similar to: New package - LGDtoolkit

Dear R helpers exposure <- data.frame(id = c(1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20), ead = c(9483.686,50000,6843.4968,10509.37125,21297.8905,50000,706152.8354, 62670.5625, 687.801995,50641.4875,59227.125,43818.5778,52887.72534,601788.7937, 56813.14859,4012356.056,1419501.179,210853.4743,749961,6599.0862), pd =

Dear R forum I have following variables - EAD = 10000 LGD = 0.45 PD = 0.47 M = 3 # Equation 1 R = 0.12*(1-exp(-50*PD))/(1-exp(-50)) + 0.24*(1-(1-exp(-50*PD))/(1-exp(-50))) b = (0.11852 - 0.05478 * log(PD))^2 K = (LGD * pnorm((1 - R)^(-0.5) * qnorm(PD) + (R / (1 - R))^0.5 * qnorm(0.999)) - PD * LGD) * (1 - 1.5 * b)^(-1) * (1 + (M - 2.5) * b) RWA = K * 12.5 * EAD > RWA [1] 22845.07 #

Hi, I am not sure how to fix the following error. LGD <- c(11.6, 12.3, 15.8, 33.1, 43.5, 51.3, 67.3, 84.9) cor (x=(file [1:47231,3:10]), y= rep (LGD, 47231), method = "pearson") Error in cor(x = (file[1:47231, 3:10]), y = rep(LGD, 47231), method = "pearson") : incompatible dimensions > sessionInfo() R version 2.13.0 (2011-04-13)

Hello, I'm trying to install R on a linux machine running Red Hat 8. I ran ./configure make and get the following error. I've installed several versions of R (2.2.1 most recently) on this machine and haven't had any problems until now. I wondered if the outdated compiler (gcc version 3.2) was the problem and attempted to install my own, more recent version. I tried gcc versions 4.1.0

Dear R helpers, I am using Beta distribution to generate the random no.s (recovery rates in my example). However, each time I need to save these random no.s in a csv format. To distinguish different csv files, one way I thought was use of Sys.time in the file name. My code is as follows - # My code rr = rbeta(25, 6.14, 8.12) lgd = 1 - mean(rr) write.csv(data.frame(recovery_rates = rr), file =

# Hi all, # consider the following code (please, run it: # it's fully working and requires just few minutes # to finish): require(CreditMetrics) require(clusterGeneration) install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org",

I always smile to myself when reading the replies on the mailing list from Gerald (jerry) Carter. That cheers at the end of everything always makes it seem that he is such a nice person. Of course half the reason I smile to myself is the inanity of getting that impression from one word in an e-mail. For all I know he is a complete jerk. And even the huge power lifters at the gym'll

I recently had a problem with the configure script from perfparse running properly so that I could 'make install' it to work with Nagios 2.10 on latest CentOS 4.x + RPMForge (see http://readlist.com/lists/centos.org/centos/5/28966.html). Thinking it was a problem that was a result of "yum remove gd", I formatted the box and reinstalled everything. Now, oddly, I still have the

Hello, I just configured a computer on my local network to work as a PDC with Samba, although I'm not able to join the Domain from the windows computer I want to add. I though it was that the server was unreachable, but I can ping the server from the computer and viceversa. If someone please can help me, I'll appreciate it. The smb.conf file is here: ------------------- [global]

R-help, I'm trying to plot the following: year lgd 1 1986 136.97479 2 1987 69.10377 3 1988 67.66744 4 1989 71.60316 5 1990 62.06897 6 1992 6.25000 7 1993 27.72021 8 1995 23.83648 9 1996 10.29412 10 1997 95.67487 11 1998 82.09367 12 1999 56.60401 13 2000 29.80864 14 2001 23.77535 15 2002 48.30378 16 2003 83.47571 17 2004 74.58711 There are 2 missing years

I have problem to have fonts in graphics using GDD. R version: R 2.2.1 (2005-12-20). GDD version: GDD_0.1-8.tar.gz Platform: Linux 2.6.17-gentoo-r8 #2 SMP Sat Nov 4 21:16:47 EST 2006 i686 Intel(R) Pentium(R) 4 CPU 3.00GHz GenuineIntel GNU/Linux I have configured the basefont.mapping file accordingly to the path of the font on my computer: base.norm:/usr/share/fonts/corefonts/arial.ttf

There was a user request to announce this new version (1.6-0) of R-WinEdt (actually, the request was to announce version 1.5-1). It is propagating through CRAN these days and (is|will be) available at yourCRANmirror/contrib/extra/winedt/ For those who have not already noticed the changes since R-WinEdt 1.4-x, I'd like to summarize the changes below. The most exciting one is the new

The LaF package provides methods for fast access to large ASCII files. Currently the following file formats are supported: * comma separated format (csv) and other separated formats and * fixed width format. It is assumed that the files are too large to fit into memory, although the package can also be used to efficiently access files that do fit into memory. In order to process files that

The LaF package provides methods for fast access to large ASCII files. Currently the following file formats are supported: * comma separated format (csv) and other separated formats and * fixed width format. It is assumed that the files are too large to fit into memory, although the package can also be used to efficiently access files that do fit into memory. In order to process files that

Hi andrija djurovic, Thanks a lot for your reply....and for your useful suggestions. Actually I need to run this script without user interaction, so when it is required to input Village I need to pass it automatically not by the user. Regards, Vahe [[alternative HTML version deleted]]

Hi all! I've been (very) out of the loop for a while, up to the point that I had completely missed that the mailing list has moved. Oh well. However, Kjell Claesson poked at me regarding the 3phase stuff, so I found out that I had missed the recent events. In any case, it seems that the situation is unchanged regarding 3phase support. As some of you remember I made a suggestion for a

Can I run R code straight from R src (.R) file instead of .rdb/.rdx? I of course tried simply unzipping tar.gz in the R_LIBS directory but R complains with "not a valid installed package". Real issue: I am very new to R and all, so this could be something basic. I'm trying to use ess-tracebug (Emacs front-end to trace/browser et al). It works great when I trace functions in .R

I'm just in the process of upgrading from nut-2.4.1 to 2.4.3 on a dual-Xeon box running Solaris 10 amd64 (i686-pc-solaris2.10). I configured as follows: ./configure --prefix=/opt/nut --with-gnu-ld --with-serial --without-usb --with-cgi --with-gd-includes=-I/usr/local/include --with-gd-libs="-L/usr/local/lib -R/usr/local/lib -lgd" --with-user=nut --with-group=nut

On Sunday 19 October 2014 22:03:23 Charles Lepple did opine And Gene did reply: > Hi Gene, > > On Oct 18, 2014, at 7:35 PM, Gene Heskett <gheskett at wdtv.com> wrote: > > Greetings; > > > > I found pdf user manual which explains a few things that might help. > > > > However, for a ubuntu flavor, the various .conf etc files seem to be > > in

On Tuesday 21 October 2014 22:06:48 Charles Lepple did opine And Gene did reply: > Hi Gene, > > On Oct 21, 2014, at 9:12 PM, Gene Heskett <gheskett at wdtv.com> wrote: > >> configure: error: libgd not found, required for CGI build > >> > >> And gdlib does not appear to be available from the repo's. > > Sorry, I must have missed that message.