similar to: Multifractal Model of Asset Return (MMAR)

Displaying 20 results from an estimated 500 matches similar to: "Multifractal Model of Asset Return (MMAR)"

2009 Jan 21
1
Multifractal detrended fluctuation analysis
Dear R-users, Has anyone written a function for multifractal detrended fluctuation analysis? The "fractal" package does mono-fractal DFA, but not multifractal as far as I can tell. The MF-DFA approach is presented in: J. W. Kantelhardt, S. Zschiegner, E. Koscielny-Bunde, S. Havlin, A. Bunde, and H. E. Stanley, "Multifractal Detrended Fluctuation Analysis of
2015 Dec 17
2
Añadir encabezados a un archivo TXT
Hola Gerard, En Windows puedes hacer lo siguiente: Suponiendo que "fichero.txt" es el archivo de texto con tus variables, que se encuentra en el directorio de trabajo [compruébalo con dir()] y que "nombres" es un vector que tienes en R con los nombres que quieres poner a las variables de tu fichero, # guarda los nombres en un fichero llamado "nombres.txt"
2015 Dec 17
2
Añadir encabezados a un archivo TXT
Gerard, dos preguntas: 1) Porqué quieres directamente especificar los encabezados en el fichero? Es porqué tus ficheros no tienen las columnas igualmente ordenadas? 2) Qué sistema operativo tienes? Un saludo. Olivier ----- Mensaje original ----- De: "Reverté Calvet, Gerard" <greverte en ajmataro.cat> Para: "Olivier Nuñez" <onunez en unex.es>, "Javier
2015 Dec 16
2
Añadir encabezados a un archivo TXT
Gerard, supongamos que tu fichero de texto ("test.txt") tiene cuatro columnas separadas por espacios. Si decides llamar estas columnas por ("A","B","C","D"), lo siguiente debería funcionar: linea0="A B C D" fichero <- file("test.txt") linea1<- readLines(fichero) writeLines(c(linea0,linea1), con=fichero)
2014 Oct 27
2
Microstrategy web y R
Carlos e Isidro, nuevamente muchas gracias por vuestra respuesta. Carlos no me he explicado bien. Yo me descargo los datos en XLSX, lo que pasa es que tengo que realizar diversas consultas para poder disponer de todos los datos que quiero, y lo que pretendía con R es preparar un script para utomatizar la descarga y dejar preparados los datos para hacer análisis. Carlos, intenté hacer "web
2003 Oct 02
0
R] Re: Mandelbrot set and C code --
You need to install the tools needed to build packages from source. You can read about it in Q3.1 of R for Windows FAQ. Andy > -----Original Message----- > From: Rex Bryan Dell1700 [mailto:rexbryan1 at comcast.net] > Sent: Thursday, October 02, 2003 12:15 PM > To: r-help at stat.math.ethz.ch > Subject: [R] R] Re: Mandelbrot set and C code -- > > > Wizards... >
2003 Oct 02
0
R] Re: Mandelbrot set and C code --
Wizards... With regards to Mario's Mandelbrot.c programming -- would some kind wizard show how to compile and run his code on a Win installation. I'm looking for a simple "cookbook" example in the same manner that Mario show for Linux. I have Win2000 on this machine. REX --------------- Original Message --------------------- Date: Wed, 01 Oct 2003 14:09:36 +0100 From: ucgamdo
2010 Mar 09
1
Bugs with ovirt-awake
The ovirt-awake script is no more in the path, only in /etc/init.d/ so the ovirt script return a command not found. I did little dirty fix in /etc/init.d/ovirt : diff --git a/scripts/ovirt b/scripts/ovirt index 160c3d3..d9e50a2 100755 --- a/scripts/ovirt +++ b/scripts/ovirt @@ -41,7 +41,7 @@ ovirt_start() { if [ -s $krb5_tab ]; then krb5_tab= fi - ovirt-awake
2003 Sep 17
3
Fractals in R and having fun! (and more persp and color)
Well, I started playing with fractals in R, and wrote a function to generate de Mandelbrot set, which might be of interest to some people ########################################################################### # Mandelbrot set ########################################################################### mandelbrot <- function(x = c(-3.0, 1.0), # x coordinates y =
2010 Sep 24
2
why I could not reproduce the Mandelbrot plot demonstrated on R wiki
I am trying to reproduce the nice looking of Mandelbrot demonstrated by R wiki page by the following code: library(caTools) # external package providing write.gif function jet.colors = colorRampPalette(c("#00007F", "blue", "#007FFF", "cyan", "#7FFF7F", "yellow", "#FF7F00",
