search for: portfolioprobe

Displaying 20 results from an estimated 84 matches for "portfolioprobe".

2013 Feb 28
2
Fortune?
I think the rule is that you can do anything as long as you don't complain. If you want to complain, you must follow the instructions. -- Jari Oksanen in Re: [Rd] Keeping up to date with R-devel -- Patrick Burns pburns at pburns.seanet.com twitter: @burnsstat @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of: 'Impatient R' 'The R Inferno' 'Tao Te Programming')
2011 Sep 12
3
Solve your R problems
R-help is all about solving R problems. So here ya go: http://www.portfolioprobe.com/2011/09/12/solve-your-r-problems/ -- Patrick Burns pburns at pburns.seanet.com twitter: @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of 'Some hints for the R beginner' and 'The R Inferno')
2014 Jan 03
1
wishlist: decreasing argument to is.unsorted
...39;m cheekily hoping someone else will implement it. It is easy enough to work around (with 'rev'), but would be less hassle with an argument. The case I have in mind uses 'is.unsorted' in 'stopifnot'. Pat -- Patrick Burns pburns at pburns.seanet.com twitter: @burnsstat @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of: 'Impatient R' 'The R Inferno' 'Tao Te Programming')
2012 Jul 17
3
complexity of operations in R
Hello! I am optimizing my code in R and for this I need to know a bit more about the internals. It would help tremendously if someone could link me to a page with O()-complexities of all the operations. In this particular case, I need something like a linked list with O(1) insertLast/First ability. I can't preallocate a vector since I do not know the final size of the list ahead of time. The
2011 Jan 06
1
Calcuting returns
Dear R forum helpers,I have following datatrans <- data.frame(currency_transacted = c("EURO", "USD", "USD", "GBP", "USD", "AUD"), position_amt = c(10000, 25000, 20000, 15000, 22000, 30000))date <- c("12/31/2010", "12/30/2010", "12/29/2010", "12/28/2010", "12/27/2010",
2012 Sep 05
1
run EGARCH package on REXCEl
Hi, I have limited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although the package has
2012 Nov 27
2
Books for fully understanding internal logics on some packages(quantmod, xts, zoo and chron)
Hello, I'm very interested in using financial time series data, but I'm a beginner of R programming. I'd like to fully understand internal logics on several time-series related packages such as quantmod, xts, zoo, chron, etc. So, I read some books, 'R Cookbook' and 'Art of R Programming' and another simple tutorials. But I still can't understand grammars of the
2011 Mar 21
2
Correlation for no of variables
Dear R helpers, Suppose I have stock returns data of say 1500 companies each for say last 4 years. Thus I have a matrix of dimension say 1000 * 1500 i.e. 1500 columns representing companies and 1000 rows of their returns. I need to find the correlation matrix of these 1500 companies. So I can find out the correlation as cor(returns) and expect to get 1500 * 1500 matrix. However, the process
2012 Jul 05
3
Return
Hello Every one I have data on Stock prices and I want to calculate the return on all the stocks and then replace all the stock prices with the returns can any one tell me how to do My data is in the format given below Date Stock1 Stock2 Stock3 01/01/2000 1 2 3 01/02/2000 5 6 7 01/03/2000 1 2 3 01/04/2000
2013 Apr 06
1
Value at Risk using a volatility model?
Hi, I want to calculate the Value at Risk with using some distirbutions and a volatility model. I use the following data(http://uploadeasy.net/upload/cdm3n.rar) which are losses (negative returns) of a company of approx. the last 10 years. So I want to calculated the Value at Risk, this is nothing else than the quantile. Since I have losses I consider the right tail of the distribution. Consider
2013 Mar 02
3
if value is in vector, perform this function
Hi, I'm trying to set up R to run a simulation of two populations in which every 3.5 days, the initial value of one of the populations is reset to 1.5. I'm simulation an experiment we did in which we fed Daphnia populations twice a week with algae, so I want the initial value of the algal population to reset to 1.5 twice a week to simulate that feeding. I've use for loops and if/else
2013 Feb 26
4
cut a vector in equal parts
Hi, I would like to cut a vector of values in parts. Each part should have an equal number of elements. for example: x <- (rnorm(500)^2) now I want 5 vectors each with 100 elements. The first vector should include the 100 lowest values of x and so on (so that the fifth vector contains the 100 highest values of x). thanks for any help!
2012 Dec 17
4
R beginner: matrix algebra
Hi, I have an n x m matrix of numerical observations. ie. stock prices I wish to convert the matrix of observations to a matrix of simple returns (by taking the differences between (column) observations.) Can any good soul suggest a function for this? -- View this message in context: http://r.789695.n4.nabble.com/R-beginner-matrix-algebra-tp4653335.html Sent from the R help mailing list
2010 Dec 21
4
how to control ticks
Hi, I want 12 ticks at axis 1 and want to write Jan-Dec on each. something like: axis(1, at=1:12, labels=c('J','F','M','A','M','J','J','A','S','O','N','D')) I could omit default ticks but now how to control ticks. plot(file$time, file$ch4*1000, ylim=c(1500,1700), xaxt='n', xlab= NA,
2018 Aug 05
0
Is this a bug in `[`?
...list >> ??? https://stat.ethz.ch/mailman/listinfo/r-devel >> > > ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > -- Patrick Burns pburns at pburns.seanet.com twitter: @burnsstat @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of: 'Impatient R' 'The R Inferno' 'Tao Te Programming')
2011 Jun 04
0
[R-SIG-Finance] Measure quality of fit for MA(q), ARMA(p, q) and GARCH(p, q)
...ance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions >> should go. >> > > -- > Patrick Burns > patrick at burns-stat.com > http://www.burns-stat.com > http://www.portfolioprobe.com/blog > twitter: @portfolioprobe >
2011 Nov 11
3
Why does length("") == 1?
It seems obvious to me that the empty string "" is length 0. cheers Worik [[alternative HTML version deleted]]
2011 Nov 20
1
alpha_1 + beta_1 >1 in GARCH(1,1)
Hi, as i suppose to know in a stationary GARCH(1,1) model the sum of alpha and beta has to be smaller than 1. But if i use the garchfit() function from the package fGarch for my timeseries the sum is bigger than 1. The adf.test tells me a p-value smaller than 0.01 instead. What does this mean for me? Can i trust in the coefficients in this case? mfg user84 -- View this message in context:
2012 Jan 26
2
What does [[1]] mean?
I know that [] is used for indexing. I know that [[]] is used for reference to a property of a COM object. I cannot find any explanation of what [[1]] does or, more pertinently, where it should be used. Thank you. [[alternative HTML version deleted]]
2012 Mar 03
1
"Global" Variable in R
Dear all, I would like to ask you if there is a way to define a global variable in R? I am having a bunch of function and I think the easier would be to have a global function defined at some point... Would that be possible? Regards Alex [[alternative HTML version deleted]]