similar to: R and Finance - EAD, LGD, PD

Displaying 20 results from an estimated 2000 matches similar to: "R and Finance - EAD, LGD, PD"

2010 Apr 12
1
Local R Training
Hello List, I am new to R and statistics in general. My two colleges and I would like to get some training in the proper usage of R. A quick internet search provided no results for the region of Basel in Switzerland. Does some one on this list knows of any trainers or schools in the region in question or where to look next? Regards, Dominik Riva Universitätsspital Basel Med.
2008 Jun 18
4
Editor for Mac OSX
Dear R-list I am (forced) to change from Linux to Mac and am now looking for a new editor for R. I would like one that features a split window (console + editor) as well as syntax highlighting. Can anyone help? Especially the split-window feature does not seem to be easily available in the editors desribed on the R-help site, except Emacs, which I am reluctant to start using. I am on a MacBook Air
2006 Jun 14
4
write data from function into external table
Dear list, My apologies if a solution / explanation to this already exists on the list, but it is difficult to assign it to a certain keyword. test<-c(1:3) testfct <- function(x) {test[1]<-100} test [1] 1 2 3 testfct(1) [1] 1 2 3 Basically, I would like to write data into an external table that the function does not know. Why is this not working / what alternatives exist? Thanks,
2010 Mar 26
1
BaselR
BaselR - The new R meeting We are pleased to announce the new R meeting to be held in Basel, Switzerland. BaselR will be held from 6:30-9:30pm on Tues, Apr 27 at TransBARent: http://transbarent.business.sv-group.ch Doors open at 6:30,pm with the presentations starting at 7:00pm Introduction: What is Basel R? Andreas Krause:... Graphing Pharma Data Yann Abraham: Graphics Charles Roosen: Web
2008 Jan 07
4
is there something like or() ?
hi, this may be trivial, but we can't seem to find anything adequate, (although there is a work around with match() ). We are looking for something along the lines of plot(table1[table1$var2==or("a","b","c","d"),"var1"]) would be handy, with the potential or() function leading to what plot(table1[table1$var2=="a" |
2010 Feb 24
1
Remove missing observations
Hi everyone I have the following problem: My dataframe has 3 variables: ID, Year and and an outcome variable. The dataframe contains repeated measurements because the subjects filled out a questionnaire every year. The time span covers 2 years. Now I want to check if there is a significant change in the outcome over the 2 years with a paired wilcox.test. The problem: Not every subject
2011 Apr 05
1
Antw: Re: Confidence interval for the difference between proportions - method used in prop.test()
Dear Josh, Thanks for your help! Does your answer mean, that you agree the two methods should do the same, and what I was guessing, despite the small differences? What I prefer about ci.pd is, that the help clearly says which method is implemented, which is not the case for prop.test. But I do not know who has programmed the function. Best wishes Steffi Stefanie von Felten, PhD Statistician
2005 Sep 12
0
Applied Quantitative Analytics in Finance
2005 APPLIED QUANTITATIVE ANALYTICS IN FINANCE EVENT o OCTOBER 6, 2005 o LONDON Please join us at the Museum of London for a series of guru-led presentations, networking, and demonstrations by academic and business thought leaders in finance from Basel II Committee, Swiss Union of Raiffeisen Banks, Swiss Federal Institute of Technology (ETH) in Zurich, UBS Warburg, Ingenious Media Plc. and
2011 Mar 04
2
overleap an iteration within a for-loop when error message produced
Dear R-list member, I'm using the function pmnorm() (-->library(mnormt)) within a for-loop. Certain parameter values leads to an error message: "(In sqrt(diag(S)) : NaNs produced, In sqrt(1/diag(V)) : NaNs produced, In cov2cor(S) : diag(.) had 0 or NA entries; non-finite result is doubtful)" obviously because "NaNs" were produced. Is it possible to tell R that it
2006 Feb 14
2
How to handle large dataframes?
Dear all I imported a Stata .dta file with the read.dta-function from the foreign-package. The dataframe's dimensions are > dim(d.apc) [1] 15806 1300 Importing needs up to 15 min and calculations with these data are rather slow (although I subset the data before starting analyses). My questions are: 1. Has someone experiences importing Stata files (alternatives to read.dta) ? 2.
