similar to: POP Portfolio Optimizer

Displaying 20 results from an estimated 8000 matches similar to: "POP Portfolio Optimizer"

2007 Feb 28
2
sort of OT: bootstrap tutorial
There is now a tutorial on bootstrapping and other resampling methods at: http://www.burns-stat.com/pages/Tutor/bootstrap_resampling.html Corrections and other suggestions are welcome. The project started because a novice asked me about bootstrapping. My response was, "How dare you bug me while I'm playing with my cats, just google for it." My correspondent was not very impressed
2008 Oct 24
0
following up on infinite email server loop
just to add to ted's explanation in case it helps to fix the email server problem: below are the two Recipients and one of the two is always contained in the repeated emails that I'm receiving. Also, of course i don't mean to claim that the names contained in below are doing anything to cause the problem . VEC Operator is just an example. There are 3 or 4 others that repeat
2006 Jan 27
3
draft of Comment on UCLA tech report
You may recall that there was a discussion of a technical report from the statistical consulting group at UCLA. I have a draft of a comment on that report, which you can get from http://www.burns-stat.com/pages/Flotsam/uclaRcomment_draft1.pdf I'm interested in comments: corrections, additions, deletions. Patrick Burns patrick at burns-stat.com +44 (0)20 8525 0696 http://www.burns-stat.com
2003 Sep 24
1
partial matching in data frame subscripting
I'm not sure if the following is a bug or a feature: > jjmat <- array(1:6, c(2,3), list(c('ABC', 'DEF'), c('xyz', 'tuv', 'qrs'))) > jjdf <- as.data.frame(jjmat) > jjmat['AB', ] Error: subscript out of bounds > jjdf['AB',] xyz tuv qrs ABC 1 3 5 > jjmat[, 'tu'] Error: subscript out of bounds
2004 May 21
1
search and missing library
I'm not sure what is going on with this one -- maybe it will make sense to someone. R1.9.0 under Windows 2000. 1) Start up R. 2) search() # works as expected 3) library(fBasics) # from Rmetrics # but at least one of its required packages is not present on the machine 4) search() # nothing appears at all but the prompt Once all of the required packages are present, then step 3 no longer
2005 Apr 30
1
formals assignment now strips attributres
The assignment form of 'formals' strips attributes (or something close to that) from the values in the list. This wasn't intentional, was it? The current behavior (2.0.0 through 2.1.0 on Windows at least): > fjj <- function() x > formals(fjj) <- list(x=c(a=2, b=4)) > fjj function (x = c(2, 4)) x Previous behavior: > fjj <- function() x > formals(fjj)
2006 Mar 18
1
all.equal buglet(s)
In the details section for 'all.equal' (in the paragraph on complex values) it says 'all.numeric.numeric'. I presume that should be 'all.equal.numeric'. When two integer vectors differ, it is possible to get overflow: > set.seed(1) > r1 <- .Random.seed > set.seed(2) > r2 <- .Random.seed > all.equal(r1, r2) [1] "Mean relative difference:
2006 Oct 01
1
stack imbalance in contour
I'm not sure if this has much significance or not -- but it sounds rather ominous. It doesn't appear to be new as it happens with 2.0.0 in Linux (but the formatting of the warning messages has improved). > contour(array(3e10, c(10,10), list(1:10, 11:20))) Warning: stack imbalance in 'contour', 20 then 24 Warning: stack imbalance in '.Internal', 19 then 23 Warning:
2006 May 17
0
variable colnames
Hy all, I apologize i've used rownames instead of colnames in my first exemple. (that's why i changed the mail object) I was on mars when i wrote my question... Every answer where correct ... but, because i've made a wrong question, people wern't able to understand... So finally i'm speaking about colnames : Let's be more precise: I've got a query that gives me for
2004 Jul 30
0
Re: matrix subsetting (was: [R] as(obj,
Suggest you try R 1.9.1 patched. This is what I get on Windows XP with that: > matrixObj <- array(1:4, c(2,2)) > class(matrixObj) <- "matrix" > fooObj <- matrixObj > class(fooObj) <- "foo" > fooObj[1:2] [1] 1 2 > matrixObj[1:2] [1] 1 2 > getAnywhere("[.matrix") no object named '[.matrix' was found >
