Displaying 1 result from an estimated 1 matches for "sim_no".
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sem_no
2011 Mar 25
1
Appending data to a data.frame and writing a csv
...,i]),
loss==1)
p_loss[i] <- sum(defaulting$ead * defaulting$lgd)
e_loss[i] <- sum(defaulting$ead * defaulting$lgd * defaulting$pd)
u_loss[i] <- sum(sqrt((defaulting$ead*defaulting$lgd)^2*defaulting$pd - (defaulting$ead * defaulting$lgd * defaulting$pd)^2))
sim_data <- data.frame(sim_no=rep(i,length(defaulting$id)), id=defaulting$id, ead=defaulting$ead, lgd=defaulting$lgd, pd=defaulting$pd)
write.csv(sim_data, file='sim_data.csv', append=TRUE, row.names=FALSE)
}
For a given set of 0's and 1's (i.e. for each simulation and there are 50 simulations), first I filte...