Displaying 20 results from an estimated 400 matches similar to: "Appending data to a data.frame and writing a csv"
2012 Jul 18
4
The best solver for non-smooth functions?
# Hi all,
# consider the following code (please, run it:
# it's fully working and requires just few minutes
# to finish):
require(CreditMetrics)
require(clusterGeneration)
install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org",
getOption("repos")))
install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org",
2014 Jan 06
2
Reversing the Equation to find value of variable
Dear R forum
I have following variables -
EAD = 10000
LGD = 0.45
PD = 0.47
M = 3
# Equation 1
R = 0.12*(1-exp(-50*PD))/(1-exp(-50)) + 0.24*(1-(1-exp(-50*PD))/(1-exp(-50)))
b = (0.11852 - 0.05478 * log(PD))^2
K = (LGD * pnorm((1 - R)^(-0.5) * qnorm(PD) + (R / (1 - R))^0.5 * qnorm(0.999)) - PD * LGD) * (1 - 1.5 * b)^(-1) * (1 + (M - 2.5) * b)
RWA = K * 12.5 * EAD
> RWA
[1] 22845.07
#
2011 Aug 15
2
A small nag
Hi,
I am not sure how to fix the following error.
LGD <- c(11.6, 12.3, 15.8, 33.1, 43.5, 51.3,
67.3, 84.9)
cor (x=(file [1:47231,3:10]), y= rep (LGD, 47231), method = "pearson")
Error in cor(x = (file[1:47231, 3:10]), y = rep(LGD, 47231), method =
"pearson") :
incompatible dimensions
> sessionInfo()
R version 2.13.0 (2011-04-13)
2012 Jul 04
3
How to use Sys.time() while writing a csv file name
Dear R helpers,
I am using Beta distribution to generate the random no.s (recovery rates in my example). However, each time I need to save these random no.s in a csv format. To distinguish different csv files, one way I thought was use of Sys.time in the file name. My code is as follows -
# My code
rr = rbeta(25, 6.14, 8.12)
lgd = 1 - mean(rr)
write.csv(data.frame(recovery_rates = rr), file =
2017 Nov 27
1
[PATCH V3 10/29] drm/nouveau: deprecate pci_get_bus_and_slot()
pci_get_bus_and_slot() is restrictive such that it assumes domain=0 as
where a PCI device is present. This restricts the device drivers to be
reused for other domain numbers.
Getting ready to remove pci_get_bus_and_slot() function in favor of
pci_get_domain_bus_and_slot().
Replace pci_get_bus_and_slot() with pci_get_domain_bus_and_slot()
and extract the domain number from
1. struct pci_dev
2.
2017 Dec 19
1
[PATCH V4 09/26] drm/nouveau: deprecate pci_get_bus_and_slot()
pci_get_bus_and_slot() is restrictive such that it assumes domain=0 as
where a PCI device is present. This restricts the device drivers to be
reused for other domain numbers.
Getting ready to remove pci_get_bus_and_slot() function in favor of
pci_get_domain_bus_and_slot().
Replace pci_get_bus_and_slot() with pci_get_domain_bus_and_slot()
and extract the domain number from
1. struct pci_dev
2.
2005 Apr 12
2
not plotting when non-existent
R-help,
I'm trying to plot the following:
year lgd
1 1986 136.97479
2 1987 69.10377
3 1988 67.66744
4 1989 71.60316
5 1990 62.06897
6 1992 6.25000
7 1993 27.72021
8 1995 23.83648
9 1996 10.29412
10 1997 95.67487
11 1998 82.09367
12 1999 56.60401
13 2000 29.80864
14 2001 23.77535
15 2002 48.30378
16 2003 83.47571
17 2004 74.58711
There are 2 missing years
2010 Aug 27
1
Band-wise Sum
Hi
I have a large credit portfolio (exceeding 50000 borrowers). For particular process I need to add up the exposures based on the bands. I am giving a small test data below.
rating <- c("A", "AAA", "A", "BBB","AA","A","BB", "BBB", "AA", "AA", "AA", "A", "A",
2010 Aug 30
2
Band-wise Conditional Sum - Actual problem
Dear R helpers,
Thanks a lot for your earlier guidance esp. Mr Davind Winsemius Sir. However, there seems to be mis-communication from my end corresponding to my requirement. As I had mentioned in my earlier mail, I am dealing with a very large database of borrowers and I had given a part of it in my earlier mail as given below. For a given rating say "A", I needed to have the bad-wise
2010 Jan 21
1
Cannot join domain
Hello, I just configured a computer on my local network to work as a PDC
with Samba, although I'm not able to join the Domain from the windows
computer I want to add. I though it was that the server was unreachable, but
I can ping the server from the computer and viceversa. If someone please can
help me, I'll appreciate it.
