Displaying 20 results from an estimated 55 matches for "tenure".
2010 Feb 02
2
Yield to Maturity using R
...nd I got the answer as 9.601.
## _____________________________________________________________
I was just trying to generalize this solution to any equation and accordingly written a code as given below.
The following input I will be reading using csv file and thus my equation will change if tenure or no_comp etc. changes. So taking into account the variable nature of the input, I am trying to write a generalized code.
## Input
price = 101 # Price of bond
tenure = 3
no_comp = 1 # no of times coupon paid in a year.
coupon_rate = 0.10 # i.e. 10%
face_value = 100
# C...
2010 Jan 19
0
Macualay Duration code in a Functional Form - Please Help
# I have written this code in Notepad++ and copied here.
## ONS - PPA
Duration = function(par_value, coupon_rate, freq_coupon, tenure, ytm)
{
macaulay_duration = NULL
modified_duration = NULL
freq_coupon_new = NULL
if(freq_coupon <= 0)
{
freq_coupon_new = 365
}
if(freq_coupon > 0 & freq_coupon <= 1)
{
freq_coupon_new = 12
}
if(freq_coupon > 1 & freq_coupon <= 2)
{
freq_coupon...
2016 Apr 19
2
Interquartile Range
...my function call now is like
groupedAll <- ddply(data
,~groupColumn
,summarise
,col1_mean=mean(col1)
,col2_mode=Mode(col2) #Function I wrote for getting the
mode shown below
,col3_Range=paste(as.character(round(quantile(datat$tenure,c(.25)))),
as.character(round(quantile(data$tenure,c(.75)))), sep = "-")
)
#custom Mode function
Mode <- function(x) {
ux <- unique(x)
ux[which.max(tabulate(match(x, ux)))]
}
I am not sre what is going wrong on my interquartile range function, it
works on its...
2016 Apr 19
5
Interquartile Range
...nks anyway
On Mon, Apr 18, 2016 at 9:02 PM, Jim Lemon <drjimlemon at gmail.com> wrote:
> Hi Michael,
> At a guess, try this:
>
> iqr<-function(x) {
> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
> }
>
> .col3_Range=iqr(datat$tenure)
>
> Jim
>
>
>
> On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <michaeleartz at gmail.com>
> wrote:
> > Hi,
> > I am trying to show an interquartile range while grouping values using
> > the function ddply(). So my function call now is like
> >...
2002 Jun 26
0
Tenure track statistics position at UNB.
The Department of Mathematics and Statistics at the University of New
Brunswick, Fredericton, N. B., Canada, is advertizing a tenure track
position in Statistics, starting 1 July 2003. Please see
http://www.math.unb.ca/job-stat.html
for details.
cheers,
Rolf Turner
rolf at math.unb
[My apologies to those who receive multiple copies of this email.]
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-....
2007 Mar 27
1
what is the difference between survival analysis and logistic regression with a timing variable?
Hello:
If the question is how likely an event will occur at a give time point, can
we use logistic regression with time t as a predictor variable? For example,
if the data is
ID Gender Tenure Churn
1 M 17 0
2 M 3 1
3 M 6 0
4 F 10 1
5 F 9 0
6 F 20 1
We want to predict the likelihood that an insurance policy holder will churn
a...
2010 Jan 19
0
Macaulay Duration for Group
Dear R helpers
I have following csv file which is an input
id par_value coupon_rate frequency_coupon tenure ytm
1 1000 10 1 5 12
# Here frequency_coupon is coded s.t. 0 means Daily compounding, 1 means monthly compouding, 2 means Quarterly, 3 means Half yearly and 4 means only once. Thus in the case the frequency_coupon = 1 m...
2016 Apr 19
0
Interquartile Range
Hi Michael,
At a guess, try this:
iqr<-function(x) {
return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
}
.col3_Range=iqr(datat$tenure)
Jim
On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <michaeleartz at gmail.com> wrote:
> Hi,
> I am trying to show an interquartile range while grouping values using
> the function ddply(). So my function call now is like
>
> groupedAll <- ddply(data
>...
2002 Aug 21
0
Tenure track positions in Statistics
...logies for cross-posting.
MEMORIAL UNIVERSITY OF NEWFOUNDLAND
St. John's, Newfoundland, Canada A1C 5S7
www.math.mun.ca
DEPARTMENT OF MATHEMATICS AND STATISTICS
The Department of Mathematics and Statistics at Memorial University of
Newfoundland invites applications for one, or possibly two, tenure-track
positions (subject to budgetary approval) at the Assistant Professor
level
in Statistics, starting September 1, 2003. A PhD in Statistics is
required
at the time of appointment.
Outstanding applications from all areas in Statistics will be
considered.
The possibility of collaboration with...
2016 Apr 19
0
Interquartile Range
...Lemon <drjimlemon at gmail.com> wrote:
>
> > Hi Michael,
> > At a guess, try this:
> >
> > iqr<-function(x) {
> >
> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
> > }
> >
> > .col3_Range=iqr(datat$tenure)
> >
> > Jim
> >
> >
> >
> > On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <michaeleartz at gmail.com>
> > wrote:
> > > Hi,
> > > I am trying to show an interquartile range while grouping values
> using
> > > the funct...
