similar to: calculating IRR (accounting) in R

Hi, I am new to R, and as a first exercise, I decided to try to implement an XIRR function using the secant method. I did a quick search and saw another posting that used the Bisection method but wanted to see if it was possible using the secant method. I would input a Cash Flow and Date vector as well as an initial guess. I hardcoded today's initial date so I could do checks in Excel.

>Message: 41 >Date: Sun, 08 Jan 2006 13:52:33 +1100 > From: paul sorenson <sourceforge@metrak.com> >Subject: Re: [R] Wikis etc. >To: Frank E Harrell Jr <f.harrell@vanderbilt.edu>, r-help > <r-help@stat.math.ethz.ch> >Message-ID: <43C07E71.3040303@metrak.com> >Content-Type: text/plain; charset=ISO-8859-1; format=flowed > >Frank E Harrell Jr

hi: could someone please point me to a function that allows me to solve general non-linear functions? > irr.in <- function(r, c1, c2, c3 ) { return(c1+c2/(1+r) + c3/(1+r)^2); } > solve.nonlinear( irr.in, -100, 60, 70 ); 0.189 If someone has written an irr function, this would be helpful, too---though not difficult to write, either. thanks for any pointers. Regards, /iaw

What is the recommended way to convert/coerce and integer to a POSIXct please? d <- as.POSIXct(Sys.Date()) i <- as.integer(d) as.POSIXct(i) Error in as.POSIXct.default(i) : do not know how to convert 'i' to class "POSIXlt" This appears to be the behaviour in 2.3.1 and 2.4.0 on windows XP. I have tried searching on this and found as.Date.integer in package zoo which

The irr package seems to install correctly: > install.packages("irr") trying URL 'http://cran.us.r-project.org/src/contrib/irr_0.61.tar.gz' Content type 'application/x-tar' length 13848 bytes opened URL ================================================== downloaded 13Kb * Installing *source* package 'irr' ... ** R ** data ** help >>>

I have some time stamped events that are supposed to be unrelated. I have plotted them and that assumption does not appear to be valid. http://metrak.com/tmp/sevents.png is a plot showing three sets of events over time. For the purpose of this exercise, the Y value is irrelevant. The series are not sampled at the same time and are not equispaced (just events in a log file). The plot is

Hi, all There are 62 samples in my data and I tested 3 times for each one, then I want to use ICC(intraclass correlation) from irr package to test the consistency among the tests. *combatexpdata_p[1:62] is the first text results and combatexpdata_p[63:124] * is the second one and *combatexpdata_p[125:186]* is the third. Here is the result:

Hello, fellow R-users. Let me describe the setup first. I have a data.frame, a sample of which is reported below: Company.Name Periods Returns MFR.Factor 350 Wartsila Oyj A 1996-07-31 6.82 0.02 351 Custodia Holding AG 1996-07-31 4.15 -0.02 352 Wartsila Oyj 1996-07-31 7.73 0.09 353 GEA Group AG

I have an asterisk server running on Redhat 8.0 with a Digium TDM400P w/4 FXO modules (TDM04P) There are 2 lines going into the Digium card. One line is a Vonage digital line, and the other line is a Comcast voice line. I have a SIP Grandstream 100 phone connected to the Asterisk server. I also have IAX configured with FWD. The problem is that on occasionally, after talking for about 20

Hello. A few weeks ago, I need to calculate the Internal Rate of Return for irregular intervals. There is the package 'financial', with the function 'cashflow', calculating irr for regular intervals. So I developed xirr, managing irregular intervals, that's accepting a vector of dates as xirr Excel function. You can find the code at

Dear Profs. Ripley & Gamer, Thanks a lot for your prompt answer and your advice. Indeed, I managed to track the bug by launching R from the c-shell instead of the Mac GUI. In that case, after typing > library(irr) I obtained the following error message: > Erreur dans parse(file, n, text, prompt) : syntax error at > 653: irr.name =3D "R > Erreur : unable to load R code in

Hi Cristian, I don't know about a R routine for exact CIs, but I found a function called "ageadjust" using a gamma distribution approximation some time ago -take a look at http://medepi.org/epitools/rfunctions/index.html. That Webpage seems a bit outdated now, but the calculations given in the ageadjust functions should still work, I think. Maybe this helps; regards Heinrich.

Hi there, Could anyone please help me to understand what should be done in order not to get this error message: Error: evaluation nested too deeply: infinite recursion / options(expressions=)? Here is my code: determinant<- function(x){det(matrix(c(1.0,0.2,0.5,0.8,0.2,1.0,0.5,0.6,0.5,0.5,0.5,1.0,x,0.8,0.6,x,1.0),ncol=4,byrow=T))} matrix<-

I have a frame which contains 3 columns: "date" "defectnum" "state" And I want to get the most recent state change for a given defect number. date is POSIXct. I have tried: aggregate(ev$date, by=list(ev$defectnum), max) Which appears to be working except that the dates seem to come back as integers (presumably the internal representation of POSIXct). When I

I would like to create a family of barplots with the same xlimits. Is there a way to "read" the xlimits from the first graph so I can apply it to the subsequent ones? I have tried just taking the min and max of the x data and the plot doesn't show. cheers [[alternative HTML version deleted]]

I am using R in Windows. I see that I will have to use batch processes with R. I will have to read and write text files, and run some R code; probably some external code too. I have never done scripting. Is there any document that explains simple steps with examples? I also have heard that Python is a good scripting language. Is it worth the effort? (I do not have too much free time, so if I could

The formatting of the IO-APIC debug key info has niggled me for a while, and with the latest interrupt bug I am chasing, has finally motivated me to fix it. The attached patch causes all columns to line up, and removes the comma which served no purpose in combination with the spaces already present. -- Andrew Cooper - Dom0 Kernel Engineer, Citrix XenServer T: +44 (0)1223 225 900,

Dear all, in the package its the print() method does not seem to correctly work in all circumstances: > selectMethod(print, "its") Method Definition: function (x, ...) { print(x@.Data <mailto:x@.Data> , ...) } <environment: namespace:its> Signatures: x target "its" defined "its" > fundPME.lst[[1]]$irr An object of

Hi, I have two sets of sensitivity, specificity, positive predictive value, and negative predictive value, and accuracy from two tests on the same subjects. Is there an R package that does such paired comparisons? Thanks, Gang Chen

I know enough about R to be dangerous and our marketing people have asked me to "automate" some reporting. Data comes from an SQL source and graphs and various summaries are currently created manually in Excel. The raw information is invoicing records and the reporting is basically summaries by customer, region, product line etc. With function such as aggregate(), hist() and pareto()