Displaying 20 results from an estimated 120 matches similar to: "Error with Expected Shortfall function, ES."
2013 Jan 25
3
Help with adding 'dates' string as rownames to matrix
Hi, I need help with two related issues:
1. I wish to drop repeating text "BST" from the below 'dates' string:
[1] "2005-04-01 BST" "2005-04-04 BST" "2005-04-05 BST" "2005-04-06 BST"
"2005-04-07 BST" "2005-04-08 BST" "2005-04-11 BST" "2005-04-12 BST"
"2005-04-13 BST" "2005-04-14
2012 Dec 17
4
R beginner: matrix algebra
Hi, I have an n x m matrix of numerical observations. ie. stock prices
I wish to convert the matrix of observations to a matrix of simple returns
(by taking the differences between (column) observations.)
Can any good soul suggest a function for this?
--
View this message in context: http://r.789695.n4.nabble.com/R-beginner-matrix-algebra-tp4653335.html
Sent from the R help mailing list
2012 Sep 18
1
Expected Shortfall using cornish fisher expansion
Helloo,
i have measure VaR with time dependen volatility (GARCH) and now want to measure expected shortfall (ES) using cornish fisher expansion (cause non-normal distribution), but i have limitedness about using R. Could you help me, how measure that ES with cornish fisher expansion using R....
i really need your help. thank you for the attention.
Regards
Eko
[[alternative HTML version
2011 Jul 17
1
FOMULATING TIME SERIES DATA FROM DATA FRAME
I am estimating Value at Risk using PerfomanceAnalytics package. The?variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below.
##########################################################?
reguire(zoo)
require(PerformanceAnalytics)
reguire(xts)
?
year<- c(1991-12-30, 1992-12-30, 1993-12-30, 1994-12-30)
R1
2012 Jan 19
1
ctree question
Hello. I have used the "party" package to generate a regression tree as
follows:
>origdata<-read.csv("origdata.csv")
>ctrl<-ctree_control(mincriterion=0.99,maxdepth=10,minbucket=10)
>test.ct<-ctree(Y~X1+X2+X3,data=origdata,control=ctrl)
The above works fine. Orig data was my training data. I now have a test
data file (testdata), and
2012 Jan 11
1
R problem: unable to read data in the xls-format in the PerformAnalytics package
Hallo
I have the following problem
1) Problem: I am unable to read data in the xls-format in the PerformAnalytics
package.
While it works well for several commands, e.g.
t(table.Stats(msci_ret))
it does not work for other
commands, e.g.
x
<- msci_ret[, c("CH"), drop = FALSE]
table.Drawdowns(x)
The error code is:
Error in checkData(R) :
The data cannot be
converted into a
2008 Sep 12
5
Samba Shortfalls?
Hello,
1) Can not support .chm help files
2) Does not support locks for multi-user access to Access
3) Does support URLs from windows with '%' in the path
4) Numerous problems with multiple users accessing same folder.
Comments/suggestions for fixing the above mentioned problems?
Justin.
2004 Jan 19
2
Filename for printing?
Hi, all. I'm trying to create a PDF queue... or, rather, I already have a
homebrew solution I hacked together with an lprng filter, and it doesn't
work too well. The solution at www.linuxgazette.com/issue72/bright.html,
which uses the smb.conf and "print command" paramaters, appears to be much
more elegant, but has one major shortfall: I don't see any way to get the
2005 Feb 07
1
Incorrect behavior for ordering timepoints in "reshape" (PR#7669)
Full_Name: Dav Clark
Version: 2.0.1
OS: OS X 10.3
Submission from: (NULL) (128.122.87.35)
When the timepoints that reshape uses (in direction="long") are negative or
fractional, the time label is assigned incorrectly. It is easier to give an
example than to describe the problem abstractly:
Assume you have a data.frame header with values related to peri-stimulus time
like this:
2017 Jun 09
3
Creating a private CRAN with webpages
I'm not trying to create a mirror of the CRAN. I also do not want to create
a "subset" of CRAN packages. Sorry if my explanation was confusing. There
are internal proprietary R packages that I would like to host on a private
repo. I like the CRAN web pages that allow a user to browse the various
packages from a browser without having to first install them. I want to
duplicate the
2012 Dec 07
0
Conditional inference forest error: levels in factors do not match
#Conditional inference forest ("Party" package) error message states
that levels in factors of new data do not match original data, but they
do...
