similar to: Pseudo R for Quant Reg

Dear R-Users, How can I compute simple moving averages from a time series in R? Note that I do not want to estimate a MA model, just compute the MA's given a lenght (as excel does). Thanks ________________________________________ Ricardo Gonçalves Silva, M. Sc. Apoio aos Processos de Modelagem Matemática Econometria & Inadimplência Serasa S.A. (11) - 6847-8889 ricardosilva@serasa.com.br

Dear User, I got the following error running a regression quantile: > rq1<-rq(dep ~ ., model=TRUE, data=exo, tau=0.5 ); > summary(rq1) Erro em rq.fit.fnb(x, y, tau = tau + h) : Error info = 75 in stepy: singular design Any hint about the problem? Thanks a lot, ________________________________________ Ricardo Gon?alves Silva, M. Sc. Apoio aos Processos de Modelagem Matem?tica

Dear Users, I loaded my dataset as following: presu <- read.table("C:/_Ricardo/Paty/qtdata_f.txt", header=TRUE, sep="\t", na.strings="NA", dec=".", strip.white=TRUE) dep<-presu[,3]; exo<-presu[,4:92]; When I try: rq(dep ~ exo, ...) or mle.stepwise(dep ~ exo, ...) I got the same error: > rq(dep ~ exo) Error in model.frame(formula, rownames,

Hi, I load my data set and separate it as folowing: presu <- read.table("C:/_Ricardo/Paty/qtdata_f.txt", header=TRUE, sep="\t", na.strings="NA", dec=".", strip.white=TRUE) dep<-presu[,3]; exo<-presu[,4:92]; Now, I want to use it using the wls and quantreg packages. How I change the data classes for mle and rq objects? Thanks a lot,

Position details * 12 month contract for a leading asset management company. Position based in London. Experience * Analyst required with a background of statistical software, ideally S-Plus, and a quantitative methods. Knowledge * Detailed knowledge of the investment management business * Knowledge of S-Plus or similar statistical software *

Position: Software Developer/Quantitative Analyst - New York - Fixed Income We are searching for a software developer with 3 to 6 years experience in software design and implementation. Qualified candidate should have superior quantitative skills, disciplined programming habits, and extensive knowledge of fixed income products and technology platforms. Candidate will work closely with front

Several of R's p/d/q/r (probability/density/quantile/random.number) functions have argument names different from the ones S(-plus) uses [e.g., pf(.), rbinom(.)]. Does everyone agree that we want to become compatible here? Any volunteer for changing this in R? If you do, please give us/me a not, and please get a current snapshot of the R development version from

Greetings, Does anyone know if R-Quant, http://www.smartquant.com/ an outgrowth of the statistical package "R"? Bill Vedder -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the

Jean-Daniel Dubois Snoop@cgocable.ca Pr?pos? Multim?dia Multimedia Employee Cog?co C?ble Canada Inc. 1 877 727-4387 1 819 375-7274 -----Message d'origine----- De : Snoop [mailto:snoop@cgocable.ca] Envoy? : 19 novembre, 2001 20:08 ? : samba-admin@lists.samba.org Objet : why is samba more performant with 8 MB buffer (which algorith is used) Hi im doing a project on samba and its global

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Hello, I would like to get help on the instalation of R. I have too few free space in my pc hard disk. So I wonder if it is possible to install R on an external removable hard drive. Can it be done? How should I proceed? Thank you for your help. best regards, Francisca A. S. dos Santos Bronner --

I would like to know if someone has done work on trees with multivariate response. I need something like rpart but for vector responses. If someone has code that he/she is willing to share, I would be grateful. If not, even guidelines for writing my own starting from rpart would be welcomed. ft. -- Fernando TUSELL e-mail: Departamento de

Hi, all Does anybody know if it is possible to include TeX-style formulae in R plots? The aim is to export such plots to LaTeX documents using the postscript() device. Many thanks in advance, Alberto Munoz --------------------------------------------------------------------- Alberto Munoz Phone: +34-91- 624 95 79 Dpto. de Estadistica y Econometria Fax: +34-91- 624

Hello, I need to include C (or C++)-Code in R. I'm searching for a tutorial, how to do this. It is only a very small algorith (one function). Using google, I read somethig about including dll-Files and so on (on windows). Is there no possibility to include a C-File directly?!? -- View this message in context: http://www.nabble.com/C-Code-in-R-%28running-Windows%29-t1205196.html#a3182004

Dear all, I am using the nlsLM function to fit a Lorentzian function to my experimental data. The LM algorithm should allow to specify limits, but the upper limit appears not to work as expected in my code. The parameter 'w', which is peak width at half maximuim always hits the upper limit if the limit is specified. I would expect the value to be in-between the upper and lower limit with

hello! one thing i'd like to see in OpenSSH is (optional) IDEA algorith support. this would be useful especially in an environment which has a mix of old ssh v1.2.x and OpenSSH installations. according to Ascom non commercial use of IDEA is free (http://www.ascom.com/infosec/idea.html). also, there are countries (e.g. Finland) where IDEA is not patented. here's a patch suggestion for IDEA

Hello... I want to ask you something about your software implementation of MDF filter with DTD machanism. (mdf.c speex_echo.h files) My questions are: 1. What are theoretical (using in your articles) equivalents of index symbols from your program? 2. Could you describe or give me an algorith which was using during software implementation of the MDF+DTD 3. How I could freeze MDF by means of DTD

Hello everyone, I'm a student at the Universtiy of Delaware, and will be soon starting some research on the effects of lossy audio compression on speech sounds. I will be preforming test with both mp3 and vorbis. First of all, if I use the '--ogg' switch to lame, does lame use GPSYCHO to encode the wave, or some other psychoacoustic model (perhaps one designed for

I've been playing around with some ways to tighted up our AVX specification and have hit upon a nice way to reduce a bunch of code. Unfortunately, right now TableGen can't handle it. Here's a simple example of what I want to do: class Data<string n, int v> { string Name = n; int Value = v; } // Define some objects usable as arguments. def X : Data<"X", 1>;

Hello all, Although i'm aware that version 1.0.15 is rather old, that's what is used in Lenny, so... Either way, the setup is rather simple, regular dovecot install, with maildirs residing on a "local" ext3 filesystem accessed through FC to a SAN (2Gbps link). The server has 2 cores (with HT), so "almost" 4 cores and 3GB of ram. A couple weeks ago we had a major