similar to: NMOF 2.10-0 (Numerical Methods and Optimization in Finance)

Displaying 20 results from an estimated 800 matches similar to: "NMOF 2.10-0 (Numerical Methods and Optimization in Finance)"

2017 Oct 20
0
NMOF 1.2-2 (Numerical Methods and Optimization in Finance)
Dear all, version 1.2-2 of package NMOF is on CRAN now. NMOF stands for 'Numerical Methods and Optimization in Finance'. The package provides R code and datasets for the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann, published by Elsevier/Academic Press in 2011. The package has finally crossed the 1.0 line: It is 10 years since the development
2011 Oct 24
0
NMOF 0.20-0 (Numerical methods and optimization in finance)
Dear all, version 0.20-0 of package NMOF is now on CRAN. 'NMOF' stands for 'Numerical Methods and Optimization in Finance'. The package accompanies the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann, published by Elsevier/Academic Press in 2011. The package contains, in particular, several implementations of optimization heuristics,
2011 Oct 24
0
NMOF 0.20-0 (Numerical methods and optimization in finance)
Dear all, version 0.20-0 of package NMOF is now on CRAN. 'NMOF' stands for 'Numerical Methods and Optimization in Finance'. The package accompanies the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann, published by Elsevier/Academic Press in 2011. The package contains, in particular, several implementations of optimization heuristics,
2018 Feb 02
0
command line fails
On Fri, 02 Feb 2018, Michael Ashton writes: > Where can I get the patch? I've never installed a patch for R...usually just upgrade. > > Michael Ashton, CFA > Managing Principal > > Enduring Investments LLC > W: 973.457.4602 > C: 551.655.8006 > The patched build (i.e. a complete version, not just the patch) is available from the same CRAN site at which you find the
2024 Jan 30
1
Basic astronomy package recommendation wanted.
There is also the package solrad that might do some of this. It is more intended for calculating solar radiation, which is probably not what you want, but may do other things you may find helpful. > On Jan 30, 2024, at 5:44?AM, Enrico Schumann <es at enricoschumann.net> wrote: > > On Tue, 30 Jan 2024, Richard O'Keefe writes: > >> Given >> - UTC timestamp
2017 Dec 13
0
[ESS] M-x R gives no choice of starting dir
If Emacs is not asking for starting directory, it is very likely your init file has this somewhere: (setq ess-ask-for-ess-directory nil) On Mon, Sep 11, 2017 at 3:23 PM, Enrico Schumann <es at enricoschumann.net> wrote: > On Mon, 11 Sep 2017, Christian writes: > >> Hi, >> >> I experienced a sudden change in the behavior of M-x R in not giving >> me the choice
2017 Jul 01
1
Packages for Learning Algorithm Independent Branch and Bound for Feature Selection
See, I have built my own genetic algorithm already and tested it on this problem. I have a solution, but due to the heuristic nature of GA, I cannot guarantee that it is the optimal subset. If I was simply doing this for a company project, you are spot on with the type of algorithm I would use, but I am doing this for a scientific paper. I need to be able to find the optimal subset over my
2024 Oct 20
0
PMwR 1.0 (Portfolio Management with R)
Dear all, version 1.0-1 of package PMwR is on CRAN now. PMwR stands for 'Portfolio Management with R', and the package provides tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more. The manual [1] provides all the details; a
2024 Oct 20
0
PMwR 1.0 (Portfolio Management with R)
Dear all, version 1.0-1 of package PMwR is on CRAN now. PMwR stands for 'Portfolio Management with R', and the package provides tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more. The manual [1] provides all the details; a
2024 Oct 02
1
How to install this package
Hi Enrico, yes it works. I can also plot the graph. Next question, how do I delete the date from 16 December until 31 December 2014? Thank you very much. > dt$time <- as.POSIXct(dt$time)> > dt_ts <- xts(dt$count, dt$time)> str(dt_ts)An xts object on 2014-01-01 / 2014-12-31 23:59:00 containing: Data: integer [525600, 1] Index: POSIXct,POSIXt [525600] (TZ: "")
2024 Jan 30
2
Basic astronomy package recommendation wanted.
