search for: mu_a

...ter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That means that the other argument to this function, x, should be DAILY returns, expressed in decimal. Suppose he wanted to create random data from a distribution of returns with ANNUAL mean MU_A and ANNUAL std deviation SIGMA_A, both stated in decimal. The equivalent DAILY returns would have mean MU_D = MU_A / 252 and standard deviation SIGMA_D = SIGMA_A/SQRT(252). He calls MU_D by the name mu_base and SIGMA_D by the name sigma_base. His loop now converts the random numbers in his mat...

...03/252 i.e. an ANNUAL 3% rate converted > to a DAILY rate, expressed in decimal. > That means that the other argument to this function, x, should be DAILY > returns, expressed in decimal. > > Suppose he wanted to create random data from a distribution of returns > with ANNUAL mean MU_A and ANNUAL std deviation SIGMA_A, both stated in > decimal. > The equivalent DAILY returns would have mean MU_D = MU_A / 252 and > standard deviation SIGMA_D = SIGMA_A/SQRT(252). > > He calls MU_D by the name mu_base and SIGMA_D by the name sigma_base. > > His loop now conve...

....03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. >> That means that the other argument to this function, x, should be DAILY returns, expressed in decimal. >> >> Suppose he wanted to create random data from a distribution of returns with ANNUAL mean MU_A and ANNUAL std deviation SIGMA_A, both stated in decimal. >> The equivalent DAILY returns would have mean MU_D = MU_A / 252 and standard deviation SIGMA_D = SIGMA_A/SQRT(252). >> >> He calls MU_D by the name mu_base and SIGMA_D by the name sigma_base. >> >> His l...

...ter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That means that the other argument to this function, x, should be DAILY returns, expressed in decimal. Suppose he wanted to create random data from a distribution of returns with ANNUAL mean MU_A and ANNUAL std deviation SIGMA_A, both stated in decimal. The equivalent DAILY Then he does two steps: (1) generate a matrix of random values from the N(0,1) distribution. (2) convert them to DAILY After initializing the matrix with random values (from N(0,1)), he now wants to create a series of D...

Wrong list. Post on r-sig-finance instead. Cheers, Bert On Nov 20, 2017 11:25 PM, "Joe O" <joerodonnell at gmail.com> wrote: Hello, I'm trying to understand how to use the pbo package by looking at a vignette. I'm curious about a part of the vignette that creates simulated returns data. The package author transforms his simulated returns in a way that I'm

dear R-help: one of my students is struggling to test an ordered alternative hypothesis on a set of groups (e.g., mu_a <= mu_b <= mu_c). There has been some literature on this topic -- a lot of this goes back to Bartholomew (1961); Gaines and Rice (see refs below) are the ones who've popularized it in the ecology community. The topic is closely related to isotonic regression, but all of the isotonic-regr...

...ightenment. Point 3 --- what hypothesis is being tested by SSA? Let factor A correspond to index i, and B to index j. Let the cell means be mu_ij. (In the overparameterized notation, mu_ij = mu + alpha_i + beta_j + gamma_ij.) The hypothesis being tested is H_0: mu_1.-bar = mu_2.-bar = ... = mu_a.-bar where factor A has a levels, and ``mu_i.-bar'' means the average (arithmetic mean) of mu_i1, mu_i2, ..., mu_ib. (Note --- factor B has b levels.) I.e. the hypothesis is that there is no difference, on average, between the levels of A, the average being taken over the levels of B. No...

Hi David: In looking at your original post it is a bit difficult to ascertain exactly what your null hypothesis was. That is, you want to assess whether there is a treatment effect at time 3, but compared to what. I think your second post clears this up. You should refer to pages 224- 225 of Pinhiero and Bates for your answer. This shows how to specify contrasts. > -----Original Message-----