Displaying 15 results from an estimated 15 matches similar to: "ggplot - class "character" problem"
2009 Nov 24
1
Old Version of R - packages
Hi!
Unfortunately the version loaded on the office server is 2.6.0 (for some undisclosed so called policy decision by my adamant IT dept. who are not willing to upgrade), I need to use YieldCurve package compatible with this version. On my standalone machine I have R 2.9 loaded and hence I have no problem in using the YieldCurve package.
(a) Kindly guide how do I download the version of
2012 Apr 26
4
Modelo de Nelson y Siegel
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
2012 Jan 07
1
constructing yieldcurve
Hello,
With which package can I build a yield curve using swap data with the
bootstrapping method?
Thanks for the reaction,
André
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2005 Mar 04
0
Need suggestions for finding dose response using nls
I am relatively new to R and am looking for advice, ideas or both...
I have a data set that consists of pathogen population sizes on
individual plant units in an experimental field plot. However, in
order to estimate the pathogen population sizes I had to destroy the
plant unit and could not determine if that plant unit became diseased
or to what extent it would have become diseased. I
2009 Nov 10
0
Nelson- Siegel - (Yield Curve - Smoothening of curve)
I am Julia Cains from Brisbane. This is my
first mail to this group and I have recently started learning the R language.
I am trying to learn the smoothening
of the yield curve. However, I came across the CRAN package – “YieldCurve”
meant for Modelling and estimation of the yield curve. The problem is I am not
able to understand whether this package will help me to carry out smoothening of
the
2006 Aug 09
0
Better Future, well-sunburned
$200,000 Refinance Home Loan for only $917/month at http://KFC.djk38.com Bad Credit OK!
==============================================
place left.
First we go this way." Redrick waved sharply in the direction of the
nearest hill a hundred steps from the rocks. "Got it? Let's go."
life you've led me by the nose, and I thought and bragged that I was living
2010 Aug 22
2
CRAN (and crantastic) updates this week
CRAN (and crantastic) updates this week
New packages
------------
* DCGL (1.0)
Bao-Hong Liu
http://crantastic.org/packages/DCGL
Functions for basic differential coexpression analyses: gene
filtering, link filtering, DCG (Differentially-Coexpressed Gene)
identification and DCL (Differentially-Coexpressed Links)
identification.Two algorithms,named DCP and DCe, are provided for
2012 Feb 03
1
A question on Unit Root Test using "urca" toolbox
Hello,
I have a question on unit root test with urca toolbox.
First, to run a unit root test with lags selected by BIC, I type:
> CPILD4UR<-ur.df(x1$CPILD4[5:nr1], type ="drift", lags=12, selectlags ="BIC")
> summary(CPILD4UR)
The results indicate that the optimal lags selected by BIC is 4.
Then I run the same unit root test with drift and 4 lags:
2012 Aug 21
1
Trace values in the function ca.jo()
Hi all R users,
I'm trying to replicate the same results that are given in a published
article after been granted
the same data that the authors use.
I'm having problems to determine the cointegration rank of my data set using
the Johnasen's trace test.
This trace test is already programmed in the package ur.ca and can be found
in the function
ca.jo().
After I run the ca.jo()
2008 Apr 04
1
Problems with Unit Root testing using ur.df function
Hi All,
I'm new to R and am trying to run a unit root test on the vector "y" (a time
series of inflation (i.e. changes in the Consumer Price Index quarter on
quarter)).
I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives
me an error that it cannot find the function ur.df unless I comment out the
third last line of code (see below).
I try to call
2010 Feb 17
0
adf.test help
Hi,
I am trying to test whether a series is return series stationary, but
before proceeding I wanted to make sure I understand correctly how to
use the adf.test function and interpret its output... Could you please
let me know whether I am correct in my interpretations?
ex: I take x such as I know it doesn't have a unit root, and is
therefore stationary
1/
> x <- rnorm(1000)
>
2011 Aug 22
0
Did I find a bug on TSERIES or URCA packages?
I'm tring the functions to check the cointegration of a matrix.
I'm using **Phillips & Ouliaris Cointegration Test**
The function in *tseries* package is **po.test** and **ca.po** in *urca*
The results with **URCA** are:
> ca.po(prices, demean='none')
########################################
# Phillips and Ouliaris Unit Root Test #
2009 Jun 05
1
ADF test
Hi,
While doing the ADF test in R using the following command I am getting the
error and the result..">
x.ct=ur.df(rev$REVENUE,start=1,end=length(rev$REVENUE),frequency=1)
Error in ur.df(rev$REVENUE, start = 1, end = length(rev$REVENUE), frequency
= 1) :
unused argument(s) (start = 1, end = 4, frequency = 1)
>
2010 Jul 18
6
CRAN (and crantastic) updates this week
CRAN (and crantastic) updates this week
New packages
------------
* allan (1.0)
Alan Lee
http://crantastic.org/packages/allan
Automates Large Linear Analysis Model Fitting
* andrews (1.0)
Jaroslav Myslivec
http://crantastic.org/packages/andrews
Andrews curves for visualization of multidimensional data
* anesrake (0.3)
Josh Pasek
http://crantastic.org/packages/anesrake
This
2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
Signed-off-by: Scott Seago <sseago at redhat.com>
---
AUTHORS | 17 ++++++
README | 10 +++
conf/ovirt-agent | 12 ++++
conf/ovirt-db-omatic | 12 ++++
conf/ovirt-host-browser | 12 ++++