similar to: need help for var analysis using R

I am doing Principal Component Analysis (PCA) on assets data for household income prediction. The problem is that the assets data are rank ordered (usually binary ... possess car/don't possess car), so the normal correlation is inappropriate for the calculation of the PCA. Instead one has to use the polychoric correlation coefficient. It uses the "random.polychor.pa" package.

Ok, I try it again with plain text, with a simple R code example and just sending it to the r list and you move it to sig finance if it is necessary. I try to be as detailed as possible. I want to fit a distribution to my financial data using a volatility model to estimate the VaR. So in case of a normal distribution, this would be very easy, I assume the returns to follow a normal distribution

Hi all, Could anybody please help me understand AIC and BIC and especially why do they make sense? Furthermore, I am trying to devise a new metric related to the model selection in the financial asset management industry. As you know the industry uses Sharpe Ratio as the main performance benchmark, which is the annualized mean of returns divided by the annualized standard deviation of returns.

Hi all, I've got clusters and would like to match individual records to each cluster based on a sum of squares deviation. For each cluster and individual, I've got 50 variables to use (measured in the same way). Matrix 1 is individuals and is 25000x50. Matrix 2 is the cluster centroids and is 100x50. The same variables are found in each matrix in the same order. I'd like to

In my schema, a question has_many :answers. When the validations are run on a question, and one of the answers is not valid, then i get "Answers is not valid" coming out of errors.full_messages. I don''t want this, i''m already testing the validity of the answers and this is an ugly and uninformative error message. It looks like it''s the message i would get

Hi, I got some problem to drop a mail while using Nabble account, therefore sending it again there. My query is following : Hi all, My question is not directly R related but rather a finance related question. Therefore I was wondering wheher I find a reliable answer here. Here I wanted to calculate VaR for basis (spot-future). There could be two approaches : 1: Assuming basis as a portfolio of

Hi Is there some function R that multiplies each coefficient by the standard deviation of the corresponding variable and produces a ranking? Stephen -- No virus found in this outgoing message. Checked by AVG Anti-Virus. [[alternative HTML version deleted]]

Hi, after looking around I was not able to get info about these two questions: 1. Is there a function to have a "jackknifed corrected var/cov estimate" (as described in MacKinnon and White 1985) in a standard OLS regression? 2. Does R possess a LAD (Least Absolute Deviation) regression function? Any help? Thanks -- ======================================================== Angelo

Dear all, I want to see if the treatment of an animal with a specific compound has an effect on the expression of certain genes. Though my question is based in biology, it really is all about how to deal with the standard deviation in normalised data. I have three groups of animals; untreated, treated with placebo, and treated with a single concentration of the compound in question. Gene

Full_Name: Sahotra Sarkar Version: 2.2.0 OS: Windows XP Professional Submission from: (NULL) (146.6.130.180) The following two commands should give the same results for the eigenvectors but do not (there is a sign reversal for the first one): > summary(princomp(bumpus),loading = TRUE) Importance of components: Comp.1 Comp.2 Comp.3 Comp.4 Comp.5

Hello, I would like to post the below position on your site. Thanks, Quantitative Analyst/Quantitative Developer MSIM Global Risk & Analysis, Quantitative Research & Model Review group Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 680 investment professionals around the world and approximately $279 billion in assets under

I have the manual for S+ 6 and I'm trying to use R for the Principle Component Analysis example and I'm getting a few interesting answers... The log is as follows: R : Copyright 2001, The R Development Core Team Version 1.3.0 (2001-06-22) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type `license()' or

Dear R-helpers, Using the package Lattice, I performed a PCA. For example pca.summary <- summary(pc.cr <- princomp(USArrests, cor = TRUE)) The Output of "pca.summary" looks as follows: Importance of components: Comp.1 Comp.2 Comp.3 Comp.4 Standard deviation 1.5748783 0.9948694 0.5971291 0.41644938 Proportion of Variance 0.6200604

Hello, I have an experimental design where I would like to use separate ranking events to predict an independent ranking event. I have been using function clmm in the ordinal library but now realize that I am violating one of the assumptions. I have included a subset of the data. I am looking at how undergraduate students perceive the architecture and biological correctness of box and arrow

The plotOHLC function in the tseries package is useful to plot timeseries of various financial assets with open/high/low/close data. I had often wondered if it could be made to run a little faster. It turns out that the following patch does --- plotOHLC.R.orig 2003-12-14 12:02:20.000000000 -0600 +++ plotOHLC.R 2003-12-14 12:03:42.000000000 -0600 @@ -21,14 +21,9 @@ ylim <-

2005 APPLIED QUANTITATIVE ANALYTICS IN FINANCE EVENT o OCTOBER 6, 2005 o LONDON Please join us at the Museum of London for a series of guru-led presentations, networking, and demonstrations by academic and business thought leaders in finance from Basel II Committee, Swiss Union of Raiffeisen Banks, Swiss Federal Institute of Technology (ETH) in Zurich, UBS Warburg, Ingenious Media Plc. and

This is an automated email from the git hooks/post-receive script. arrfab pushed a commit to branch master in repository centos/centos.org. The following commit(s) were added to refs/heads/master by this push: new cd66094 Updated/Removed/Added sponsors to reflect actual list cd66094 is described below commit cd660941183914fe0e97c622fb0ec03828d4a0db Author: Fabian Arrotin <arrfab at

Hello, Dr. Viechtbauer. I am trying to perform a meta-analyis on a group of before-after studies using Metafor. I read your webpage including your correspondence with Dr. Dewey (https://stat.ethz.ch/pipermail/r-help/2012-April/308946.html), who also conducted a similar study. These information is very hepful, but I have one additonal question which I wonder if you can give me some instruction.

I have a controller and view that should be providing a search bar that brings up that brings up a selected record on submission. I have tried several variations, including just specifying the assets_path, but usually end up with either an error or a submission to the index action, rather than the show action. Currently, I have the following in my index.html.haml: = form_tag({:controller =>

Hi I have a problem with font-face routes on the server,when I open the site in windows, when I do with linux, works . both use chrome latest version. -the fonts are in /assets/fonts/ -in /assets/stylesheets/fonts.css.scss @font-face { font-family: ''OswaldLight''; src: url (''/assets/Oswald-Light-webfont.eot''); src: