similar to: NMOF 0.20-0 (Numerical methods and optimization in finance)

Dear all, version 1.2-2 of package NMOF is on CRAN now. NMOF stands for 'Numerical Methods and Optimization in Finance'. The package provides R code and datasets for the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann, published by Elsevier/Academic Press in 2011. The package has finally crossed the 1.0 line: It is 10 years since the development

Dear all, version 2.10-0 of package NMOF is on CRAN now. NMOF stands for 'Numerical Methods and Optimization in Finance', and it accompanies the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann.[1] Since the last announcement on this list in 2021, several functions have been added to the package, such as 'barrierOptionEuropean' for valuing

Dear all, version 2.10-0 of package NMOF is on CRAN now. NMOF stands for 'Numerical Methods and Optimization in Finance', and it accompanies the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann.[1] Since the last announcement on this list in 2021, several functions have been added to the package, such as 'barrierOptionEuropean' for valuing

On Fri, 02 Feb 2018, Michael Ashton writes: > Where can I get the patch? I've never installed a patch for R...usually just upgrade. > > Michael Ashton, CFA > Managing Principal > > Enduring Investments LLC > W: 973.457.4602 > C: 551.655.8006 > The patched build (i.e. a complete version, not just the patch) is available from the same CRAN site at which you find the

There is also the package solrad that might do some of this. It is more intended for calculating solar radiation, which is probably not what you want, but may do other things you may find helpful. > On Jan 30, 2024, at 5:44?AM, Enrico Schumann <es at enricoschumann.net> wrote: > > On Tue, 30 Jan 2024, Richard O'Keefe writes: > >> Given >> - UTC timestamp

See, I have built my own genetic algorithm already and tested it on this problem. I have a solution, but due to the heuristic nature of GA, I cannot guarantee that it is the optimal subset. If I was simply doing this for a company project, you are spot on with the type of algorithm I would use, but I am doing this for a scientific paper. I need to be able to find the optimal subset over my

On Tue, 30 Jan 2024, Richard O'Keefe writes: > Given > - UTC timestamp > - a location (latitude,longitude,elevation) > I want to know > - the sun angles > - the moon angles > - the phase of the moon. > I looked on CRAN for astronomy, but didn't notice anything that seems > to offer what I want. I could try coding these functions myself, but > "if

If Emacs is not asking for starting directory, it is very likely your init file has this somewhere: (setq ess-ask-for-ess-directory nil) On Mon, Sep 11, 2017 at 3:23 PM, Enrico Schumann <es at enricoschumann.net> wrote: > On Mon, 11 Sep 2017, Christian writes: > >> Hi, >> >> I experienced a sudden change in the behavior of M-x R in not giving >> me the choice

In the first paragraph of Sweave.Rnw (./src/library/utils/vignettes/Sweave.Rnw), it reads for literate programming \cite{fla:Knuth:1984}. but probably should be for literate programming \citep{fla:Knuth:1984}. ^ kind regards Enrico -- Enrico Schumann Lucerne, Switzerland http://enricoschumann.net

On Thu, 29 Jun 2017, Alex Byrley writes: > I am looking for packages that can run a branch-and-bound algorithm to > maximize a distance measure (such as Bhattacharyya or Mahalanobis) on a set > of features. > > I would like this to be learning algorithm independent, so that the method > just looks at the features, and selects the subset of a user-defined size > that maximizes

On Tue, 21 Feb 2023, Selke, Gisbert W. writes: > On Mon, 20 Feb 2023 15:58:33 +0000, Stadler Thomas <thomas.stadler at vpbank.com> wrote: > >> as the download method 'wininet' is deprecated, I'm looking into alternative ways to install packages from within R. >> Unfortunately, curl, libcurl and wget refuse to cooperate with Kerberos on our corporate setup.

Zitat von Ashim Kapoor <ashimkapoor at gmail.com>: > Dear All, > > My query is: > > Do we always need to use perl = TRUE option when doing ignore.case=TRUE? > > A small example : > > my_text = > "RECOVERY OFFICER-II\nDEBTS RECOVERY TRIBUNAL-III\n RC No. 162/2015\nSBI > VS RAMESH GUPTA.\n Dated: 01.03.2016 Item no.01\n > Present:

On Thu, 08 Jun 2023, Ashim Kapoor writes: > Dear All, > > I had done an automatic upgrade of my Debian 10 system which had also > upgraded R. > > I reinstalled the stargazer package and the error went away. > > Query : Do I need to reinstall all packages with each upgrade of R ? > > Best, > Ashim Your session info says "stargazer 5.2.2". What version

Quoting Francesca PANCOTTO <f.pancotto at unimore.it>: > Dear R contributors, > > I have a problem in selecting in an efficient way, rows of a data > frame according to a condition, > which is a part of a row name of the table. > > The data frame is made of 64 rows and 2 columns, but the row names > are very long but I need to select them according to a small

Dear all, version 1.0-1 of package PMwR is on CRAN now. PMwR stands for 'Portfolio Management with R', and the package provides tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more. The manual [1] provides all the details; a

Dear all, version 1.0-1 of package PMwR is on CRAN now. PMwR stands for 'Portfolio Management with R', and the package provides tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more. The manual [1] provides all the details; a

Hi Enrico, yes it works. I can also plot the graph. Next question, how do I delete the date from 16 December until 31 December 2014? Thank you very much. > dt$time <- as.POSIXct(dt$time)> > dt_ts <- xts(dt$count, dt$time)> str(dt_ts)An xts object on 2014-01-01 / 2014-12-31 23:59:00 containing: Data: integer [525600, 1] Index: POSIXct,POSIXt [525600] (TZ: "")

On Tue, 28 May 2024, Stefano Sofia writes: > Dear R-list users, > > From an initial and a final date I create a sequence of days using POSIXct. > > If this interval covers all or only in part the months from May to October, I need to get rid of the days from the 2nd of May to the 31st of October: > > > a <- as.POSIXct("2002-11-01", format =

On Thu, 29 Oct 2020, H writes: > I tried to install the fredr package yesterday to > access the data series hosted by the St. Louis Fed but > my installation of R, version 3.6, tells me it is not > available from a cran repository. > > I could not find any information on this on the fredr information package and was wondering if anyone here might know? > Just for

On Sun, 08 Sep 2024, Christofer Bogaso writes: > Hi, > > I am trying to the data from > https://online.stat.psu.edu/onlinecourses/sites/stat501/files/ch15/employee.txt > without any success. Below is the error I am getting: > >> read.delim('https://online.stat.psu.edu/onlinecourses/sites/stat501/files/ch15/employee.txt') > > Error in make.names(col.names,