similar to: Breaking up a vector

My question is this: is there a way I can make one of the arguments of the function be a string the user can enter, and then have that be the excel filename? ie, foo <- function(x,y,NAME){ #make a matrix with x rows and y cols M <- matrix(nrow=x,ncol=y) #write the matrix write.table(M, file = "result.csv",append=TRUE, sep = ",") } I've had a look but I

I would like to know if there is a way to test no correlaction in time series ? cov(r_t, r_t-1)=0 And r_t are homoscedastik and independent. Thanks [[alternative HTML version deleted]]

I'm using the TSA package (along with all prerequisites) to do some GARCH work and for some reason, something which used to work for me has decided to up and stop. The code is as follows, after loading the package: " gs <- garch.sim(alpha=c(1.9,0.1), beta=c(0.700001, -0.0800003, -0.016),rnd = rnorm, n = 400, ntrans=500) gs1 <- garch.sim(alpha=c(1.9,0.1), beta=c(0.7, -0.08,

Dear R users, suppose we have a random walk such as: v_t+1 = v_t + e_t+1 where e_t is a normal IID noise pocess with mean = m and standard deviation = sd and v_t is the fundamental value of a stock. Now suppose I want a trading strategy to be: x_t+1 = c(v_t – p_t) where c is a costant. I know, from the paper where this equations come from (Farmer and Joshi, The price dynamics of common

Hi, I want to fit a mean and variance model jointly. For example I might want to fit an AR(2)-GARCH(1,1) model i.e. r_t = constant_term1 + b*r_t-1 + c*r_t-2 + a_t where a_t = sigma_t*epsilon_t where sigma^2_t = constant_term2 + p*sigma^2_t-1 + q*a^2_t-1 i.e. R estimates a constant_term1, b, c, constant_term2, p, q TIA Aditya

Dear r-users! I have another question regarding the dlm package and I would be very happy if someone could give me a hint! I am using the dlm package to get estimates for an endogenous rate of capacity utilization over time. The general form of a state space model is (1) b_t = G * b_t-1 + w_t w_t ~ N(0,W) (2) y_t= A' * x_t + H' * b_t + v_t v_t ~ N(0,V) (Hamilton 1984: 372) The

Hello dovecot, First poster here. What I want : give a.chaouche at algerian-radio.dz list and read permissions on a.chaouche at backup.algerian-radio.dz. Let's just discuss sharing the inbox then I can do the same for subfolders, in any. a.chaouche at algerian-radio.dz and a.chaouche at backup.algerian-radio.dz are two different users. Details about the domains aren't relevant here I

A bioligist colleague sent me the following data. x Y 3 1 7 5 14 8 24 0 (Yes, only four data points.) I don't know much about the application, but apparently there are good empirical reasons to use a quadratic model. The goal is to find the X value which maximizes the response Y, and to find a confidence interval for this X value. Finding the maximizing X value is pretty

Suppose I have a 4-D array X with dimensions (dx, dy, dz, dp). I want to collapse the first 3 dimensions of X to make a 2-D array Y with dimensions (dx*dy*dz, dp). Instead of awkward looping, what is a good way to do this? Is there a similar function like reshape in Matlab? Thanks, Gang

>>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >>>>> on Tue, 6 Dec 2016 09:51:16 -0600 writes: > On Tue, Dec 6, 2016 at 6:37 AM, <frederik at ofb.net> wrote: >> Hi all, >> >> I ran into a segfault while playing with dates. >> >> $ R --no-init-file >> ... >> >

Sorry to all that are angry about the form of my previous mail. I didn't realise what would happen :((. Here it is in (hopefully) plain text (if my mailer doesn't spoil it again): ############## Dear developers, I have a problem with some discrepancy between R 1.2.1 for Windows and R 1.2.2 (and less) for Linux. While trying to correct the wilcox.test (see my previous bug report) I

Decodes mouse event packet dz value and passes it as a wheel event into the input stream. Please apply to linux-2.6.18-xen Signed- off- by: Pat Campbell <plc@novell.com> _______________________________________________ Xen-devel mailing list Xen-devel@lists.xensource.com http://lists.xensource.com/xen-devel

Hi list, I recently tried to backup mailboxes from an older server machine to a new one in order to move the service to the new machine. Both machines are in the same LAN, I used this command: dsync -R -u username backup ssh -i .ssh/id_rsa username at 192.168.1.11 /opt/local/bin/dsync and I get this error: dsync-local(dz): Error: Invalid server handshake: dsync-server 2 dsync-remote(dz):

I cannot figure out how, using R, I can paste indexes or characters to the variable names which are used within loops. I will explain this with a simple example: Immagine I have a huge series of variables, each one taken two times, say x1 x2 y1 y2 z1 z2..... Now, immagine that I want to compute a variable from the difference of each couple, say dx=x1-x2, dy=y1-y2, dz=z1-z2... In Stata, for

Hi, Sorry for the confusion. I would like to estimate a model wherein the marginals of z with respect to w1 and w2 are smooth functions of x and y. I have data on z, x, y, w1 and w2. so E[dz/dw1] = f(x,y) and E[dz/dw2] = g(x,y) and I would like to estimate f(x,y) and g(x,y) I suppose I could try to fit something more general using projection pursuit, but the nature of the problem suggests

Hey guys, i want to calculate the continuasly compounded returns for stock prices. Formula for CCR: R_t = ln(P_t/P_{t-1})*100 With R: First i have to modify the vectors, so that they have the same length and we start at the second observation. log(GOOG1[-1]/GOOG1[1:length(GOOG1)-1])*100 That does work with normal vectors. My Questions: 1) I want to use this for stock prices. so i

Hey, I'm trying to implement a GARCH model with Johnson-Su innovations in order to simulate returns of financial asset. The model should look like this: r_t = alpha + lambda*sqrt(h_t) + sqrt(h_t)*epsilon_t h_t = alpha0 + alpha1*epsilon_(t-1)^2 + beta1 * h_(t-1). Alpha refers to a risk-free return, lambda to the risk-premium. I've implemented it like this: #specification of the model

hi there say that i have this table >x<-table(adoc, oarb) >x oarb 0 1 adoc ab 1 0 am 5 1 ba 14 1 cc 271 3 ch 87 2 dz 362 6 fl 7 0 fs 84 2 is there an easy way to get the row names or row

Dear all I apologize for cross-posting, but first it is accepted custom to thank the repliers and give a summary, and second I have still the feeling that this problem might be a general statistical problem and not necessarily related to microarrays only, but I might be wrong. First, I want to thank Robert Gentleman, Mark Kimpel and Mark Reiners for their kind replies. Robert Gentleman kindly

Dear Experts, I need to calculate the cdf of the standard normal distribution, i.e. H(x) = 1/sqrt(2*pi) integral(exp(-z^2/2) dz), where z is b/w -infi to infi. I know there should be a way to do it in R, but did not know to do it. I'd appreciate any help you could offer. Charlie Liu Graduate student intern at EPA/ECO