The smb.conf file is here:
-------------------
[global]
2009 Nov 23
2
[PATCH 1/3] drm/nouveau: Update the CRTC arbitration parameters on FB depth switch.
Signed-off-by: Francisco Jerez <currojerez at riseup.net>
---
drivers/gpu/drm/nouveau/nv04_crtc.c | 37 +++++++++++++++++++++-------------
1 files changed, 23 insertions(+), 14 deletions(-)
diff --git a/drivers/gpu/drm/nouveau/nv04_crtc.c b/drivers/gpu/drm/nouveau/nv04_crtc.c
index 2ab9f30..0a5cfc1 100644
--- a/drivers/gpu/drm/nouveau/nv04_crtc.c
+++ b/drivers/gpu/drm/nouveau/nv04_crtc.c
2007 Dec 16
1
./configure perfparse -> "configure: error: required library libgd unusable"
I recently had a problem with the configure script from perfparse running
properly so that I could 'make install' it to work with Nagios 2.10 on
latest CentOS 4.x + RPMForge (see
http://readlist.com/lists/centos.org/centos/5/28966.html). Thinking it was a
problem that was a result of "yum remove gd", I formatted the box and
reinstalled everything.
Now, oddly, I still have the
2011 Apr 06
1
executing from .R source file in the src package
Can I run R code straight from R src (.R) file instead of .rdb/.rdx? I of
course tried simply unzipping tar.gz in the R_LIBS directory but R complains
with "not a valid installed package".
Real issue: I am very new to R and all, so this could be something basic.
I'm trying to use ess-tracebug (Emacs front-end to trace/browser et al).
It works great when I trace functions in .R
2010 Sep 01
2
Makefile bug in nut-2.4.3
I'm just in the process of upgrading from nut-2.4.1 to 2.4.3 on a
dual-Xeon box running Solaris 10 amd64 (i686-pc-solaris2.10). I
configured as follows:
./configure --prefix=/opt/nut --with-gnu-ld --with-serial --without-usb
--with-cgi --with-gd-includes=-I/usr/local/include
--with-gd-libs="-L/usr/local/lib -R/usr/local/lib -lgd" --with-user=nut
--with-group=nut
2014 Oct 20
2
config file locations
On Sunday 19 October 2014 22:03:23 Charles Lepple did opine
And Gene did reply:
> Hi Gene,
>
> On Oct 18, 2014, at 7:35 PM, Gene Heskett <gheskett at wdtv.com> wrote:
> > Greetings;
> >
> > I found pdf user manual which explains a few things that might help.
> >
> > However, for a ubuntu flavor, the various .conf etc files seem to be
> > in
2006 May 19
1
make error for R-2.3.0
Hello,
I'm trying to install R on a linux machine running Red Hat 8. I ran
./configure
make
and get the following error. I've installed several versions of R (2.2.1
most recently) on this machine and haven't had any problems until now. I
wondered if the outdated compiler (gcc version 3.2) was the problem and
attempted to install my own, more recent version. I tried gcc versions 4.1.0
2023 Jan 31
0
New package - LGDtoolkit
Dear all,
my new R package LGDtoolkit is now on CRAN.
The goal of this package is to cover the most common steps in Loss Given
Default (LGD) rating model development. The main procedures available are
those that refer to bivariate and multivariate analysis.
In particular two statistical methods for multivariate analysis are
currently implemented ? OLS regression and fractional logistic
2023 Jan 31
0
New package - LGDtoolkit
Dear all,
my new R package LGDtoolkit is now on CRAN.
The goal of this package is to cover the most common steps in Loss Given
Default (LGD) rating model development. The main procedures available are
those that refer to bivariate and multivariate analysis.
In particular two statistical methods for multivariate analysis are
currently implemented ? OLS regression and fractional logistic
2017 Nov 22
0
[PATCH 10/30] drm/nouveau: deprecate pci_get_bus_and_slot()
pci_get_bus_and_slot() is restrictive such that it assumes domain=0 as
where a PCI device is present. This restricts the device drivers to be
reused for other domain numbers.
Use pci_get_domain_bus_and_slot() with a domain number of 0 where we can't
extract the domain number. Other places, use the actual domain number from
the device.
Signed-off-by: Sinan Kaya <okaya at codeaurora.org>
2014 Oct 22
0
config file locations
On Tuesday 21 October 2014 22:06:48 Charles Lepple did opine
And Gene did reply:
> Hi Gene,
>
> On Oct 21, 2014, at 9:12 PM, Gene Heskett <gheskett at wdtv.com> wrote:
> >> configure: error: libgd not found, required for CGI build
> >>
> >> And gdlib does not appear to be available from the repo's.
>
> Sorry, I must have missed that message.