similar to: Secant Method Convergence (Method to replicate Excel XIRR/IRR)

Dear R-Users, I have been using R for about 1 week and recently learned about the Aggregate function, and from reading online it seems like it is comparable to a SQL group by to perform summary functions. I am looking to do a summary function, such as SUM/MIN, but instead of these basic functions, I would like to calculate the IRR. Assuming I have a data set DS01: FirstName LastName

I am trying to replace a spreadsheet model of a project justification with an R script. I can't seem to track down R functions to calculate Internal Rate of Return and NPV? Am I missing something? NPV doesn't seem so difficult to calculate (at least for a regular series) but I am struggling to identify how to solve for IRR in R. It would be sufficient if it worked for a regular

Hello. A few weeks ago, I need to calculate the Internal Rate of Return for irregular intervals. There is the package 'financial', with the function 'cashflow', calculating irr for regular intervals. So I developed xirr, managing irregular intervals, that's accepting a vector of dates as xirr Excel function. You can find the code at

Dear R community I try to create a new operator to build a special sum of two CashFlows. (my S4 Class) I tried the following but this is actually not what I want. setGeneric("++",function(e1,e2)standardGeneric("++")) setMethod("+",signature=list("CashFlow","CashFlow"),function(e1,e2){ print("+") })

Dear R forum I have a data.frame as cashflow_df = data.frame(instrument = c("ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC", "ABC", "PQR", "PQR",

Hi all, I am writing a simple function to implement regularfalsi (secant) method. ################################################### regulafalsi=function(f,x0,x1){ x=c() x[1]=x1 i=1 while ( f(x[i])!=0 ) { i=i+1 if (i==2) { x[2]=x[1]-f(x[1])*(x[1]-x0)/(f(x[1])-f(x0)) } else { x[i]=x[i-1]-f(x[i-1])*(x[i-1]-x[i-2])/(f(x[i-1])-f(x[i-2])) } } x[i] }

dear R experts--- I have (many) unidimensional root problems. think loc.of.root <- uniroot( f= function(x,a) log( exp(a) + a) + a, c(.,9e10), a=rnorm(1) ) $root (for some coefficients a, there won't be a solution; for others, it may exceed the domain. implied volatilities in various Black-Scholes formulas and variant formulas are like this, too.) except I don't need 1 root, but a

SAS has DUD (Does not Use Derivatives)/Secant Method for nonlinear regression, does R offer this option for nonlinear regression? I have read the helpfile for nls() and could not find such option, any suggestion? Thanks, Derek [[alternative HTML version deleted]]

Hi R-help! I'm trying to understand how R's nlm function updates its estimate of the Hessian matrix. The Dennis/Schnabel book cited in the references presents a number of different ways to do this, and seems to conclude that the positive-definite secant method (BFGS) works best in practice (p201). However, when I run my code through the optim function with the method as "BFGS",

I've had some great success with wine recently, but am a little unsure about the best way to attack this problem. I want to run an accounting program called Cash Flow Manager under wine. (As it happens, this program is our last dependency on Windows apps in our office, everything else is OpenOfifce.org and RH Linux). When I run the application: wine /c/Program\

The formatting of the IO-APIC debug key info has niggled me for a while, and with the latest interrupt bug I am chasing, has finally motivated me to fix it. The attached patch causes all columns to line up, and removes the comma which served no purpose in combination with the spaces already present. -- Andrew Cooper - Dom0 Kernel Engineer, Citrix XenServer T: +44 (0)1223 225 900,

Dear all, in the package its the print() method does not seem to correctly work in all circumstances: > selectMethod(print, "its") Method Definition: function (x, ...) { print(x@.Data <mailto:x@.Data> , ...) } <environment: namespace:its> Signatures: x target "its" defined "its" > fundPME.lst[[1]]$irr An object of

The irr package seems to install correctly: > install.packages("irr") trying URL 'http://cran.us.r-project.org/src/contrib/irr_0.61.tar.gz' Content type 'application/x-tar' length 13848 bytes opened URL ================================================== downloaded 13Kb * Installing *source* package 'irr' ... ** R ** data ** help >>>

hi: could someone please point me to a function that allows me to solve general non-linear functions? > irr.in <- function(r, c1, c2, c3 ) { return(c1+c2/(1+r) + c3/(1+r)^2); } > solve.nonlinear( irr.in, -100, 60, 70 ); 0.189 If someone has written an irr function, this would be helpful, too---though not difficult to write, either. thanks for any pointers. Regards, /iaw

Hi, I have two sets of sensitivity, specificity, positive predictive value, and negative predictive value, and accuracy from two tests on the same subjects. Is there an R package that does such paired comparisons? Thanks, Gang Chen

Recently our automated testing system has caught a curious assertion while testing Xen 4.1.5 on a HaswellDT system. (XEN) Assertion ''(sp == 0) || (peoi[sp-1].vector < vector)'' failed at irq.c:1030 (XEN) ----[ Xen-4.1.5 x86_64 debug=n Not tainted ]---- (XEN) CPU: 0 (XEN) RIP: e008:[<ffff82c48016b2b4>] do_IRQ+0x514/0x750 (XEN) RFLAGS: 0000000000010093 CONTEXT:

Hello, fellow R-users. Let me describe the setup first. I have a data.frame, a sample of which is reported below: Company.Name Periods Returns MFR.Factor 350 Wartsila Oyj A 1996-07-31 6.82 0.02 351 Custodia Holding AG 1996-07-31 4.15 -0.02 352 Wartsila Oyj 1996-07-31 7.73 0.09 353 GEA Group AG

Dear Mr Peter Dalgaard and Mr Dieter Menne, I sincerely thank you for helping me out with my problem. The thing is taht I already have calculated SENS = Gg / (Gg + Bg) = 89.97% and SPEC = Bb / (Bb + Gb) = 74.38%. Now I have values of SENS and SPEC, which are absolute in nature. My question was how do I interpret these absolue values. How does these values help me to find out wheher my model is

I have an asterisk server running on Redhat 8.0 with a Digium TDM400P w/4 FXO modules (TDM04P) There are 2 lines going into the Digium card. One line is a Vonage digital line, and the other line is a Comcast voice line. I have a SIP Grandstream 100 phone connected to the Asterisk server. I also have IAX configured with FWD. The problem is that on occasionally, after talking for about 20

I need to calcuate the cumulative probability for the Natural Exponential Family - Hyperbolic secant distribution with a parameter theta between -pi/2 and pi/2. The integration should be between 0 and 1 as it is a probability. The function "integrate" works fine when the absolute value of theta is not too large. That is, the NEF-HS distribution is not too skewed. However, once the