similar to: Create a matrix with increment and element with zero subscript

Hello, all! I need help on these two problems: 1) If I want to randomly draw numbers from standard normal (or other distributions) in loops e.g.: ty=0; ks=0 for (i in 1:5) { set.seed(14537+i) k<-rnorm(1) ks[i]<-.3*k+.9 if (ty==0) { while ((ks<.2)||(ks>3)) { #set.seed(13237+i*100) k<-rnorm(1)

hello all, I use the R standalone math library in my own C program, and the default R random number generator can be seeded with set_seed(const unsigned int, const unsigned int). How could I seed the RNG with an instance of .Random.seed ? I would need this or a similar workaround for debugging purposes. More precisely, I use the default R random number generator to sample from various

I've got another edition of my simulation replication framework. I'm attaching 2 R files and pasting in the readme. I would especially like to know if I'm doing anything that breaks .Random.seed or other things that R's parallel uses in the environment. In case you don't want to wrestle with attachments, the same files are online in our SVN

[re-sending - previous email went out by accident before complete] Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That

Hi Eric, Thank you, that helps a lot. If I'm understanding correctly, if I?m wanting to use actual returns from backtests rather than simulated returns, I would need to make sure my risk-adjusted return measure, sharpe ratio in this case, matches up in scale with my returns (i.e. daily returns with daily sharpe, monthly with monthly, etc). And I wouldn?t need to transform returns like the

Correct Sent from my iPhone > On 21 Nov 2017, at 22:42, Joe O <joerodonnell at gmail.com> wrote: > > Hi Eric, > > Thank you, that helps a lot. If I'm understanding correctly, if I?m wanting to use actual returns from backtests rather than simulated returns, I would need to make sure my risk-adjusted return measure, sharpe ratio in this case, matches up in scale with

Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a DAILY rate, expressed in decimal. That means that the other argument to this function, x, should be DAILY

Wrong list. Post on r-sig-finance instead. Cheers, Bert On Nov 20, 2017 11:25 PM, "Joe O" <joerodonnell at gmail.com> wrote: Hello, I'm trying to understand how to use the pbo package by looking at a vignette. I'm curious about a part of the vignette that creates simulated returns data. The package author transforms his simulated returns in a way that I'm

I am writing a function for the purposes of a simulation. Due to memory problems, the function sometimes crashes. In order to get around this problem, I would like to include to be able to save the "last" seed, so I can pick up with the next run of the simulation after a "crash". I am having trouble understanding what is going on with .Random.seed! For each run of the

Dear All, I have written the following programs to find a non-singular (10*10) covariance matrix. Here is the program: nitems <- 10 x <- array(rnorm(5*nitems,3,3), c(5,nitems)) sigma <- t(x)%*%x inverse <- try(solve(sigma), TRUE) while(inherits(inverse, "try-error")) { x <- array(rnorm(5*nitems,3,3), c(5,nitems)) sigma <- t(x)%*%x inverse <-

Hi, according to http://www.freebsd.org/cgi/cvsweb.cgi/src/sys/dev/amr/amr.c?only_with_tag=RELENG_6 it seems MegaMGR for linux now can work. Any experience? -- Cris, member of G.U.F.I Italian FreeBSD User Group http://www.gufi.org/

Hi, tuning my network fixing nic's speed and duplex (both on server and switch) i got this error with bce driver: # ifconfig bce0 bce0: flags=8843<UP,BROADCAST,RUNNING,SIMPLEX,MULTICAST> metric 0 mtu 1500 options=1bb<RXCSUM,TXCSUM,VLAN_MTU,VLAN_HWTAGGING,JUMBO_MTU,VLAN_HWCSUM,TSO4> ether 00:15:c5:fe:11:01 inet 192.168.1.13 netmask 0xffffff00 broadcast

I'm writing R code to calculate Hierarchical Social Entropy, a diversity index that Tucker Balch proposed. One article on this was published in Autonomous Robots in 2000. You can find that and others through his web page at Georgia Tech. http://www.cc.gatech.edu/~tucker/index2.html While I work on this, I realize (again) that I'm a C programmer masquerading in R, and its really

Full_Name: Charles J. Geyer Version: 1.8.0 OS: i686-pc-linux-gnu (Suse 8.2) Submission from: (NULL) (134.84.86.22) Two bugs (perhaps related, perhaps independent) revealed by the same Poisson regression with offset mydata <- read.table(url("http://www.stat.umn.edu/geyer/5931/mle/seeds.txt")) out.fubar <- glm(seedlings ~ burn01 + vegtype * burn02 + offset(log(totalseeds)),

problem of the very large memory require by the Sign extension. --- R-2.5.0.orig/src/main/serialize.c 2007-03-27 01:42:08.000000000 +0900 +++ R-2.5.0/src/main/serialize.c 2007-06-25 00:48:58.000000000 +0900 @@ -1866,7 +1866,7 @@ static void resize_buffer(membuf_t mb, int needed) { - int newsize = 2 * needed; + size_t newsize = 2 * needed; mb->buf = realloc(mb->buf,

A multinomial logit model can be specified as a conditional logit model after restructuring the data. Doing so gives flexibility in imposing restrictions on the dependent variable. One application is to specify a loglinear model for square tables, e.g. quasi-symmetry or quasi-independence, as a multinomial logit model with covariates. Further details on this technique and examples with several

Dear R users, I wish to utilise processed and saved objects as arguments of a function. Specifically, I have created objects using *"assign"* & *"paste"* functions with an incremental index i, the names of the objects are: fund1, fund2, fund3,....., fund80,..... (where the numerical value increments according to the index i & class of these objects are

Hello all, Here goes one of my first functions. I want to make a nonparametric multiple sample comparison with unequal sample sizes (see Zar?s Biostatistical Analysis, 3rd. Ed., pg. 201 Example 10.11, pg. 288 Example 11.10). In the real world, I want to compare samples of fish length captured with different fishing gears. After using the Kruskal-Wallis test I want to check the differences

Version 3.1.0 of R has imposed a very small data limit on writing to fifos on Linux. Consider the following R code (Assumes that "ff" is a fifo in the R process's current directory): con <- fifo("ff", "a+b") writeBin(raw(12501), con) In R 3.0.3, this returns without error and the data is available on the fifo. In R 3.1.0, however, this returns the following

Hello all, A really noddy question for you all: I''m trying without success to do some subhypothesis testing. Using simple anova model, with a toy dataset from a book. I have four factors A,B,C,D, and wish to test mu_C = mu_D. This is what I have tried: > contrasts(infants$group,how.many=1) <- c(0,0,1,-1) > contrasts(infants$group) [,1] A 0 B 0 C 1