search for: qrmlib

Hi, I am having real problems downloading the package 'QRMlib'. The tar.gz file is shown here: http://cran.r-project.org/src/contrib/Archive/QRMlib/ I have downloaded this to my local folder and entered the following command: nstall.packages("myLocalFolder/QRMlib_1.4.5.1.tar.gz", repos = NULL) but I am getting the following error message In...

Dear List, R ist somtimes a bit frustrating... I ran the example from http://bm2.genes.nig.ac.jp/RGM2/R_current/library/QRMlib/man/plotMultiTS.html and I get an error. Has someone an explanation for this? Thanks a lot, Steve CODE: library(R.utils) library(tseries) library(wmtsa) library(waveslim) library(brainwaver) library(timeSeries) library(QRMlib) > ?plotMultiTS > data(DJ); > Sdata &lt...

...Rgui menu. Windows Vista <SNIP> trying URL 'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.9/mvtnorm_0.9-8.zip' Content type 'application/zip' length 236089 bytes (230 Kb) opened URL downloaded 230 Kb trying URL 'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.9/QRMlib_1.4.4.zip' Content type 'application/zip' length 2369023 bytes (2.3 Mb) opened URL downloaded 2.3 Mb package 'robustbase' successfully unpacked and MD5 sums checked package 'fUtilities' successfully unpacked and MD5 sums checked package 'fEcofin' successfully un...

...heldaplus, sigmatheldaplus, betasigmaplus in my code. After getting use these value , then my iteration have to be begin of this code. But I can not to do iteration part. Can you help me use my code and get iteration ? Do know any useful code for EM algorithm for Generalized Hyperbolic library(QRMlib) library(ghyp) ############ simulation part simulation<-function(n,lambda,mu,thelda,gamma,sigma,beta){ set.seed(235) chi<-thelda^2 psi<-gamma^2 W <- rGIG(n, lambda, chi, psi); Z <- rnorm(n,0,1); y<-mu + beta * W + sqrt(W) * Z *gamma; for (i in 1:n){ theldastar<-r...

...2Mb: see help(memory.size) 3: In optim(par = theta, fn = negloglik, gr = NULL, datavector = data, : Reached total allocation of 222Mb: see help(memory.size) In the attachment you can find the description of the function. the link where I took this soft is http://cran.r-project.org/web/packages/QRMlib/index.html Thank you in advance! -- Best regards, Andy

...ss/sharka_istanbull/package/sharka.Rcheck/sharka/libs/sharka.so: undefined symbol: gsl_multimin_fminimizer_nmsimplex Error in library(sharka) : .First.lib failed for 'sharka' Execution halted Clearly there is some difficulty linking up with gsl_multimin_fminimizer_nmsimplex. I noticed the QRMlib library also includes gsl functions. In that package they include a src/gsl directory with the required .h files and in Makevars they have "PKG_CFLAGS = -I./gsl". I have copied this approach, but wonder if using the standard "R CMD build myPackage" "R CMD check myPackage&q...

...PhD) made a speech that felt a bit distressing, in short: "Working in Finance, Excel, Excel and nothing but Excel." I would prefer to avoid this. R's packages with Monte Carlo support are numerous, and I wouldn't know where to start. Recently [2] as alternative to Crystall Ball QRMlib [3] was suggested, but it is accompanied with a book, while currently I would prefer online documentation. If any of the R GUI packages support something similar, please also drop a note. [2] http://www.nabble.com/Quantitative-risk-analysis-with-R-tp19184940p19184940.html [3] http://cran.r-project...

Dear, I'm a master student mathematics at university Gent, who's writing a thesis about vines and copula's. I'm in trouble with the package 'fCalendar' which I need for running 'QRMlib'. The problem is that 'fCalendar' doesn't have a namespace. I need to use R.2.14.1 because I also need the package 'vines' which only works for R.2.14.1. I'm afraid making a namespace myself is much too complicated, I read much about it, but I really do'nt know how t...

Hi, I am trying to fit t copula to some data, and I am using the following function in the library(QRMlib). Udatac <- apply(datac, 2, edf,adjust=1) tcopulac <- fit.tcopula.rank(Udatac) But the error message come out "Error in fit.tcopula.rank(Udatac) : Non p.s.d. covariance matrix" Could anyone give me some advice? In fact, I am not sure what the "adjust=1" is used for. Many...

...don't really understand what the error is telling me so I don't know how to correct it. I'm trying to reshape my data so that I do repeated measures ANOVA on it. The warning message: "Error in d[, timevar] <- times[1L] : subscript out of bounds" The program: library(QRMlib) library(Hmisc) ss<-5 mu<- c(0,2,3,12) mu2<- c(0,2,10,20) dims<- 4 co<- c(.3,.4,.5,.4,.3,.2) replis<- 3 stdev<-c(1,2,5,10) #1st set corrmat <- matrix(1, dims, dims) corrmat[upper.tri(corrmat)]<-co selectlow <- lower.tri(corrmat)...

Hi, Is anybody using Copula package for fitting copulas to own data? I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma ( 2.7 and 1.05) Which package I should use to fit Gumbel and Clayton Copulas? Thanks, fayyad [[alternative HTML version deleted]]

I am using R 2.5.0 on windows XP and trying to fit copula. I see the following code works for some users, however my code crashes on the chol. Any suggestions? > mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5) > x <- rcopula(mycop, 1000) > myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1), method="Nelder-Mead")

Can anyone advise me on some pratical papers or books On Gaussian Copulas? Anything in the genre of Copulas Dummies Would be a help. As simpe, and approachable with minimal pedantic style. Thanks, Neil -------------------------------------------------------- This information is being sent at the recipient's reques...{{dropped:16}}

I have a data with 236 observations. After plotting the histogram, I found that it looks like non-central t distribution. I would like to get MLE for mu and df. I found an example to find MLE for gamma distribution from "fitting distributions with R": library(stats4) ## loading package stats4 ll<-function(lambda,alfa) {n<-200 x<-x.gam

I'm in the process of converting some S3 methods to S4 methods. I have this function : setGeneric("enrichmentCalc", function(rs, organism, seqLen, ...){standardGeneric("enrichmentCalc")}) setMethod("enrichmentCalc", c("GenomeDataList", "BSgenome"), function(rs, organism, seqLen, ...) { ... ... ... })

...oia (0.94), nor1mix (1.1-2), party (0.9-9993), pcaPP (1.8), penalized (0.9-30), pgirmess (1.4.4), phyclust (0.1-5), picante (1.0-1), plotrix (2.8-3), plsdof (0.2-0), pmg (0.9-42), portfolio (0.4-5), portfolioSim (0.2-6), prefmod (0.8-19), PropCIs (0.1-5), PwrGSD (1.16), pyramid (1.2), qpcR (1.2-6), QRMlib (1.4.5), qvcalc (0.8-5), R.filesets (0.8.0), R2HTML (2.0.0), R2jags (0.02-02), randomSurvivalForest (3.6.2), rattle (2.5.24), rbenchmark (0.3), RcmdrPlugin.MAc (1.0.6), RcmdrPlugin.MAc (1.0.5), Rcpp (0.7.8), Rcpp (0.7.9), relations (0.5-7), reporttools (1.0.5), REQS (0.8-6), RFLPtools (1.1), RFOC (...