Displaying 15 results from an estimated 15 matches for "ssga".
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ssa
2003 Nov 24
3
Bollinger Bands
Is there a way to create Bollinger Bands without having to loop on the
observations of a time serie?
Any help appreciated
Thanks
2003 Apr 09
3
How to count the number of parameters in a function
I have the following function:
Myfunc <- function(var1,var2,.....,varN)
{ .....
}
In the above function I have a variable number of parameters (N>2). How can
I count how many parameters have been entered?
Any help appreciated
Thanks
Arno
2008 Jan 29
1
Compiling R code
...enced in compiling R code to an exec file or had a
similar experience in the past?
Thanks
Mama
-----
Mama Attiglah, PhD
Advanced Research Center
Quantitative Research Analyst
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Please visit our Web site at
www.ssga.com
[[alternative HTML version deleted]]
2003 Dec 11
4
Probelm with read.table
Hi All,
I have the following text file (mytextfile.txt)
738307 527178 714456 557955
#N/A 17.42 6.22 4.73
#N/A 17.3 6.23 4.75
#N/A 17.29 6.17 4.7
#N/A 17.07 6.12 4.6
#N/A 17.27 6.19 4.7
#N/A 17.72 6.4 4.78
#N/A 17.12 6.19 4.75
#N/A 17.07 6.15 4.65
#N/A 17.03 6.07 4.64
#N/A 17.38 6.13 4.7
#N/A 17.38 6.13 4.7
#N/A 17.38 6.13 4.7
#N/A 17.38 6.13 4.7
#N/A
2004 Nov 04
1
problems with seq.dates
.../04 09/30/04 10/31/04 11/30/04
Ciprian
Ciprian V Marin
State Street Global Advisors Limited
Authorised and regulated by the Financial Services Authority
Recipient of the Queen's Award for Enterprise 2003
0207 698 6195 (Direct Line)
0207 698 6333 (Main Fax)
Please visit our Web site at www.ssga.co.uk
2002 Nov 26
0
scope (was URGENT Help required)
...col =8)
X <- matrix(nrow = 1, ncol = 6)
compt <- 1
indDF <- as.data.frame(IndDF)
for (i in 2:(length(IndDF)-1))
{
[whatever you need to do...]
}
return(list(models = models, compt = compt))
}
Andy
-----Original Message-----
From: arnaud_amsellem at ssga.com [mailto:arnaud_amsellem at ssga.com]
Sent: Tuesday, November 26, 2002 6:29 AM
To: r-help at stat.math.ethz.ch
Subject: [R] URGENT Help required
I've the following problem:
The below function runs a loop with regression analysis and stores F-Stat
in a matrix. When I call the matrix element...
2002 Nov 26
2
URGENT Help required
I've the following problem:
The below function runs a loop with regression analysis and stores F-Stat
in a matrix. When I call the matrix elements (models[i,j]) in the function
I get proper results, but when I try to call the same elements outside the
function the matrix appears to be empty e.g when I call compt inside the
function I get: 5 but when I call it outside I get: 1. This is the
2004 Apr 07
1
Time Varying Coefficients
I'd like to estimate time varying coefficients in a linear regression using
a Kalman filter.
Even if the Kalman Filter seems to be available in some packages I can't
figure out how to use it to estimate the coefficients.
Is there anyway to do that in R?
Any help appreciated
Thanks
2005 Apr 22
0
Intership: R programmer, London
..., etc.)
- need not have any prior financial knowledge.
Length: At least three months, but we shall favour longer
periods (six months, possibly more).
The position is in London.
The pay and the contract will depend on the training period
length.
Applications can be sent to me (Vincent_Zoonekynd at ssga.com).
-- Vincent
2009 Jan 28
1
R compilation
Hi Mates,
I have a very long R code that needs to go to production but my portfolio managers do not use R language and the software is not supported by my bank.
Is there any way I can compile the code to an executable file and make it usable to my portfolio managers who have no knowledge at all of R?
Thanks
Mama
-----
Mama Attiglah, PhD
Quantitative Strategist
Liability Driven Investment
2008 Jan 30
1
re stricting points in a data frame
useR's,
Consider some variables and a data frame of points:
x1 <- c(1,2,3)
x2 <- c(3,4,5)
xk1 <- seq(min(x1)-.5, max(x1)+.5,.5)
xk2 <- seq(min(x2)-.5, max(x2)+.5,.5)
expand.grid(xk1=xk1,xk2=xk2)
xk1 xk2
1 0.5 2.5
2 1.0 2.5
3 1.5 2.5
4 2.0 2.5
5 2.5 2.5
6 3.0 2.5
7 3.5 2.5
...
46 2.0 5.5
47 2.5 5.5
48 3.0 5.5
49 3.5 5.5
I want to restrict the data frame to only contain
2008 Jan 30
4
Multiplying each row of a big matrix with a vector
I have a big matrix 'ret'. I want to multiply each row of it with a 2nd vector 'pos', resulting result, I want to save in a vector named 'port'. I wrote following code:
> pos
[1] 2593419 2130220 6198197 1673888 1980000 1784732 2052120 -7490228 -5275000
> dim(ret)
[1] 500 9
> fu # user defined function
function(x)
{
fu = x %*%
2008 Jan 29
3
How to get two y-axises in a bar plot?
Hi,
I have measured two response variables (y1, y2) at each treatment level
(x = 0, 1.5 or 3). Now I would like to show the y1 and y2 against x in a
bar plot. However, y1 and y2 differ in scale so I need two y-axises, one
on the left side and one on the right side (and I dont want to
standardize my responses). This is fairly easy if you want to show
points,lines etc, but gets more complicated
2008 Jan 29
5
pivot table in R
Hello,
I'm struggling with an elementary problem with R. I have a simple data
frame such as this one giving the number of accidents subdivided by sex,
age and region.
sex age region no_of_accidents
F young north 10
F young south 12
F old north 5
F old south 7
M young north 24
M
2009 Jan 28
2
t.test in a loop
Hi All,
I've been having a little trouble with creating a loop that will run a a
series of t.tests for inspection,
Below is the code i've tried, and some checks i've looked at.
I've used the get(paste()) idea as i was told previously that the use of the
eval should try and be avoided.
I've run a single syntax to check that my systax is correct and works
without any problems