Displaying 2 results from an estimated 2 matches for "recovery_rates".
2012 Jul 04
3
How to use Sys.time() while writing a csv file name
...s (recovery rates in my example). However, each time I need to save these random no.s in a csv format. To distinguish different csv files, one way I thought was use of Sys.time in the file name. My code is as follows -
# My code
rr = rbeta(25, 6.14, 8.12)
lgd = 1 - mean(rr)
write.csv(data.frame(recovery_rates = rr), file = paste("recovery_rates_at_", Sys.time(), ".csv", sep = ""), row.names = FALSE)
However, I get following error -
Error in file(file, ifelse(append, "a", "w")) : cannot open the connection
In addition: Warning message: In file(file,...
2011 Jan 20
0
Bandwidth - Kernel Density Estimation
Dear R helpers
I am having recovery rates as given below and I am trying to estimate the Loss Given Default (LGD) and for this I am using Kernel Density estimation method.
recovery_rates = c(0.61,0.12,0.10,0.68,0.87,0.19,0.84,0.81,0.87,0.54,0.08,0.65,0.91,
0.56,0.52,0.30,0.41,0.24,0.66,0.35,0.36,0.64,0.55,0.43,0.36,0.28,0.89,0.11,0.23,0.07,
0.66,0.67,0.48,0.86,0.94,0.86,0.00,0.03,0.95,0.65,0.48,0.79,0.96,0.34,0.68,0.33,0.49,
0.79,0.89,0.04,0.05,0.83,0.88,0.64,0.15,0.67,0.43,0.40,0....