2008 Jul 13
2
multiple names to assign
'assign' does not give a warning if 'x' has length greater than 1 -- it just uses the first element: assign(c('a1', 'a2'), 1:2) One way of thinking about this is that people using 'assign' get what they deserve. The other is that it is used seldom enough that adding a warning isn't going to slow things down appreciably. Patrick Burns patrick at
2003 Feb 19
0
S for the Unwilling
There is a draft of a new document at http://www.burns-stat.com/pages/Tutor/unwilling_S.pdf entitled "Using S for the Unwilling". (Or click on Tutorials from the main web page.) The aim is to get an inexperienced person who has a task to do in S-PLUS or R oriented and comfortable enough not to give up. The audience I have in mind has no experience with either statistics or
2004 Nov 20
1
sum and partial argument name matching
"sum" (and perhaps other functions?) allows partial argument name matching after its three-dots argument: > sum(1:4, NA, n=78, na.rm=FALSE) [1] 10 > sum(1:4, NA, n=78, na.rm=TRUE) [1] 11 I can see there could be a discussion about whether or not this is a bug, but I think all will agree that it's a might peculiar. This is done in 2.0.1 but the same behavior is in 1.8.1.
2003 Dec 18
1
a debugging difficulty
I had an error to debug that turned out to be essentially: > NULL * matrix(1:4, 2) Error: dim<- length of dims do not match the length of object The equivalent of the NULL was a variable that was meant to be a scalar. It took me a while to track down the problem because I was focusing on looking for arrays that were different than my expectation. I think it could save substantial
2004 Nov 28
0
Re: [R-sig-finance] syntax for a loop
I don't think I understand you entirely, but here are a couple things. You need to shorten the loop so you don't run off the end. You basically just write the code as you've stated it except that "and" is && for single values and & for vectors You don't say what should happen if the test is not true. You can probably use "ifelse" instead of a
2009 Jan 09
5
The R Inferno
"The R Inferno" is now on the Burns Statistics website at http://www.burns-stat.com/pages/Tutor/R_inferno.pdf Abstract: If you are using R and you think you're in hell, this is a map for you. Also, I've expanded the outline concerning R on the Burns Statistics 'Links' page. Suggestions (off-list) for additional items are encouraged. Patrick Burns patrick at
2005 Jan 03
3
spreadsheet addiction
There's a new page on the Burns Statistics website http://www.burns-stat.com/pages/Tutor/spreadsheet_addiction.html that looks at spreadsheets from a quality assurance perspective. It presents R as a suitable alternative to spreadsheets. Also there are several specific problems with Excel that are highlighted, including the status of statistical functionality in Excel. Patrick Burns Burns
2003 Dec 01
0
eigen anomaly
This is undoubtedly a bug, but I doubt that it is really down to R. Synopsis: a certain matrix causes eigen(symmetric=TRUE) to produce NaN's in some of the returned eigenvectors. This happens using SuSe 8.2 Professional and the precompiled R rpm (happens in both 1.8.1 and 1.7.1). I don't see it under Windows. To reproduce the bug: The matrix (75 by 75, about 45K) is in
2004 Oct 12
1
suggested minor clarification in fix help file
In the help file for "fix" in the Details section: I suggest that "when" be replaced by "in which case" so that the sentence reads: The name supplied as 'x' need not exist as an R object, in which case a function with no arguments and an empty body is supplied for editing. I'm looking at: platform i386-pc-mingw32 arch i386 os
2004 Nov 23
1
help.search('goodness of fit') is empty
In 2.0.1 the command help.search('goodness of fit') comes up empty. "ks.test" is what I was looking for, though perhaps there could be others? Patrick Burns Burns Statistics patrick@burns-stat.com +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and "A Guide for the Unwilling S User")