search for: stockid

Displaying 3 results from an estimated 3 matches for "stockid".

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2005 Jul 18
5
colnames
Hi, I have a matrix with column names starting with a character in [0-9]. After some matrix operations (e.g. copy to another matrix), R seems to add a character 'X' in front of the column name. Is this a normal default behaviour of R? Why has it got this behaviour? Can it be changed? What would be the side effect? Thank you. Regards, Gilbert [[alternative HTML version deleted]]
2006 Nov 21
0
Expanding VaR package
...d to work with more models. I wrote a function which calculates the VaR for a Garch(1,1) AR(2) model. Since I am fairly new to R I am sure it can be written much neater. If someone feels like having a go, here is what I have written library(fSeries) library(tseries) VaR.Garch <- function(data,stockId=1,p=0.01,dt=1) { r <- diff(log(data)) #fit Garch(1,1), Ar(2) modell fit = garchFit(~arma(2,0), ~garch(1,1), series = r) #init vars rhat[1:3] <- 0 a[1:3] <- 0 sigma[1:3] <- 0 VaR[1:3] <- 0 for (t in 3:length(r)) { #Calculate r suggested by AR rhat[t] <- fit at...
2007 Feb 26
24
Ruby/rails port of Cocoon/hibernate
Hi, I''m currently running an apache/jboss cocoon/flow/hibernate/ajax paypal (directpayment) project and am looking into the possibility of porting it across to ruby/rails. For that reason I would like to know the following: 1. Can I call my java classes or would I be looking at a complete rewrite in ruby? 2. How effective is ruby in terms of seperation of concerns regarding design from