similar to: Numerical PDE Solver

Hi, Suppose I have an arbitrary function: arbfun<-function(x) {...} Is there a robust implementation of a numerical derivative routine in R which I can use to take it's derivative ? Something a bit more than simple division by delta of the difference of evaluating the function at x and x+delta... Perhaps there is a way to do this using D or deriv but I could not figure it out.

Hi, Is there a way to send an ESC command to the console from within a script window, without using the mouse ? Thanks, Tolga

Hi there, Is there an implementation of the Gaveh Stehfest algorithm in R somewhere ? Or some other inversion ? Thanks, Tolga

Dear R Users, Does anyone know of a package which can generate random realisations of a double-exponential jump diffusion process with a drift ? Something where I can specify the likelihoods of an up or a down jump, the drift rate, and the mean size, and get back a vector of realisation of the process (for purposes of a Monte-Carlo). Kind regards, Tolga

Hi there, I have a function which has a variable called show as an input: richardson.grad <- function(func, x, d=0.01, eps=1e-4, r=6, show=F){ # do some things if(show) { cat("\n","first order approximations", "\n") print(a.mtr, 12) } #do more things and return } The show variable is being used as a flag to show intermediate

Dear R Users, Anyone know of a version of Rbbg compiled for R 2.15.2 . The current version does not appear to work with 2.15.2 > install.packages("Rbbg", repos = "http://r.findata.org") Installing package(s) into ?C:/Users/t_uzu_000/Documents/R/win-library/2.15? (as ?lib? is unspecified) Warning: unable to access index for repository http://r.findata.org/src/contrib

Hi, Having a weird problem with the integrate function. I have a function which calculates a loss density: I'd like to integrate it to get the distribution. The loss density function is: lossdensity<-function(p,Beta,R=0.4){ # the second derivative of the PDF # p is the default probability of the pool at which we are evaluating the lossdensity # Beta is the correlation with the market

Dear all, Does any know how to solve PDE with R? The archive list refers to the use of ODE if PDE are parabolic. I am not a mathematician and this does not mean anything for me! help would be very appreciated. Many thanks -- ___________________________________________________ Christophe NGUYEN UMR 1220 INRA-ENITAB Transfert sol-plante et cycle des ?l?ments min?raux dans les ?cosyst?mes

Ah... I searched for half an hour for this function... you know, the help function in R could really be a lot better... But wait a minute... looking at this, it appears you have to pass in an expression. What if it is an unknown function, where you only have a handle to the function, but you cannot see it's implementation ? Will this work then ? -----Original Message----- From: Berton Gunter

Hi, Am sure this is a trivial question but for some reason, haven't been able to figure it out. I want to bucket data in a vector, and then iterate over the buckets. Say the data set is: > cleandata[,4] [1] 26 26 26 26 26 26 26 26 26 26 26 26 61 61 61 61 61 61 61 61 61 61 61 89 89 89 89 89 89 89 180 180 180 180 362 544 544 544 [39] 544 544 544 544 544 544

Dear R Users, I am working in an environment in which I am not able to compile any code. Sad, but true. Is there a Windows 32-bit version of 2-15.2 anywhere ? I am currently unable to use packages Matrix and mgcv because they appear to have been compiled for 2-15.2 but only 2-15.1 is available for download from the regular CRAN websites. Thanks in advance, Tolga This email is confidential and

Hi Folks, Has anyone been able to get rmpi to work under windows ? Thanks, Tolga Please follow the attached hyperlink to an important disclaimer <http://www.csfb.com/legal_terms/disclaimer_europe.shtml> ============================================================================== Please access the attached hyperlink for an important electronic communications disclaimer:

Dear R Users, How can I prevent solve.Qp from printing the solution progress ? Thanks in advance, Tolga This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at

Dear R Users, I am attempting to place a title to a graph with multiple plots that should go across the top of all the graphs, and not just one of them. I am using mfrow in par to plot. Can anyone suggest if and how this could be done ? Thanks in advance, Tolga

Dear R Users, I am on Windows XP SP2 platform, using R version 2.7.2 . I was wondering if there is a way to find out, within R, the number of CPU's on my machine ? I would use this information to set the number of nodes in a cluster, depending on the machine. Sys.info() and .Platform do not carry this information. Thanks in advance, Tolga Uzuner Generally, this communication is for

Hi, I am trying to plot multiple lines on a graph. The function is particularly simple: sigma<-function(lambda) atm-2*rr*(lambda-0.5)+16*str*(lambda-0.5)^2 which uses the variables atm, rr and str... I define these as such: atm<-0.4 rr<-0.2 str<-0.1 and this plots fine: plot(seq(0.01,0.99,0.01),sigma(seq(0.01,0.99,0.01)),ylim=c(0,1)) Now, I want to plot the same function for

Dear R-Users, I am looking for a way to get legends placed automagically in an empty spot on a graph. Additional complication comes through my useage of multiple graphs on the same plot through mfrow. Is there a way to achieve this in R ? I have legends for each of the sub-plots. Many thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not

Hi, I have been trying to do numerical differentiation using R. I found some old S code using Richardson Extrapolation which I managed to get to work. I am posting it here in case anyone needs it. ######################################################################## richardson.grad <- function(func, x, d=0.01, eps=1e-4, r=6, show=F){ # This function calculates a numerical approximation

Hi, I defined corr to be a function, not realising that this was also the name for correlation in package=boot. How do I explicitly call the corr function within package boot (so, scope up over the current frame, I guess is another way of saying it) without removing my new corr function ? Thanks, Tolga Please follow the attached hyperlink to an important disclaimer

Dear R Users, I am trying to get plot.zoo to place monthy tickmarks/labels for a time series which spans daily data going back a bit over a year. Right now, I am getting only one tick mark on the x-axis for the beginning of 2008. How can I force plot.zoo to place more regular x-axis tick marks on a monthly basis ? Thanks in advance, Tolga Generally, this communication is for informational