on the actual data I am working with. ? However, there is this peculiar problem which I had realized only after I had obtained my results. ? e.g. in the example I had attached ? A?<-?c(2, 2, 1, 3, 7, 3, 3, 1,?14, 7, 31) B?<-

Hi Hi I am working on credit scoring model using logistic regression. I havd main sample of 42500 clentes and based on their status as regards to defaulted / non - defaulted, I have genereted the probability of default. I have a hold out sample of 5000 clients. I have calculated (1) No of correctly classified goods Gg, (2) No of correcly classified Bads Bg and also (3) number of wrongly

  Supose I have a data pertaining to credit loss as   amounts <- c(46839.50,31177.12,35696.69,21192.57,29200.91,42049.64,42422.19, 44976.18, 32135.36,47936.57,27322.91,37359.09,43179.60, 48381.02, 45872.38, 28057.30,44643.83,36156.33,16037.62, 45432.28)   I am trying to fit Beta distribution (two parameters distribution but where lower bound and upper bounds are NOT  0 and 1 respectively). For

Dear R helpers 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.

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

Dear 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

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

Dear R helpers, I have generated a portfolio of Equity, Dollar Rate and say zero coupon bond. I have calculated the daily returns based on the prices available for last two years. Now, I 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

Dear R helpers   I have some files in my say 'WORK' directory and the file names are say rate1.csv, rate2.csv, rate3.csv, rate4.csv   Because of some other requirement, I need to run the following commands   n = 4    rates = NULL   for (i in 1:n) rates[i] = (paste(`rate', i, ‘.csv`, sep = ‘’))   # this gives me "rate1.csv" "rate2.csv" and so on   #My problem is

Dear R helpers,   Following is a R script I am using to run the Fast Fourier Transform. The csv files has 10 columns with titles m1, m2, m3 .....m10.     When I use the following commands, I am getting the required results. The probelm is if there are 100 columns, it is not wise to define 100 commands as fk <- ONS$mk and so on. Thus, I need some guidance to write the loop for the STEP A and

Dear R Helpers, Is there any literaure available (including R code) on Fast Fourier Transform being used in CreditRisk+? I need to learn how to apply the Fast Fourier Transform. I agree I am too vaue in my question and sincerely apologize for the same, but I am not able to understand as to where do I start for this particular assignment. I tried to search google for CRAN and Fast Fourier

Dear R helpers,   I understand that this is absolutely unprofessional on my part and this group doesn't entertain such things. I have been associted with this group since last 1 and half years and have been immensely benefited by the noble service rendred by many R helpers.   So I take this opportunity to thank all of you and wish you all   "MERRY CHRISTMAS".   I sincerely apologize

Hi! I am working on scorecard model and I have arrived 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

Dear R helpers, please ignore my earlier mail. Here is the corrected mail. Please forgive me for the lapses on my part. Extremely sorry.   Here is the corrected mail.     Dear R helpers   I am having following data   Name           Numbers A11                  12 A12                  17  A13                   0 A11                  11  A12                   6 A13                   0

Dear R helpers,   I have following input files. (Actually they are more than 10 rates but here i am considering only 2 rates to write my problem)   rate1.csv min1        max1            min2          max2          min3           max3 1.05        1.30               1.30          1.65             1.65          1.99   rate2.csv min1        max1            min2          max2          min3          

...hz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide..html > and provide commented, minimal, self-contained, reproducible code.. ------------------------------ Message: 7 Date: Wed, 27 May 2009 16:04:19 +0530 (IST) From: Maithili Shiva <maithili_shiva@yahoo..com> Subject: [R] How to write a loop? To: r-help@r-project.org Message-ID: <344168.4384.qm@web94903.mail.in2.yahoo.com> Content-Type: text/plain Dear R helpers,   Following is a R script I am using to run the Fast Fourier Transform. The csv files has 10 columns with titles m1, m2...