Displaying 8 results from an estimated 8 matches for "rmin".
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min
2012 Jul 19
1
Change log(J) to log(J+1) to stop log(0) from occurring in harModel
...}
if( !is.null(leverage) ){
if( sum(data<0) == 0 ){ warning("You cannot use leverage variables in
the model in case your input consists of Realized Measures") }
# Get close-to-close returns
e = apply.daily(data,sum); #Sum logreturns daily
# Get the rmins:
rmintemp = pmin(e,0);
# Aggregate everything:
rmin = aggRV(rmintemp,periods=leverage,type="Rmin");
# Select:
rmin = rmin[(maxp:(n-h)),];
}else{ rmin = matrix(ncol=0,nrow=dim(x1)[1]) }
###############################
# Estimate the model parameter...
2011 Nov 21
1
Fortran runtime error with package cts on CRAN/Mac
...t, which was saved from R function .Machine. For convenience, the source file machine.f is listed below, along with machine.txt from a non Mac system (the last line NA was added for a test version of cts).
CCC READ MACHINE INFORMATION SAVED WITH R CODE
SUBROUTINE MACHINE(EPS, BASE, T, EMIN, RMIN)
DOUBLE PRECISION EPS, RMIN
INTEGER BASE, T, EMIN
OPEN(UNIT=3,FILE='machine.txt',STATUS='OLD')
READ(3,*)EPS
READ(3,*)BASE
READ(3,*)T
READ(3,*)EMIN
READ(3,*)RMIN
CLOSE(UNIT=3)
RETURN
END
machine.txt:
1.110223...
2010 Jan 21
1
use R from python
? stato filtrato un testo allegato il cui set di caratteri non era
indicato...
Nome: non disponibile
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20100121/95fb8869/attachment.pl>
2012 Jul 19
1
Switching log(J) to log(J+1) to avoid log(0) in HAR-RVJ model
...og" but this
gives unrealistic regression output such as values over 3:
if( type == "HARRVJ" ){
J = J[(maxp:(n-h)),];
*x = cbind(x1,J);* # bind jumps to RV data
if(!is.null(transform)){ y = Ftransform(y); x = Ftransform(x); }
x = cbind(x,rmin);
model = estimhar(y=y,x=x);
model$transform = transform; model$h = h; model$type = "HARRVJ";
model$dates = alldates[(maxp+h):n];
class(model) = c("harModel","lm");
return( model )
}#End HAR-RV-J if cond
to
if( type == "HARRVJ"...
2009 Aug 06
2
random between two values
Hi,
I would obtain a random value between two (for example between 40.15 and 56.58 I would have only one value).
I'm looking for a package/a function which could do this.
Could anybody help me please?
Cordialement
Damien Landais
2005 Aug 03
1
help for cell2nb and queencell in spdep package
...ercentage nonzero weights: 32
Average number of links: 8
> neigh[1]
[[1]]
[1] 2 5 6 7 10 21 22 25
Is there way to index each element of neigh[1], i.e., the first is 2, the
second is 5, ... ?
Could you also give me an example of the function "queencell(rowcol, nrow,
ncol, torus=FALSE, rmin=1, cmin=1)"? What's a rowcol?
Thanks,
Xiaohua
--
Xiaohua Dai, Dr.
Centre for Systems Research, Durban Institute of Technology
P.O.Box 953, Durban 4000, South Africa
[[alternative HTML version deleted]]
2010 May 07
3
Find the three best values in every row
Hello,
i have a dataframe with the GDP for different Country (in the columns) and
Years (in the rows).
Now i want for every year the best three values, if possible with name of
the countries (columnnames).
For the best it's no problem but for the other two values.
Thanks,
Alfred
2012 Aug 07
0
Bayesian estimates for the 1st-order Spatial Autoregressive model
...esults = far_g(y,W,ndraw,nomit,prior) % PURPOSE: Bayesian estimates for the 1st-order Spatial autoregressive model
% y = rho*W*y + e, e = N(0,sige*V),
% V = diag(v1,v2,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k)
% sige = gamma(nu,d0)
% rho = Uniform(rmin,rmax), or rho = beta(a1,a2);
Thanks in advance,
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