similar to: Expected Shortfall using cornish fisher expansion

?haiii i want to know, is there?any script in R to measure looping averageif (like in the excel) ....... for example: i have a vector row????value 1????????0 2????????2 3????????-3 4????????-2 5????????1 6????????-2 i want to measure the average of the vector for negative value with window estimation 5 so first mean is (-3+-2)/2 ???? second mean is (-3+-2+-2)/3??

Dear All, i want to use garch model in return of stock. and the data should presence volatility cluster (Heteroscedasticity). Do you know how to test volatility cluster (the presence of heteroscedasticity) in series data of stock return in R? Is it using Langrange Multiplier (LM) ARCH test? what package i should use? I really need the help. Thanks for the attention. Eko A P

Hi Martin, thanks for verifying. I agree that the Cornish-Fisher seems to struggle with the small size parameters, but I also don't have a good idea how to replace it. But I think fixing do_search() is possible: I think the problem is that when searching to the left y is decremented only if `pnbinom(y - incr, n, pr, /*l._t.*/TRUE, /*log_p*/FALSE)) < p` is FALSE. I think the solution is

Thanks Ben for verifying the issue. It is always reassuring to hear when others can reproduce the problem. I wrote a small patch that fixes the issue (https://github.com/r-devel/r-svn/pull/11): diff --git a/src/nmath/qnbinom.c b/src/nmath/qnbinom.c index b313ce56b2..d2e8d98759 100644 --- a/src/nmath/qnbinom.c +++ b/src/nmath/qnbinom.c @@ -104,6 +104,7 @@ double qnbinom(double p, double size,

ES function gives the below error. > ES(sim, p=.95, method=c("modified"),portfolio_method=c("component"), > weights=w1) /Error in checkData(R, method = "xts", ...) : The data cannot be converted into a time series. If you are trying to pass in names from a data object with one column, you should use the form 'data[rows, columns, drop = FALSE]'.

This patch fixes a typo in MetaInfo.from_stream. Alexander. -------------- next part -------------- Index: rubytorrent/metainfo.rb =================================================================== RCS file: /var/cvs/rubytorrent/rubytorrent/rubytorrent/metainfo.rb,v retrieving revision 1.8 diff -u -r1.8 metainfo.rb --- rubytorrent/metainfo.rb 7 Feb 2005 19:52:53 -0000 1.8 +++

Helloo, We are using dovectot lda with qmail-ldap, dovecot 1.2.10, sieve 0.1.15 lda is executed as exec /var/qmail/bin/preline -f /usr/local/dovecot/libexec/dovecot/deliver -s preline adds Delivered-To: header, everything works fine except vacation Feb 9 16:07:16 thebe dovecot: deliver(lazy): sieve: msgid=unspecified: discarding vacation response for message implicitly delivered to <lazy

Hi everyone Is rubytorrent work on windows XP. I have problem for using it. Here my Configuration OS: Windows XP Ruby Version: 1.8.2 Already Install Azureus and ABC torrent. I manage to set Azerus behave as tracker that listen to IP 127.0.0.1 and seeding file from "\ekobudi\bittorrent\host0". After that I copy torrent file from"\ekobudi\bittorent\host0" to"

Already try the pre realease 0.3. The rtpeer.rb is working. But I don''t know why is take quite a while to listen only port 6969. The after that start to scan port 6881,6882..etc. After that manage to download the file normally. As usual I run everything in one PC. Azureus, ABC, and rubytorrent. The example on "doc\api.txt" still doesn''t work for me. I am very hapy the

Dear all, I have been upgrade from samba 3.0.2a-1 to samba 3.0.5-2, login to samba from windows client ok, but the sharing printer was not working, also the file sharing, it looks like windows give the error the sharing cannot be found. To solve this i return back to 3.0.2a-1, and everything working fine again. Is it bug or not ? Anyone have experience regarding to upgrade 3.0.5-2 ? Regards

Full_Name: Mikael Weigelt Version: 2.0 OS: windows Submission from: (NULL) (207.171.180.101) The calculation of the qpois attempts to use the Cornish-Fisher expansion as a starting approximation. The definition of the expansion is incorrect. However, since this approximation just gives an initial solution, the end result of the function is still correct. To fix the approximation, in the

>>>>> Constantin Ahlmann-Eltze via R-devel >>>>> on Mon, 10 Aug 2020 10:05:36 +0200 writes: > Thanks Ben for verifying the issue. It is always reassuring to hear > when others can reproduce the problem. > I wrote a small patch that fixes the issue > (https://github.com/r-devel/r-svn/pull/11): > diff --git

Dear R users, do you know an easy way (other than star plot) of making several points laying one over another visible? Is it any simple way of increasing such "multipoint" symbols - or shifting their positions randomly to make several points in one place visible? Cheers, sz. -- Szymon Drobniak || Population Ecology Group *Institute of Environmental Sciences, Jagiellonian University

Good day all I'm in South-Africa,currently we are using openline4 cards for our pbx systems.Now we first need approval on the cards form icasa(a government standards) before we can use the card.The market here is very big for a system like asterisk.The only problem is to get a card approved(for a small company like us) its just about impossible. Now what I'm looking for is a company that

The "merge" command is creating duplicate column names in a dataframe that is the result of the merge. The following is the 'merge' command: x <- merge(invType , allocSlots , by.x = 'index' , by.y = 'indx' , all.x = TRUE ) The 'invType' dataframe was the result of a previous merge and has the following column names that are

Hi William, Do you have any plan to make rubytorrent support trackerless Bittorrent. I think this will be very usefull for rubytorrent user Regards Eko

Muchas gracias, Jos Antonio y Carlos. Estaba por escribir sandeces varias. Comento, por si hay algn lector, que como yo, se guarda los correos con respuestas a problemas posibles. No estaba usando|header.tex|, que es necesario para una como para otra solucin. El encabezado queda as: |---|| ||title: "Tablas que no entran"|| ||author: "Sandia Urlia"|| ||date: ""||

On 23/02/05 I suggested that given R had included TOMS 708 to correct for t= he=20 poor performance of pbeta, TOMS 654 should be included to fix all the pgamm= a=20 problems. I was slightly surprised to find Morten's code had been included= =20 instead 2 days later. I noticed but did not worry that the reference to me = had=20 been removed.=20 The derivation of the asymptotic expansion for

n_10;p_0.5;jjx_0:n;qbinom(pbinom(jjx,n,p),n,p) # This one works as expected n_100;p_0.5;jjx_0:n;qbinom(pbinom(jjx,n,p),n,p) # This one causes severe problems I cannot interrupt using ESC and I finally have to resort to the Windows Task manager to kill the R session. A friend of mine told me that he faced similar problems under Unix. --please do not edit the information below-- Version:

Folks, I run R on a early 2009 MacBook Pro running Mountain Lion. I have a bunch of fonts in my user Library one of which is Garamond. I have tried the ttf_import function to no avail. I played with this for a couple of hours at least and I have gotten nowhere. Here is a bit of one of my sessions (note that I used file.choose to get down to the Font level) > require(extrafont) Loading