similar to: Anybody using the evir package?

I'm next at installing packages. I seem to have successfully installed "evir", but I can't use it. I'm wondering if I need to specify the installation to match my working directory, or something else. thx, G

Dear List, This inquiry probably does not directly pertain to R. I am using library(evir) to learn EVT. Based on my reading of things, it is my understanding that if one wants to calculate quantiles of GPD, one could use either riskmeasures() or qgpd(). However, using data(danish) as an example, the quantile estimates produced by riskmeasures() are considerably different from those produced by

Dear Sirs, I am working with a time series of financial data compiled in a csv file. When i tried to apply the findthresh funtion of the evir package to that data I got the following error messages (the second after transforming the list in a vector): "Error in as.double.default(x) : (list) object cannot be coerced to double" "Error in as.double.default(as.vector(port)) :

Dear List: I have a simple two-column data set in .csv format, with the first column being the date and second column being some value. I use read.csv() to import the data as follows: x <- read.csv("myfile.csv",header=T, dec=".", colClasses=c(Date="POSIXct")) The structure of x is: > str(x) `data.frame': 2959 obs. of 2 variables: $

Up to now, I have recognized problems with "gpd(..)", the function from the package "evir" I think that all these functions that estimate the parameters xi, beta for the GPD by given threshold mu use the function "optim(..)" ( gpd, fitgpd, ...) "Error" example: data1 <- rgpd(1000, xi= -1.5, mu=1000, beta=100) so the created poinnts take place in about

I have R 1.9.0 running under Solaris 2.9 ona SunBlade 100, and am very happy with it. I heard about the stuff at www.rmetrics.org and thought it might be worth looking at. However, what I found there is a bunch of .zip files. The entry page suggests that there is some way to install packages from .zip files in R, but I have searched all the documentation I have and cannot find it. _Is_ there

Hello, I have the following problem when trying to use rm: In a top level script file I have a loop iterating over some index. The loop is not contained within a function, so the scope of variables declared in the loop is global. Within this loop I generate several variables which should be removed at the end of each iteration. To do this, I wrote a function to clean up the workspace. An example

I have a monthly price index series x, the related return series y = diff(log(x)) and a POSIXlt date-time variable dp. I would like to apply annual blocks to compute for example annual block maxima and mean of y. When studying the POSIX classes, in the first stage of the learning curve, I computed the maximum drawdown of x: > mdd <- maxdrawdown(x) > max.dd <- mdd$maxdrawdown > from

Hi, I'm fitting a generalized Pareto distribution to POT exceedances of a data set. The practical stuff works ok, but I have a question regarding theory. Is there an equation relating parameters of a gpd tail to its (first) moments? According to theory for certain parameters either the first moment does not exist or the distribution has an upper bound, but I haven't found the

  Hi r-users,   I would like to use gev and my data (annual rainfall ) is as follows:   > head(dat,20) A B C D E F G H I J 1 45.1 41.5 58.5 50.1 46.0 49.1 37.7 49.1 59.8 54.0 2 50.3 39.8 49.4 56.4 49.4 48.8 42.1 49.8 49.4 58.3 3 41.7 39.3 44.6 39.1 35.7 41.5 40.8 40.8 38.5 45.6 4 50.7 33.9 48.4 28.2 35.5 39.1 61.4 17.0 30.7 38.3 5 39.3 30.6 46.9 23.8 25.8

I am estimating a large model by groups. How do you save the results and?returns the associated quantiles? For this example I need a data frame n?? ?xi??????? mu????????beta 1?? 0.1033614? 2.5389580 0.9092611 2? ?0.3401922? 0.5192882 1.5290615 3?? 0.5130798? 0.5668308 1.2105666 I also want to apply gevrlevelPlot() for each "n" or group. ? #Example n <- c(1, 1, 1, 1, 1, 1, 2, 2, 2,

Concerning the Rmetrics packages, (1) There is a _much_ better thing to do than >simply ... to remove the stuff related to MS Win from zzz.R; > in partricular the lines after if( .... ) to clear your message. > As you can see, the info relates to the WinMenu under MS Win. as Janusz Kawczak suggests, and that is to *wrap* the troublesome code in if

hi, rgev function gives me random deviates and I have a data set which I am fitting to an EVD,IS there a way I can plot both observed and ideal evd on the same plot thankyou Rangesh

I am a new R user. As a test, I want to write a simple code that does the following simulation: 1. Randomly generate a number from a distribution, say, Poisson. Let's say that number is 3. 2. Randomly generate 3 numbers from another distribution, say, Normal. 3. Compute the sum of the numbers generated in step 2 and read it into a vector, V. 4. Repeat steps 1 through 3 for 100,000 times. 5.

hi to all! (Q1): I'd like to ask where can i find aggregateSeries and seriesData in R packages? (Q2): how can i perform these Splus commads in R? e.g. annualMax.sp500 = aggregateSeries(-spto87,by="years",FUN=max) hist(seriesData(annualMax.sp500)) (Q3): is the method of probability-weighted moments available in evir package? Thanks! Filame

Greetings to all -- I have a set of ~1300 radon measurements from homes across British Columbia in Canada. We have split these measurements into five groups according the the tectonic belt in which they fall, with N ranging from ~160 to ~600 measurements per group. The values are roughly log-normally distributed (1) overall and (2) within each group. For those areas where values are low I

Dear All, I am having some problem in apply function. I have some data like below. I want to get a range vector (which is max-min value for each row , ignoring NA values.) > Species.all[1:10,] V2 V3 V4 V5 V6 V7 V8 V9 1 57543 55938 47175 54922 36032 5785 29497 7286 2 42364 40472 29887 40107 19723 2691 14445 3258 3 19461 19646 18538 22392 6744 794

Hi, I was doing a Kolmogrov test on x, y shown below. They are both 151 long. According to the help file, exact p-value is not available so I set "exact = FALSE", but still got the warning. There are no duplicated values in either X or Y. Thank you for your tips. BTW, is there functions in R about Extreme value theory? ******************************************** > ks.test(x, y,

I have been trying to open data that I have saved in an excel spread sheet. I saved it as a csv. Then I tried using the read.csv command. However, everytime I do this-- diseasedat<-read.csv("M:/sloan/R/disease/disease.csv", sep=, header = TRUE, fill= TRUE)-- I get an error message: Error in file(file, "r") : unable to open connection In addition: Warning message:

Last week one of our clients reported trouble with a csv file I generated with write.table. He said that columns with quotes for character variables were rejected by their data importer, which was revised to match the way Microsoft Excel uses quotation marks in character variables. I explained to them that quoted character variables are virtuous and wise, of course, but they say Microsoft Excel