2009 Jun 24
0
[LLVMdev] New HLVM examples
HLVM is a garbage collected virtual machine built upon LLVM: http://forge.ocamlcore.org/projects/hlvm/ The development of HLVM was described in a series of three OCaml Journal articles that turned out to be among our most popular. Consequently, we have decided to run another series of related articles that build upon this foundation in order to develop complete compilers. The first article
2017 Sep 29
0
Trouble when suppressing a portion of fast-math-transformations
Hi, Warren, Thanks for writing all of this up. In short, regarding your suggested solution: > 4. To fix this, I think that additional fast-math-flags are likely > needed in > > the IR. Instead of the following set: > > 'nnan' + 'ninf' + 'nsz' + 'arcp' + 'contract' > > something like this: > > 'reassoc' +
2005 Oct 04
6
Animation of Mandelbrot Set
Hi, I was playing with Mandelbrot sets and come up with the following code, I thought I would share: library(fields) # for tim.colors library(caTools) # for write.gif m = 400 # grid size C = complex( real=rep(seq(-1.8,0.6, length.out=m), each=m ), imag=rep(seq(-1.2,1.2, length.out=m), m ) ) C = matrix(C,m,m) Z = 0 X = array(0, c(m,m,20)) for (k in 1:20) { Z =
2011 Feb 04
2
vegan and sweave using xtable
Dear all, Using: library(vegan) data(BCI) mod <- radfit(BCI[1,]) mod RAD models, family poisson No. of species 93, total abundance 448 par1 par2 par3 Deviance AIC BIC Null 39.5261 315.4362 315.4362 Preemption 0.042797 21.8939 299.8041 302.3367 Lognormal 1.0687 1.0186 25.1528 305.0629 310.1281
2017 Sep 29
2
Trouble when suppressing a portion of fast-math-transformations
Hi all, In a mailing-list post last November: http://lists.llvm.org/pipermail/llvm-dev/2016-November/107104.html I raised some concerns that having the IR-level fast-math-flag 'fast' act as an "umbrella" to implicitly turn on all the lower-level fast-math-flags, causes some fundamental problems. Those fundamental problems are related to situations where a user wants to
2017 Nov 03
2
fractales
Mira el conjunto de mandelbrot en r cómo mola https://www.google.es/amp/s/www.r-bloggers.com/the-mandelbrot-set-in-r/amp/ El 3 nov. 2017 4:20 PM, "eric" <ericconchamunoz en gmail.com> escribió: > hola luis, podrias explicarte un poco mas ? que quieres decir con "obtener > fractales de una imagen" ? > > Puedes construir una imagen con fractales, pero
2006 Jan 09
0
Kernel panic in usbserial - now in 2.6.9-22.0.1.106.unsupported, previous in 2.6.9-22.0.1.EL
Hi all again, I found this kernel panic past days, now using the unsuported kernel and comes out again the same error. This time on '2.6.9-22.0.1.106.unsupported' kernel See attached logs, Env is the same with the same box, Hope it helps. TIA. JJ Garcia -------- Original Message -------- Subject: Kernel panic in usbserial. Date: Thu, 15 Dec 2005 12:09:53 +0100 From: J.J.Garcia
2010 Oct 11
1
plotting Zipf and Zipf-Mandelbrot curves in R
Using R, I plotted a log-log plot of the frequencies in the Brown Corpus using plot(sort(file.tfl$f, decreasing=TRUE), xlab="rank", ylab="frequency", log="x,y") However, I would also like to add lines showing the curves for a Zipfian distribution and for Zipf-Mandelbrot. I have seen these in many articles that used R in creating graphs. Thank you! [[alternative HTML
2012 Apr 23
2
zipfR help
Hi, I have a question on generating random variables based on zipf-mandelbrot distribution. So when I execute the following lines: ZM = lnre ("zm", alpha = 2/3, B=0.1) zmsample = rlnre (ZM, n =100) zmsample It generates 100 random values based on a zipf-mandelbrot distribution as below. But how do I make sure the generated random number is within the range of 1 - 6000 only? Can I
2009 Feb 26
2
[LLVMdev] Impressive performance result for LLVM: complex arithmetic
Following a discussion about numerical performance on comp.lang.functional recently I just tried running a simple C mandelbrot benchmark that uses C99's complex arithmetic using gcc and llvm-gcc on a 2.1GHz Opteron 2352 running Debian: gcc: 5.727s llvm-gcc: 1.393s There is still 20% room for improvement but LLVM is >4x faster than gcc here. Sweet. Here's the code: #include