search for: mpsgr

Displaying 6 results from an estimated 6 matches for "mpsgr".

2004 Sep 22
5
block statistics with POSIX classes
...ion aggregate, but how to define the 'by' argument with POSIX variables? Thanks! Hannu Kahra Progetti Speciali Monte Paschi Asset Management SGR S.p.A. Via San Vittore, 37 IT-20123 Milano, Italia Tel.: +39 02 43828 754 Mobile: +39 333 876 1558 Fax: +39 02 43828 247 E-mail: kahra at mpsgr.it Web: www.mpsam.it
2004 Dec 02
0
A somewhat off the line question to a log normal distribution
...t require the variables in the sum to come from the same underlying distribution. Ciao, Hannu Kahra Progetti Speciali Monte Paschi Asset Management SGR S.p.A. Via San Vittore, 37 IT-20123 Milano, Italia Tel.: +39 02 43828 754 Mobile: +39 333 876 1558 Fax: +39 02 43828 247 E-mail: kahra at mpsgr.it Web: www.mpsam.it -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Siegfried Gonzi Sent: Thursday, December 02, 2004 10:18 AM To: r-help at stat.math.ethz.ch Subject: [R] A somewhat off the line question to a log n...
2004 Nov 18
1
gibbs sampling for mixture of normals
hi i'm looking for a gibbs sampling algorithm for R for the case of mixture of K normals, and in particular for the case of bivariate normals. i'd be grateful if anyone could send its own R-routine, at least for the univariate case. thank you in advance matteo
2004 Sep 15
6
Bessel function
Dear all Currently, I'm implementing the generalized hyperbolic distribution into Splus. Unfortunately the Bessel function is not implemented in Splus. In R the Bessel function does exist but it is an internal function and I'm not able to look at the code. Is there any possibility to see the code of the Bessel function in R or does anybody has an implementation of the Bessel function in
2004 Aug 09
4
linear constraint optim with bounds/reparametrization
Hello All, I would like to optimize a (log-)likelihood function subject to a number of linear constraints between parameters. These constraints are equality constraints of the form A%*%theta=c, ie (1,1) %*% 0.8,0.2)^t = 1 meaning that these parameters should sum to one. Moreover, there are bounds on the individual parameters, in most cases that I am considering parameters are bound between zero
2004 Aug 12
9
Giving a first good impression of R to Social Scientists
Dear all, in the coming Winter Semester, I will be a teaching assistant for a course in Survival Analysis. My job will be to do the lab sessions. The software used for these lab sessions will be R. Most of the students have a background in social sciences and the only stats package they used so far is most likely SPSS. So I assume they might be quite surprised the first time they see R