Displaying 20 results from an estimated 100 matches similar to: "fExtremes"
2010 Jan 07
1
Return values in fExtremes package
Hi,
I was usuing the fExtemes package, and wanted to obtain some of the values returned from the function gumbelFit(). For example, in the following code, I would like to access 'mu' and 'beta' from the object 'para'. How should I go about doing this? Is there any generic method to access the object?
-----------------------------------
>library("fExtremes")
2011 Jun 30
2
Saving fExtremes estimates and k-block return level with confidence intervals.
I am estimating a large model by groups. How do you save the results and?returns
the associated quantiles?
For this example I need a data frame
n?? ?xi??????? mu????????beta
1?? 0.1033614? 2.5389580 0.9092611
2? ?0.3401922? 0.5192882 1.5290615
3?? 0.5130798? 0.5668308 1.2105666
I also want to apply gevrlevelPlot() for each "n" or group.
?
#Example
n <- c(1, 1, 1, 1, 1, 1, 2, 2, 2,
2006 Jan 30
1
fExtreme packages
Hello,
I am a new user of R. I am trying to use the packages fBasics and fExtremes
when i am running the examples I get few error. Could someone tell me what is
happenig? Thank you beforehand.
from Fbasics packages:
xmpfBasics()
Error in file(file, "r") : unable to open connection
In addition: Warning message:
cannot open file '/usr/lib/R/library/fBasics/demoIndex'
2005 Jul 27
3
fitting extreme value distribution
hi,
rgev function gives me random deviates and I have a data
set which I am fitting to an EVD,IS there a way I can plot
both observed and ideal evd on the same plot
thankyou
Rangesh
2008 Dec 18
1
Random Number Generation using (Generalized) Extreme Value distribution and Pareto distribution
Hi R helpers,
Is there any function in R, which generates random numbers in case of
(1) Generalized Extreme Value distribution and
(2) Generalized PAreto distribution for the respective given set of parameters?
Regards
Maithili
2013 Jan 17
2
error installing KEGGSOAP
Hi, I am new to bioconductor, trying to install KEGGSOAP package, but got warnings() when installing and error message when trying to load the package, can anyone suggest what went wrong?
many thanks
John
> source("http://bioconductor.org/biocLite.R")
Bioconductor version 2.11 (BiocInstaller 1.8.3), ?biocLite for help
> biocLite("KEGGSOAP")
BioC_mirror:
2004 May 20
1
Windows versus Unix packages in CRAN (Was Re: Rmetrics)
Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
mkdir fBasics
unzip fBasics.zip -d fBasics
rm fBasics/src/*.o
R CMD check fBasics
and that took me about 3 minutes.
Now me, I just did
unzip -a fBasics_190.10051.zip
R CMD INSTALL fBasics
rm -rf fBasics
in a naive and trusting manner. It took me considerably longer than 3
minutes to learn that this was what I should do, and
2010 Oct 14
2
Including data in packages
Dear List,
I would like to include a couple of objects in a package I am developing and
I don't really get it yet. The objects should be available after package
load as some functions depend on it.
I tried the following:
1) Bundling all objects that I need in the file '/R/sysdata.rda' as
described in the "Writing R Extensions" manual on page 7
2)
2013 Jun 08
1
help needed! RMSE
i need HELPPP!! how do i calculate the RMSE value for two GEV models?first GEV is where the three parameters are constant.2nd GEV model a 4 parameter model with the location parameter is allowed to vary linearly with respect to time while holding the other parameters at constant.
is there any programming code for this?
i really really need help. please reply to me as soon as possible. thanks in
2007 May 02
0
KS test pvalue estimation using mctest (library truncgof)
Hi,
I'm trying to evaluate a Monte Carlo p-value (using truncgof package) on
a left truncated sample.
>From an empirical sample I've estimated a generalized pareto
distribution parameters (xi, beta, threshold) (I've used fExtremes pkg).
I'm in doubt on what of the following command is the most appropriate:
Let:
x<-sample
t<-threshold
xt<-x[x>t]
xihat<-gpdFit(x,
2005 May 03
0
(no subject)
Hi
I'm a postgraduate student and I am currently busy with EVT. I am a new user to
R and have been making use of the fExtremes package. Could you please tell me
how to assign "blocks" by "months"?
Your help will be greatly appreciated.
Thanking you
Abdullah Gierdien
2005 May 03
2
General Question on learning R...
In the process of learning R, with a specific interest on financial
time series. While I continue to get through the documents I am more
a fan of learning by example and then looking up how each function is
used. Any websites which post sample code for R?
Thanks in advance.
--
Jonathan
jqm475 at gmail.com
2006 Apr 04
3
Financial functions
In what R package(-s) can I find the entire set of financial functions that
you can find in MS-Excel such as PMT, PPMT, FV and IPMT?
Ciao
Vittorio
2009 Sep 28
2
probability density function for maximum values in repeated finite samples from a normal distribution??
this is probably not really a R specific question, if so apologies for
off-topic posting:
I'm interested in the probability density function of the maximum values
from repeated samples of size N from a normal distribution:
smp <- rnorm(N, meanval, stdev)
with some mean 'meanval' and standard deviation 'stdev'.
I would like to know what is the frequency distribution of
2004 Jul 04
1
Rmetrics 191.10057
It is a pleasure for me to announce the new built for Rmetrics Version
191.0057. The source files and Windows binary packages can be downloaded
from www.rmetrics.org .
The new built has also been submitted to the CRAN server. Some new
functions
and example files have been added. Unfortunately the user guides and
reference
guides are not yet updated, they have still the status of Version
2009 Mar 16
0
[OT] Debian now has a new section 'gnu-r'
Joerg Jaspert, one of the ftpmasters / archive maintainers within Debian,
today posted a new list of 'Sections' to debian-devel-announce (see eg here
http://www.nabble.com/forum/ViewPost.jtp?post=22524830&framed=y )
This now includes a new Section:
gnu-r Everything about GNU R, a statistical computation and
graphics system
which
2007 Jul 19
1
Questions regarding R and fitting GARCH models
Dear all,
I've recently switched from EViews to R with RMetrics/fSeries (newest
version of july 10) for my analysis because of the much bigger
flexibility it offers. So far my experiences had been great -prior I
had already worked extensively with S-Plus so was already kind of
familiar with the language- until I got to the fSeries package.
My problem with the documentation of fSeries is that
2006 Jan 20
2
cron job install/update problems: tcltk can't find display (installing e.g., pbatR)
On Fedora Core Linux 4, I have a cron job that causes R to update all
packages and install new ones. Lately, I notice in the log that some
packages fail to install. These are ones that assume X is running.
For example, the pbatR install requires tcltk to be loaded, and then
the install fails because in a cron job, there is no DISPLAY
environment. I suppose the same happens if you try to
2006 Jan 20
2
cron job install/update problems: tcltk can't find display (installing e.g., pbatR)
On Fedora Core Linux 4, I have a cron job that causes R to update all
packages and install new ones. Lately, I notice in the log that some
packages fail to install. These are ones that assume X is running.
For example, the pbatR install requires tcltk to be loaded, and then
the install fails because in a cron job, there is no DISPLAY
environment. I suppose the same happens if you try to
2002 Jan 09
2
How to obtain the series of residuals from fracdiff
Hi
I'm using fracdiff package to estimate the parameters of a
fractionally-differenced ARIMA (p,d,q) model, and it works fine, but I wanted
to have also the filtered series and the series of residuals.
I understand these are calculated in the subroutine fdfilt, in the program
fdcore.f, but I can't manage to get them out.
Any suggestion would be much appreciated
Thanks
Susana Barbosa