search for: termstrc

Hi, I am running the RODBC examples form the help guide. I am trying to UPDATE a table in an Access data base but I am having an error. library(RODBC) library(termstrc) path = getwd() setwd(getwd()) dbName = "data.mdb" pathdbname = paste(path,"/",dbName,sep="") accesChannel = odbcConnectAccess(pathdbname, uid = "", pwd = "") sqlSave(accesChannel, USArrests, rownames = "state", addPK=TRUE) sqlFetch...

Hi, I'm trying to use the package termstrc. However I cannot figure out how to invoke helper functions like create_cashflows_matrix & create_maturities_matrix. Even when I try to invoke those with the data supplied with the package (say, corpbonds), it throws error saying "Error in as.vector(x, mode) : invalid 'mode' argume...

Hi, I'm trying to invoke the function bond_prices from termstrc package. Here is the code snippet: library(termstrc) data(eurobonds) b <- matrix(rep(c(0,0,0, 1),1),nrow=1,byrow=TRUE) group<-c("GERMANY") colnames(b) <- c("beta0","beta1","beta2","tau1") germaturities<-create_maturities_matrix(eurobon...

Hi, I'm trying to build the termstrc 1.1 package from its source on R 2.7.2 on Windows XP. However instead of building the package it just zips the entire source into a .tar.gz file. This is the first time I'm trying to build an R package from source. I installed the R toolset for Windows and set RTools as well as Perl & MinGW...

Hi, I'm using the cubic splines from termstrc package. I invoked the splines_estim function with a group of 43 bonds. It computes 6 knot points and returns values for alpha1 to alpha7. My question is how to use these alpha1 to alpha7 in the equation of yield? For example, if I'm trying to find the yield at, say, 12.25 years, which falls be...

Hi: I am using termstrc package and not sure if TODAY field (govbonds dataset) is today's date or the settlement date for the bonds. Although the name suggests that it should be today's date, but how the formula is setup indicates that it should be settlement date. Please help and thanks in advance. [[altern...

Hola a todos: En la estimación de parametros de Nelson-Siegel vienen definidos 3 argumentos: rate, maturity y MidTau. Este último lo define como un vector el cual indica el término medio del vencimiento para maximizar el factor beta2.Si yo tengo un vector de maturity de 77 datos, la pregunta es:¿Qué tan importante es el argumento MidTau, y qué otra especificación tiene? no me queda muy claro cómo

...rints (2.0), statmod (1.4.6), stockPortfolio (1.1), stringkernels (0.8.9), SubpathwayMiner (3.0), surveillance (1.2-1), survey (3.22-2), SV (1.2.4), svcR (1.6.4), svGUI (0.9-47), svIDE (0.9-49), svMisc (0.9-57), svUnit (0.7-2), SweaveListingUtils (0.4.5), tawny (1.2.1), tdm (2.2.2), tensorA (0.35), termstrc (1.3.1), textcat (0.0-3), tgp (2.3-3), TGUICore (0.9.10), TGUITeaching (0.9.10), time (1.1), timeDate (2120.89), timereg (1.3-4), timeSeries (2120.88), tis (1.12), tm.plugin.mail (0.0-3), tnet (2.7.1), tolerance (0.2.1), topicmodels (0.0-6), topmodel (0.7.2-1), tpr (0.3-1), tractor.base (1.5.0), tr...

...4. "prob" in predict(randomForest) (H?ring) 85. Re: About the Transfer Function Model(ARIMAX) (Ramanath Roy) 86. Time series ARIMAX and multivariate models (Ramanath Roy) 87. smoothing spline in package gam (? ??) 88. Re: Support Vector Machines (excalibur) 89. Can't build termstrc package from source (Chirantan Kundu) 90. Re: Reversing axis label order (Jim Lemon) 91. noisy quantisation (William Simpson) 92. limits (Hassan Mohamed) 93. stepAICc function (based on MASS:::stepAIC.default) (Christoph Scherber) 94. JGR (r at quantide.com) 95. problem with rgl...