2020 Apr 17
2
Demo for linking native routines between R packages
Dear R developers, I want to advertise a small project for the educational purpose to show people how to link native routines. In R programming, we need to link to native routines in C, C++, or Fortran from the R environment. In most cases, the linking works within one package, namely the R code in a package calls the native code in the same package. This is not necessarily always the case.
2004 Oct 20
2
common axis label in multiple plot area
Hello A very short question: Using multiple plots with par(mfrow=c(3,3)), how can I get R to indicate one common y- and x-axis label? I tried to use text() in par, but this is then overwritten when I plot the graphs. -- Sebastian Leuzinger Institute of Botany, University of Basel Schönbeinstr. 6 CH-4056 Basel Ph. 0041 (0) 61 267 3511 fax 0041 (0) 61 2673504 email: Sebastian.Leuzinger@unibas.ch
2005 Jul 28
1
stl()
Hello, anyone got an idea on how to use stl() so that the remainder eventually becomes white noise? i used stl repeatedly but there is autocorrelation in the remainder that i can't get rid of. os: linux suse9.3 ------------------------------------------------ Sebastian Leuzinger Institute of Botany, University of Basel Sch??nbeinstr. 6 CH-4056 Basel ph 0041 (0) 61 2673511 fax 0041 (0)
2005 Dec 16
2
dendrogram branches with different lty
Dear r-list, I am trying to visually seperate the two main clusters of a dendrogram. The idea is to use: 'edgePar=list(lty=3)' for 'dend1[[1]]' and 'edgePar=list(lty=1)' for 'dend1[[2]]' I have not found a way to solve this. Any suggestions? Patrick hc <- hclust(dist(USArrests), "ave") (dend1 <- as.dendrogram(hc)) par(mfrow=c(2,2)) plot(dend1)
2007 Feb 21
2
Coxph and ordered factors
Dear useRs, I am trying to fit a Cox PH model on survival data from a lung cancer dataset. I would like to include the patient staging (I-IV) as a covariate. For this I use the following function: coxph(Surv(time,status) ~ stage) The staging information is a categorical variable, and it is important to take the ordering into account (I<II<III<IV). Does the coxph function handle
2005 Dec 13
2
interruption when pasting code into R under linux
hello, has anyone come across the following rather mysterious problem: when pasting large bits of code (100 and more lines) into the R console with the central mouse button (under linux), only part of the code is pasted, and the text interrupts somewhere arbitrarily. It does not happen when smaller bits are pasted subsequently. I use linux suse 9.3 with the latest version of R
2016 Jan 08
3
DNS problems on windows AD
Hello Marc, samba is 4.1.22. I let the dcpromote choose the DC. DNS is internal Yes the windows DC has also global catalog Regards Olivier On Fri, Jan 8, 2016 at 4:38 PM, Marc Muehlfeld <mmuehlfeld at samba.org> wrote: > Hello Olivier, > > Am 08.01.2016 um 12:02 schrieb Olivier Weinstoerffer: > > I have a domain composed by 3 linux samba 4 AD servers. > > - Which
2005 Jan 06
1
pdbedit syntax for forcing user to change password
Hi all Maybe a stupid question, but I'm not able to figure this out from the manpage nor from the HOWTOs... How can I force a user to change his password at next logon? I tried: # pdbedit -P "user must logon to change password" -C 0 -u username # pdbedit -u username -P "user must logon to change password" -C 0 # pdbedit -P "user must logon to change password"
2008 Nov 18
1
Tukey HSD following lme
Hi everyone I'm using Tukey HSD as post-hoc test following a lme analysis. I'm measuring hemicelluloses in different species treated with three different CO2 concentrations (l=low, m=medium, h=high). The whole experiment is a split-plot design and the Tukey-function from the package multcomp is suitable for lme-analysis with random factors. The analysis works fine but I get a non
2011 Apr 05
1
Confidence interval for the difference between proportions - method used in prop.test()
Hello, Does anyone know which method from Newcombe (1998)* is implemented in prop.test for comparing two proportions? I would guess it is the method based on the Wilson score (for single proportion), with and without continuity correction for prop.test(..., correct=FALSE) and prop.test(..., correct=TRUE). These methods would correspond to no. 10 and 11 tested in Newcombe, respectively. Can