similar to: Installing package QRMlib

Dear List, R ist somtimes a bit frustrating... I ran the example from http://bm2.genes.nig.ac.jp/RGM2/R_current/library/QRMlib/man/plotMultiTS.html and I get an error. Has someone an explanation for this? Thanks a lot, Steve CODE: library(R.utils) library(tseries) library(wmtsa) library(waveslim) library(brainwaver) library(timeSeries) library(QRMlib) > ?plotMultiTS >

What is the problem here? I did an install package from the Rgui menu. Windows Vista <SNIP> trying URL 'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.9/mvtnorm_0.9-8.zip' Content type 'application/zip' length 236089 bytes (230 Kb) opened URL downloaded 230 Kb trying URL 'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.9/QRMlib_1.4.4.zip' Content type

I created a EM algorithm for Generalized hyperbolic distribution. I want to estimate mutheldaplus, sigmatheldaplus, betasigmaplus in my code. After getting use these value , then my iteration have to be begin of this code. But I can not to do iteration part. Can you help me use my code and get iteration ? Do know any useful code for EM algorithm for Generalized Hyperbolic library(QRMlib)

Dear Specialists in R, May be somebody has experiment in using pakage for the book Quantitative Risk Management by McNeil? This package is writen in R. I have run this package for fitting the data to Nornal Inverse Gaussian distribution and fased with following problem. > Return<-read.csv("data.csv") > Transpose<-t(Return) > fit.NH(Transpose, case="NIG",

I have been working on an R package that calls C code using .C(). I recently started including some functions from the GNU Scientific Library in my code. The code runs fine on my machine when not wrapped in the package. But I get the following error from "R CMD check" * checking whether the package can be loaded ... ERROR Loading required package: splancs Loading required package: sp

Dear, I'm a master student mathematics at university Gent, who's writing a thesis about vines and copula's. I'm in trouble with the package 'fCalendar' which I need for running 'QRMlib'. The problem is that 'fCalendar' doesn't have a namespace. I need to use R.2.14.1 because I also need the package 'vines' which only works for R.2.14.1. I'm

Hi, I want to extract some of the substring via pattern recognition. But I don't know how to do it in R. In perl: my $url = "/pages-cell.net/deepan/sony/"; if($url =~ m/\/(.*)\//g) { my @result = $1; return @result; } How does the same work in R? Thanks much in advance -- Waverley @ Palo Alto

Dear R users, I am looking for R packages that would best approximate Oracle's Crystall Ball [1]. For those not familiar: "Crystal Ball software is a leading spreadsheet-based software suite for predictive modeling, forecasting, Monte Carlo simulation and optimization. [..] Crystal Ball is used by customers from a broad range of industries, such as aerospace, financial services,

Problem Definition: I have the following server system Configuration. Red Hat Linux release 7.3 (Valhalla) Kernel 2.4.18-27.7.xsmp on an i686 There are two local disc drives on the system configured as RAID 0 using the onboard Hardware RAID Controller. All the basic linux volumes(partitions) i.e /, / root, /boot, /home, /usr, /var, /tmp, /dev/shm are mounted of the above local hard drive RAID

Hi, I am trying to fit t copula to some data, and I am using the following function in the library(QRMlib). Udatac <- apply(datac, 2, edf,adjust=1) tcopulac <- fit.tcopula.rank(Udatac) But the error message come out "Error in fit.tcopula.rank(Udatac) : Non p.s.d. covariance matrix" Could anyone give me some advice? In fact, I am not sure what the "adjust=1" is used for.

Hi, Is anybody using Copula package for fitting copulas to own data? I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma ( 2.7 and 1.05) Which package I should use to fit Gumbel and Clayton Copulas? Thanks, fayyad [[alternative HTML version deleted]]

To be fair I don't really understand what the error is telling me so I don't know how to correct it. I'm trying to reshape my data so that I do repeated measures ANOVA on it. The warning message: "Error in d[, timevar] <- times[1L] : subscript out of bounds" The program: library(QRMlib) library(Hmisc) ss<-5 mu<- c(0,2,3,12) mu2<- c(0,2,10,20)

I am using R 2.5.0 on windows XP and trying to fit copula. I see the following code works for some users, however my code crashes on the chol. Any suggestions? > mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5) > x <- rcopula(mycop, 1000) > myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1), method="Nelder-Mead")

Can anyone advise me on some pratical papers or books On Gaussian Copulas? Anything in the genre of Copulas Dummies Would be a help. As simpe, and approachable with minimal pedantic style. Thanks, Neil -------------------------------------------------------- This information is being sent at the recipient's reques...{{dropped:16}}

I have a data with 236 observations. After plotting the histogram, I found that it looks like non-central t distribution. I would like to get MLE for mu and df. I found an example to find MLE for gamma distribution from "fitting distributions with R": library(stats4) ## loading package stats4 ll<-function(lambda,alfa) {n<-200 x<-x.gam

I'm in the process of converting some S3 methods to S4 methods. I have this function : setGeneric("enrichmentCalc", function(rs, organism, seqLen, ...){standardGeneric("enrichmentCalc")}) setMethod("enrichmentCalc", c("GenomeDataList", "BSgenome"), function(rs, organism, seqLen, ...) { ... ... ... })

Hi, I had installed xen using yum. When i boot with the xen kernel i get the following error The error is: ----------------------------------------------- Panic on CPU 0: Domain 0 allocation is too small for kernel image ----------------------------------------------- I added dom0_mem=128M I''ve tried adding extra argument on boot:

Problem Definition: I have the following server system Configuration. Red Hat Linux release 7.3 (Valhalla) Kernel 2.4.18-27.7.xsmp on an i686 There are two local scsi disc drives on the system configured as RAID 1 using the onboard Hardware RAID Controller. All the basic linux volumes(partitions) i.e /, / root, /boot, /home, /usr, /var, /tmp, /dev/shm are mounted of the above local hard

CRAN (and crantastic) updates this week New packages ------------ * apcluster (1.0.1) Ulrich Bodenhofer http://crantastic.org/packages/apcluster The apcluster package implements Frey's and Dueck's Affinity Propagation clustering in R. The algorithms are analogous to the Matlab code published by Frey and Dueck. * BioPhysConnectoR (1.6-1) Franziska Hoffgaard