On Tue, 30 Jan 2024, Richard O'Keefe writes: > Given > - UTC timestamp > - a location (latitude,longitude,elevation) > I want to know > - the sun angles > - the moon angles > - the phase of the moon. > I looked on CRAN for astronomy, but didn't notice anything that seems > to offer what I want. I could try coding these functions myself, but > "if
2017 Jul 01
0
Packages for Learning Algorithm Independent Branch and Bound for Feature Selection
On Thu, 29 Jun 2017, Alex Byrley writes: > I am looking for packages that can run a branch-and-bound algorithm to > maximize a distance measure (such as Bhattacharyya or Mahalanobis) on a set > of features. > > I would like this to be learning algorithm independent, so that the method > just looks at the features, and selects the subset of a user-defined size > that maximizes
2017 Oct 19
2
Select part of character row name in a data frame
Thanks a lot, so simple so efficient! I will study more the grep command I did not know. Thanks! Francesca Pancotto > Il giorno 19 ott 2017, alle ore 12:12, Enrico Schumann <es at enricoschumann.net> ha scritto: > > df[grep("strat", row.names(df)), ] [[alternative HTML version deleted]]
2017 Oct 19
0
Select part of character row name in a data frame
Quoting Francesca PANCOTTO <f.pancotto at unimore.it>: > Dear R contributors, > > I have a problem in selecting in an efficient way, rows of a data > frame according to a condition, > which is a part of a row name of the table. > > The data frame is made of 64 rows and 2 columns, but the row names > are very long but I need to select them according to a small
2023 Dec 11
1
Small typo in Sweave.Rnw
In the first paragraph of Sweave.Rnw (./src/library/utils/vignettes/Sweave.Rnw), it reads for literate programming \cite{fla:Knuth:1984}. but probably should be for literate programming \citep{fla:Knuth:1984}. ^ kind regards Enrico -- Enrico Schumann Lucerne, Switzerland http://enricoschumann.net
2023 Feb 21
1
wininet deprecation
On Tue, 21 Feb 2023, Selke, Gisbert W. writes: > On Mon, 20 Feb 2023 15:58:33 +0000, Stadler Thomas <thomas.stadler at vpbank.com> wrote: > >> as the download method 'wininet' is deprecated, I'm looking into alternative ways to install packages from within R. >> Unfortunately, curl, libcurl and wget refuse to cooperate with Kerberos on our corporate setup.
2017 Oct 19
0
Select part of character row name in a data frame
(Re-)read the discussion of indexing (both `[` and `[[`) and be sure to get clear on the difference between matrices and data frames in the Introduction to R document that comes with R. There are many ways to create numeric vectors, character vectors, and logical vectors that can then be used as indexes, including the straightforward way: df[ c( "Unique to strat ", "Unique
2017 Jun 08
0
regular expression help
Zitat von Ashim Kapoor <ashimkapoor at gmail.com>: > Dear All, > > My query is: > > Do we always need to use perl = TRUE option when doing ignore.case=TRUE? > > A small example : > > my_text = > "RECOVERY OFFICER-II\nDEBTS RECOVERY TRIBUNAL-III\n RC No. 162/2015\nSBI > VS RAMESH GUPTA.\n Dated: 01.03.2016 Item no.01\n > Present:
2024 Sep 07
1
Reading a txt file from internet
On Sun, 08 Sep 2024, Christofer Bogaso writes: > Hi, > > I am trying to the data from > https://online.stat.psu.edu/onlinecourses/sites/stat501/files/ch15/employee.txt > without any success. Below is the error I am getting: > >> read.delim('https://online.stat.psu.edu/onlinecourses/sites/stat501/files/ch15/employee.txt') > > Error in make.names(col.names,
2023 Jun 08
1
Cryptic error from stargazer
On Thu, 08 Jun 2023, Ashim Kapoor writes: > Dear All, > > I had done an automatic upgrade of my Debian 10 system which had also > upgraded R. > > I reinstalled the stargazer package and the error went away. > > Query : Do I need to reinstall all packages with each upgrade of R ? > > Best, > Ashim Your session info says "stargazer 5.2.2". What version