similar to: EWMA error

Hi All, I have 5 stock values and i am calculating EWMA followed the logic as given ind following link.[ http://www.orecastingfinancialrisk.com/3.html<http://www.forecastingfinancialrisk.com/3.html> ] library('tseries') returns[,1]<-returns[,1]-mean(returns[,1]) returns[,2]<-returns[,2]-mean(returns[,2]) returns[,3]<-returns[,3]-mean(returns[,3])

hi I got the following error in 'evtree'. could u help pl. Error in if (var(mf[, nVariables]) <= 0) stop("variance of the denpendent variable is 0") : argument is of length zero [[alternative HTML version deleted]]

Hi, How can I test, whether all the values that is.element() -function returns are TRUE's Eg. > (is.element(c(1,4,2),c(1,2,3))) [1] TRUE FALSE TRUE This doesn't work: > (is.element(c(1,4,2),c(1,2,3)))==TRUE [1] TRUE FALSE TRUE Best, Atte Tenkanen, FT, MuM http://users.utu.fi/attenka/

To ensure ewma_read() without a lock returns a valid but possibly out of date average, modify ewma_add() by using ACCESS_ONCE to prevent intermediate wrong values from being written to avg->internal. Suggested-by: Eric Dumazet <eric.dumazet at gmail.com> Signed-off-by: Michael Dalton <mwdalton at google.com> --- lib/average.c | 6 ++++-- 1 file changed, 4 insertions(+), 2

Hi, I've been searching for a solution to this but have come up empty. I would like to suppress the plot creation when using the ewma function in the qcc package. Normally it's just plot = FALSE, but the ewma function doesn't have this option. Anything I'm missing or a work around? Many thanks, Brian Francis Statistician II Charles River Laboratories

Hello, I would like to use the Exponential Weighted Moving Average procedure to get the variance. Is there any R function for doing this? Many thanks. -- View this message in context: http://www.nabble.com/EWMA-procedure-to-forecast-variance-tf4018317.html#a11412324 Sent from the R help mailing list archive at Nabble.com.

I am attempting to run a Poisson EWMA model using Patrick Brandt's source code. I get the following error when I run the code: Error in dimnames(x) <- dn : length of 'dimnames' [1] not equal to array extent Dimnames(x) looks like this: [[1]] NULL [[2]] [1] "mip" "div" "nom" "unity" "mood"

I have the ewma function as shown below. I think I copied it from an oldSplus help page on filter and then modified it with a lot of help from Achim. ewma<-function(x,lambda = 1, init = x[1]) { rval<-filter(lambda*coredata(x),filter=(1-lambda),method="recursive",ini t=init) rval<-zoo(coredata(rval),index(x)) rval } It sort of works but , if there are NA values in the input

Hello, I would like to use the function EWMA() in the fMultivar Package and I have a series of data x, which is the returns series. Basically, I would like to get the variance estimation using EWMA. I am trying something like EWMA(x, lambda) and I have a couple of questions: Should x be the returns series or price series in my case? When I get the result, there are the same numbers of data

Hi, I have an apply statement that looks like: > check.cols <- function(v1, v2) { + return( identical(v1,v2) ); + } > x [,1] [,2] [,3] [1,] 1 3 3 [2,] 4 5 4 [3,] 2 7 6 > apply(x, c(2), check.cols, v2=c(7,8,9)) [1] FALSE FALSE FALSE Is it possible to make the function check.cols() inline to the apply statement. Some thing like this: apply(x,

hi, can anyone tell me how to merge a vector and a matrix? > v=c(1,4,2) > names(v)=c("e","r","t") > m=matrix(c("r","t","r","s","e",5,6,7,8,9),nr=5) > colnames(m)=c("c1","c2") I want to do like merge(v, m, by.x="names",by.y="c1") I got error Error in fix.by(by.x, x) :

Hi. Can anyone suggest a simple way to obtain in R a list of vector coordinates of the following form? The code below is Mathematica. In[5]:= Flatten[Table[{i,j,k},{i,3},{j,4},{k,5}], 2] Out[5]= {{1,1,1},{1,1,2},{1,1,3},{1,1,4},{1,1,5},{1,2,1},{1,2,2},{1,2,3},{1 ,2,4},{1,2, 5},{1,3,1},{1,3,2},{1,3,3},{1,3,4},{1,3,5},{1,4,1},{1,4,2},{1,4,3}, {1,4,

-----Original Message----- From: Ghosh, Sandeep Sent: Thursday, June 30, 2005 5:43 PM To: 'Berton Gunter' Subject: plot legend outside the grid Thanks for the pointers... I managed to get everything to look and feel the way I want except for the legend to plot outside the grid... Thanks for the note on the par, but I'm not able to it to plot outside the plot grid.. dataFrame <-

Hi, all. Given an array, I'd like to add elements whose location vectors are permutations of one another. For example, in a 3-dimensional array, I'd add the elements in positions (1,2,3), (1,3,2), (2,1,3), (2,3,1), (3,1,2) and (3,2,1); those in positions (1,2,4), (1,4,2), (2,1,4), (2,4,1), (4,1,2), and (4,2,1); and so on. Elements with repeated positions -- (1,1,2) or (1,4,4), for

hi! I would like to ask help how to generate numbers from g-and-h distribution. This distribution is like normal distribution but span more of the kurtosis and skewness plane. Has R any package on how to generate them? Any help will be greatly appreciated. Thank you so much! Form, Filame Uyaco --------------------------------- [[alternative HTML version deleted]]

Hi, i' d like to use R for simple calculations. I show you an examples to make clear my help request I' ve a file .csv like this (my real file is composed by 10.000 lines and 8 columns) x y 3 4 1 7 I' ve imported in R correctly. Now i want create a new variable named "t" and t is defined throught this relation: t = 4 (second element on x column) * 4 (first element on y

Thanks Bert for all the help. I got the legend figured out Friday but left early becoz of long weekend so didn't get a chance to reply.. I modified the plot margins a little bit and Here's what I finally had... par(mar=c(c(10, 6, 6, 10) + 0.1)); par(xpd=FALSE); with (dataFrame, stripchart(marbles_buried ~ genotype, method="jitter", vertical=TRUE, col = c('blue',

Dear all, I am trying to using a mixed-design ANOVA to analyze my data. I have two between subject variables: location (2 different locations) and age group (young and old), and one within-subject variable: valence (positive, neutral, negative). I am looking at an Stevens(one between, two within) in Notes on the use of R for psychology experiments and questionnaires (P34 in this article). In