#create conditional inference forest
oc_listed.fit1 <- cforest(Listed~
HabMode,controls=cforest_unbiased(ntree=500), data=oc.complete)
#use predict function for subset of data
#this works correctly
2013 Jan 22
0
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2011 Feb 07
5
"Where" command in ctree (party)
Hello,
I need to classify (i.e., export a vector with terminal node id's) new cases
using a ctree (party package) model based on different cases (learning
sample).
I tried the where command with the following syntax:
> where(tree, newdata=data2)
expecting to get terminal nodes of data2 cases based on rules of tree model
(data1 as learning sample). However it returned the following error
2013 Apr 06
1
Value at Risk using a volatility model?
Hi,
I want to calculate the Value at Risk with using some distirbutions and a
volatility model.
I use the following data(http://uploadeasy.net/upload/cdm3n.rar) which are
losses (negative returns) of a company of approx. the last 10 years. So I
want to calculated the Value at Risk, this is nothing else than the
quantile. Since I have losses I consider the right tail of the distribution.
Consider
2001 Aug 16
2
Netraverse Win4Lin in trouble or out of busienss?
Does anybody know what is happening with Netraverse the company who
makes Win4Lin? They appear to have closed down, their offices are shut
down and phones disconnected. Their internal user newsgroup is saying
most of their developers have been fired.
Their Web site (www.netraverse.com) looks like business for ususal. I
wonder what happens if you try to buy anything from them - I'll let
2001 Aug 31
3
handling of 'use chroot'
At the moment, if you start an rsyncd that's not running as root using
default settings it will have some trouble. rsyncd tries to use
chroot by default, but this will always fail if it's not started by
root. It does emit an error message in this case, but I wonder if
some people find this a bit confusing until they discover the setting.
I have in the past.
It might be better that if
2002 Apr 22
3
no output from perl script
Here is the first Perl script I've tried to write to run rsync. It seems to
work, but I don't see the progress like I should. I apologize if it's
sloppy, I should add that it's not only the first perl script I've written
for rsync, it's the first perl script I've written at all.
___________________________
#!/usr/bin/perl -w
print "
This command will DELETE
2004 May 10
6
SIP calls-per-second performance test tool
http://sipp.sourceforge.net/
Anyone care to throw this at Asterisk to see what happens? I would,
but I am having significant temporal shortfalls recently due to the
apparent warping of the space/time continuum when I answer the phone
with clients/associates. It seems that entire days pass by before I
hang up... very odd, and very counter-productive to getting good
Asterisk work done.
JT
2018 Nov 17
2
Forum
Hi Bruce
Thank you very much for reaching out. This is likely to be a short discussion due to me potentially learning that my infrastructure possibly has shortfalls that I did not appreciate until just recently.
What I was hoping to do is deploy Windows from a Thecus branded NAS. Natively the NAS does not support PXE, but with community created mods it is achievable. So with this mod
2001 Jan 02
1
pos.to.env and sys.xxx documentation (PR#801)
Full_Name: peter perkins
Version: 1.2.0
OS: linuxppc
Submission from: (NULL) (24.4.89.36)
i'm assuming that these are shortfalls in the documentation, and not bugs
in the function themselves.
1) the help page for pos.to.env gives two examples:
Examples:
pos.to.env(1)
pos.to.env(length(search()))
the second of these returns NULL which (to me) does not seem to fit
the