2010 Jan 20
2
Please Please Please Help me!!
...ta. I just wish to wish to use it for multiple data.)
I have defined a function (as given below) which helps me calculate Macaulay Duration and Modified Duration and its working fine with given set of data.
My Code -
## ONS - PPA
duration = function(par_value, coupon_rate, frequency_copoun, tenure, ytm)
{
macaulay_duration = NULL
modified_duration = NULL
freq_coupon_new = NULL
if(frequency_copoun <= 0)
{
freq_coupon_new = 365
}
if(frequency_copoun > 0 & frequency_copoun <= 1)
{
freq_coupon_new = 12
}
if(frequency_copoun > 1 & frequency_copo...
2016 Apr 19
0
Interquartile Range
...9:02 PM, Jim Lemon <drjimlemon at gmail.com> wrote:
>
>> Hi Michael,
>> At a guess, try this:
>>
>> iqr<-function(x) {
>> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
>> }
>>
>> .col3_Range=iqr(datat$tenure)
>>
>> Jim
>>
>>
>>
>> On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <michaeleartz at gmail.com>
>> wrote:
>> > Hi,
>> > I am trying to show an interquartile range while grouping values using
>> > the function ddply(). S...
2016 Apr 19
1
Interquartile Range
...rote:
>>
>> > Hi Michael,
>> > At a guess, try this:
>> >
>> > iqr<-function(x) {
>> >
>> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
>> > }
>> >
>> > .col3_Range=iqr(datat$tenure)
>> >
>> > Jim
>> >
>> >
>> >
>> > On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <michaeleartz at gmail.com>
>> > wrote:
>> > > Hi,
>> > > I am trying to show an interquartile range while grouping values...
2016 Apr 19
2
Interquartile Range
...rote:
>>
>> > Hi Michael,
>> > At a guess, try this:
>> >
>> > iqr<-function(x) {
>> >
>> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
>> > }
>> >
>> > .col3_Range=iqr(datat$tenure)
>> >
>> > Jim
>> >
>> >
>> >
>> > On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <michaeleartz at gmail.com>
>> > wrote:
>> > > Hi,
>> > > I am trying to show an interquartile range while grouping values...
2016 Apr 19
2
Interquartile Range
...t a guess, try this:
>>>> >
>>>> > iqr<-function(x) {
>>>> >
>>>> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
>>>> > }
>>>> >
>>>> > .col3_Range=iqr(datat$tenure)
>>>> >
>>>> > Jim
>>>> >
>>>> >
>>>> >
>>>> > On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <michaeleartz at gmail.com>
>>>> > wrote:
>>>> > > Hi,
>>>> >...
2016 Apr 19
0
Interquartile Range
...Michael,
>>> > At a guess, try this:
>>> >
>>> > iqr<-function(x) {
>>> >
>>> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
>>> > }
>>> >
>>> > .col3_Range=iqr(datat$tenure)
>>> >
>>> > Jim
>>> >
>>> >
>>> >
>>> > On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <michaeleartz at gmail.com>
>>> > wrote:
>>> > > Hi,
>>> > > I am trying to show an inter...
2016 Apr 19
2
Interquartile Range
...;> > iqr<-function(x) {
>> >>>> >
>> >>>>
>> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
>> >>>> > }
>> >>>> >
>> >>>> > .col3_Range=iqr(datat$tenure)
>> >>>> >
>> >>>> > Jim
>> >>>> >
>> >>>> >
>> >>>> >
>> >>>> > On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <
>> michaeleartz at gmail.com>
>> >>...
2016 Apr 19
0
Interquartile Range
...t; >
> >>>> > iqr<-function(x) {
> >>>> >
> >>>>
> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
> >>>> > }
> >>>> >
> >>>> > .col3_Range=iqr(datat$tenure)
> >>>> >
> >>>> > Jim
> >>>> >
> >>>> >
> >>>> >
> >>>> > On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <
> michaeleartz at gmail.com>
> >>>> > wrote:
> >&g...
2011 Sep 05
0
Professorship Computational Statistics
The Department of Statistics at the Faculty of Mathematics, Informatics and
Statistics of the Ludwig-Maximilians Universit?t in Munich invites
applications for a
Professorship (W2) (6 years/tenure track)
for Statistics with Special Emphasis on Computational Statistics
as soon as possible.
The professorship represents the entire field of computational statistics in
research and teaching. Specialized lectures with an emphasis on computer
intensive methods and computational statistics for s...
2016 Apr 19
0
Interquartile Range
...ion(x) {
>>> >>>> >
>>> >>>>
>>> return(paste(round(quantile(x,0.25),0),round(quantile(x,0.75),0),sep="-")
>>> >>>> > }
>>> >>>> >
>>> >>>> > .col3_Range=iqr(datat$tenure)
>>> >>>> >
>>> >>>> > Jim
>>> >>>> >
>>> >>>> >
>>> >>>> >
>>> >>>> > On Tue, Apr 19, 2016 at 11:15 AM, Michael Artz <
>>> michaeleartz at gma...