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
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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