similar to: New package CreditMetrics

Dear R users, I am looking for R packages that would best approximate Oracle's Crystall Ball [1]. For those not familiar: "Crystal Ball software is a leading spreadsheet-based software suite for predictive modeling, forecasting, Monte Carlo simulation and optimization. [..] Crystal Ball is used by customers from a broad range of industries, such as aerospace, financial services,

Hi all, i'm currently working on a creditmetrics package which includes functions for computing the credit risk model creditmetrics. I guess it would be finished in a few days. My question now is, does there exist some review process before sending it to ctan or is it reviewed after having sended it? best regards Andreas -- NEU: Jetzt bis zu 16.000 kBit/s! http://www.gmx.net/de/go/dsl

===== Summary ===== Version 0.1.0 provides the initial release of RcppSMC, an integration of the SMCTC template classes for Sequential Monte Carlo and Particle Filters (Johansen, 2009, J Statistical Software, 30:6) with the Rcpp package for R/C++ Integration (Eddelbuettel and Francois, 2011, J Statistical Software, 40:8). RcppSMC allows for easier and more direct access from R to the

Hi All, I am using canonical correspondence analysis to compare a community composition matrix to a matrix of sample spatial relationships and environmental variables. In order to parse out how much variance is explained purely by space (S/E) or the environment (E/S) I am using a conditional (partial) CCA. I want to test significance via Monte Carlo but I can not find a way to do this with a

Hi, This is an announcement for a package that has been up on CRAN since March 2006 but was never announced. The package is Mchtest - for Monte Carlo hypothesis tests allowing sequential stopping. The idea is to use the sequential probability ratio test boundaries to stop resampling for a Monte Carlo hypothesis test such as a bootstrap or permutation test. This means that you will take many

Hi everybody, i'm working on the next version of the CreditMetrics package. So i have the question, are there any functions or packages which have have the functionality to calculate dates with a certain day count convention like act/360 or 30/360? Intensive search in the r-help archive or in the manuals did not bring any solution. thanks everybody for some help. best regards Andreas

Hello, How can I make a monte carlo simulation on R? Regards Adel -- PhD candidate in Computer Science Address 3 avenue lamine, cité ezzahra, Sousse 4000 Tunisia tel: +216 97 246 706 (+33640302046 jusqu'au 15/6) fax: +216 71 391 166 [[alternative HTML version deleted]]

Dear list users, I need to learn about MCMC methods, and since there are several packages in R that deal with this subject, I want to use them. I want to buy a book (or more than one, if necessary) that satisfies the following requirements: - it teaches well MCMC methods; - it is easy to implement numerically the ideas of the book, and notation and concepts are similar to the corresponding R

NIMBLE version 0.6-2 has been released on CRAN and at r-nimble.org. NIMBLE is a system that allows you to: - Write general hierarchical statistical models in BUGS code and create a corresponding model object to use in R. - Build Markov chain Monte Carlo (MCMC), particle filters, Monte Carlo Expectation Maximization (MCEM), or write generic algorithms that can be applied to any model. -

Greetings, We wanted to announce v. 1.4.0 of the R package 'KScorrect', which carries out the Lilliefors correction to the Kolmogorov-Smirnoff (K-S) test for use in (one-sample) goodness-of-fit tests. Aside from several minor changes, the biggest change is that the Monte Carlo algorithm now supports parallel implementation, using the platform-independent 'doParallel' and

Hi, We have recently published a paper on floating point accuracy analysis through Monte Carlo Arithmetic. We also released the open-source tool Verificarlo (https://github.com/verificarlo/verificarlo) that relies on LLVM for instrumenting floating point operations. Could you please add our paper to http://llvm.org/pubs/ ? Verificarlo: checking floating point accuracy through Monte Carlo

===== Summary ===== Version 0.1.0 provides the initial release of RcppSMC, an integration of the SMCTC template classes for Sequential Monte Carlo and Particle Filters (Johansen, 2009, J Statistical Software, 30:6) with the Rcpp package for R/C++ Integration (Eddelbuettel and Francois, 2011, J Statistical Software, 40:8). RcppSMC allows for easier and more direct access from R to the

This is a message for whoever maintains "chisq.test": For an outcome more extreme than 2000 simulations, a Monte Carlo p-value of "< 2.2e-16" was printed. Ripley said the proper p-value for such cases should be 1/(B+1) = 1/2001. This can be easily fixed by adding "if(PVAL==0)PVAL <- 1/(B+1)" right after the following line in the code for chisq.test (in R

Hello Dear, I am trying to generate samples by using Monte Carlo simulation. For example, 1000 samples, Exponential distribution (f(x), lambda=0.0005, 0<=x<=360) Is there any package for Monte Carlo or just use random sample generation function? Many thank you for your help in advance, Jin -- View this message in context:

I am attempting to value convertible bonds through a Monte Carlo approach. I want to express call schedules as date-price tuples. Naturally, these tuples need to be expanded to match the frequency of the innovations in the MC process. 1. Is there a straigh-forward way to accomplish this "expansion"? 2. I have noted the existance of ts, its, zoo and fCalendar. Does anyone have an

Hi, This is an announcement for a package that has been up on CRAN since March 2006 but was never announced. The package is Mchtest - for Monte Carlo hypothesis tests allowing sequential stopping. The idea is to use the sequential probability ratio test boundaries to stop resampling for a Monte Carlo hypothesis test such as a bootstrap or permutation test. This means that you will take many

> Dear R experts, >I am sorry for my inability. >I have the following dataset: > Qtot Itot >1 73 684 >2 64 451 >3 71 378 >4 65 284 >5 47 179 >6 31 117 >7 19 69 > >Now I need to perform Monte Carlo Pertutation test underlaying the following condition. > > >Condition > >In order to choose randomly (5000 times) for the Qtot

The function knox of the "Surveillance" package performs Knox test for space-time interaction. The output is supposed to give the numbers of events that occur in a specific distance in space and time define by the function arguments. This function also perform a Monte Carlo permutation test, which give the estimated value (based on a random distribution) which are supposed to be compared

(apologies if this looks like a re-post, I just sent a similar message to the r-help mail list. This version is via Nabble.) My intended application is error propagation using the ISO GUM Supplement 1 approach (propagation of distributions using Monte Carlo strategies). To automate uncertainty analysis I typically have the following data: (1) a measurement function y(x1,x2,...xn) (2) 'n'

Hello all, I would like to know what the difference is between chisq.test and fisher.test when using the Monte Carlo method with simulate.p.value=TRUE? Thank you -- View this message in context: http://r.789695.n4.nabble.com/Difference-in-Monte-Carlo-calculation-between-chisq-test-and-fisher-test-tp2322494p2322494.html Sent from the R help mailing list archive at Nabble.com.