similar to: Log-Returns

Displaying 20 results from an estimated 700 matches similar to: "Log-Returns"

2007 Apr 19
2
Filtering
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2007 May 02
2
Sharpe-Ratio
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2007 May 13
2
Biplot
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2007 May 13
1
factanal
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2007 Apr 24
2
simulate values
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2007 May 12
4
Excel data into R
Hello to all, How can I make R read the data from an Excel sheet? thanks, ozlem [[alternative HTML version deleted]]
2007 May 10
4
Value at Risk
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2007 Feb 18
7
client disconnecting
Hi, I have two connections to the Internet. I implemented the load balancing as described in chapter 4.2 "Routing for multiple uplinks/providers" The problem that occurred is that the client applications like Yahoo Messenger or even PuTTY (SSH client) are loosing the connection very often. Does anyone experienced this problem? Does anyone knows an workaround for this problem?
2005 Dec 13
1
fSeries
I'm trying to use garchFit from fSeries, with Student or Skewed Student conditionnal distribution. Let's say that eps (vector) is my series of daily log-returns: data(EuStockMarkets) eps = diff(log(EuStockMarkets[,"CAC"])) library(fSeries) g = garchFit(series = eps, formula.var = ~garch(2,2), cond.dist = "dstd") s = g at fit$series All the coefficients are ok
2010 Sep 04
1
tail.matrix returns matrix, while tail.mts return vector
Hi I have a few problems with tail/head when applied to multiple time series. I'm not sure as whether I did not understand the function or whether it correspond to an unexpected behavior. When head(a,n) is applied on data.frame or matrix, it returns a data-frame or matrix with first n obs of *each* variable. When applied to a mts object, it returns first n obs of *first* variable only,
2008 Oct 22
1
R 2.8.0 qqnorm produces error with object of class zoo?
Dear list-reader, by running the following script: library(zoo) sessionInfo() search() packageDescription("zoo") data(EuStockMarkets) dax <- as.zoo(EuStockMarkets[1:10, "DAX"]) daxr <- diff(log(dax)) identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr))) qqnorm(coredata(daxr)) qqnorm(daxr) qqnorm() produces an error: > qqnorm(daxr) Fehler in if (xi == xj) 0L
2007 Feb 19
2
Calculating the Sharpe ratio
Hi useRs, I am trying to calculate the Sharpe ratio with "sharpe" of the library "tseries". The documentation requires the univariate time series to be a portfolio's cumulated returns. In this case, the example given data(EuStockMarkets) dax <- log(EuStockMarkets[,"FTSE"]) is however not the cumulated returns but rather the daily returns of the FTSE
2012 Dec 01
8
[Bug 57777] New: lcd screen of a laptop does not wake up after sleep
https://bugs.freedesktop.org/show_bug.cgi?id=57777 Priority: medium Bug ID: 57777 Assignee: nouveau at lists.freedesktop.org Summary: lcd screen of a laptop does not wake up after sleep QA Contact: xorg-team at lists.x.org Severity: normal Classification: Unclassified OS: All Reporter: alinm.elena at
2004 Aug 23
2
imq question
Hi I''ve a stupid question. How can I shape upload using IMQ? Instead of putting a rule in iptables in PREROUTING should i use POSTROUTING? And another question is, can I make routing rule based on ip addresses assigned by iptables to an imq device? The idea is, let''s say i have some rules in iptables like: -t mangle -A PREROUTING -s 192.168.0.0/16 -j IMQ --todev 0 Can i route
2004 Aug 26
2
ipfw core dump
Hi, This is the first time I've come across this: pid 11415 (ipfw), uid 0: exited on signal 11 (core dumped) The core dump landed in root's home directory in one of my jails. Has anyone seen this before? Should I be concerned? chkrootkit says nothing. (How trustworthy is its output? ;-) Thanks. Cheers. -- Ng Pheng Siong <ngps@netmemetic.com> http://firewall.rulemaker.net
2018 May 31
2
How to alpha entire plot?
I have two chromatograms I want plotted on the same axes. I would like the plots to be transparent, so the first chart is not obscured. I have tried adjustcolor(..., alpha.f=0.3), the problem is that my chromatogram is so dense with datapoints that they overlap and the entire graph just ends up a solid color. The second histogram still obscures the first. Consider this example: col1 <-
2012 Sep 05
2
cex.lab ignored in plot.zoo for multiple plots
Hello everyone, a problem with the plot.zoo function. In the parameters of the function, cex.lab is ignored. I tried to reduce the size of the yaxis labels by at least 50%. ------------------ Example: sample <- as.zoo(EuStockMarkets) par(las=1) plot.zoo(sample, plot.type="multiple", main="Time Series", xlab="Date", yaxt="n", cex.lab=0.5,
1997 Sep 16
9
browsing problem
I have managed to get it set up so that I can now use net commands to mount shares from my linux box onto my windows box. But I still don't see an icon for my linux box on the network niehborhood. I have waited and waited and tried what seems like everything but can't get that stupid icon to come up. Any ideas??? Scott
2012 Sep 09
5
qplot with many files (each one curve)
Hi, i would like to plot a few hundred .csv files. Each file contains one curve with x,y values to plot. I have been searching for "gnu r read many files qplot" and similar words. I found for loops that use assign to generate one variable containing a dataframe. When i uesed the classic "plot' command i could add the curves with something like for... {
2013 Nov 15
7
Subvolume creation returns file exists
Hello, We are using btrfs filesystems in our infrastructure and, at some point of time, they start refusing to create new subvolumes. Each file system is being quota initialized immediately after its creation (with "btrfs quota enable") and then all subfolders under the root directory are created as subvolumes (btrfs subvolume create). Over time, these subvolumes may also be