similar to: aggregateSeries and seriesData in R?

hi! i send again my question because there was a problem earlier that someone did not see my attached file. If you really can't download it, this is the attached file. Please help me how to convert this S plus file to R. Is there a quick method to do it? I don't have an S plus installer here. --------------------------------------------------- # Computes a possible choice for

hi! I would like to ask help how to generate numbers from g-and-h distribution. This distribution is like normal distribution but span more of the kurtosis and skewness plane. Has R any package on how to generate them? Any help will be greatly appreciated. Thank you so much! Form, Filame Uyaco --------------------------------- [[alternative HTML version deleted]]

What package is aggregateSeries in? It is referred to in the fCalendar document but I do not see it in the package.

Hi all I have some tick-by-tick data and I have calculated the intraday returns. I want to sum up the intraday squared returns to calculate the daily volatility(or daily variance). I know that the s-plus FinMerics has the function aggregateSeries function that can be apply to daily data: aggregateSeries(x, Fun, by="daily"), but the counterpart function in R:applySeries can not be apply

hi! i've tried to run this code in R using the VGAM package. I know it's not a good fit. But i encountered a problem in calling the estimated parameter values using fit$estimate. But the codes worked if i put the estimated values just like in this case: y.l <- dgpd(x, scale=0.979421685 , shape=-0.003183445 ) But not in this one: y.g <- dgpd(x, scale=fit$estimate[1],

hi! attached is an example of S file i got from the net. Can anyone help me how to convert it in R? Is there a quick method on conversion? I don't have S installer here. Thanks for the help. Filame ---------------------------------

I have a monthly price index series x, the related return series y = diff(log(x)) and a POSIXlt date-time variable dp. I would like to apply annual blocks to compute for example annual block maxima and mean of y. When studying the POSIX classes, in the first stage of the learning curve, I computed the maximum drawdown of x: > mdd <- maxdrawdown(x) > max.dd <- mdd$maxdrawdown > from

> S-Plus has the function AggregateSeries() whose name is self > explanatory. For instance one can derive monthly series from daily > ones by specifying end-of-period, averages, sums, etc. I looked for > a similar function in the packages "its" and "tseries", but found > nothing. I also help.searched() for aggregate to no avail. Would > anybody be so kind

Finmetrics (in S-PLUS) has teh functions "positions" (return the positions of an ordered data object). Is there an equivalent to it in Remtrics? I am applying it to teh data of a time series.

Full_Name: Shigeru Mase Version: 2.0.1 OS: Linux (Debian) Submission from: (NULL) (222.149.162.192) help.search("Mem") shows there is an object "Memory-limits" in the base package. But commads "Memory-limits", or "Memory-limits()", causes an error message: Error: Object "Memory" not found. In addition, help(Memory-limits) displays the document

Hello, I am just studying the following example from vignette: strucchange-intro, contineousely ending up in an error. This is the given code: 1. library(strucchange) 2. data(USIncExp) 3. if (!"package:stats" %in% search()) library(ts) 4. USIncExp2 <- window(USIncExp, start = c(1985, 12)) A.Modelling: coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2))

On Wed, Oct 28, 2020 at 15:06:51 +0100, daggs wrote: > Greetings, > > I was wondering what is the proper way to configure a scsi cdrom pass-through so in when the qemu line is generated, host_Cdrom will be used instead of host_device. > > looking at https://gitlab.com/libvirt/libvirt/-/blob/master/src/qemu/qemu_block.c#L1090, I see that hostcdrom must be true. > in order for

Two samba servers in one win domain Hello, all I have a such situation. I have a samba server (no.1, RH 7.0, samba ver.2.0.7) and I am running it a server years (and it's very reliable) for cca 50 users. Now I need to connect new samba server into present win domain (no.2, RH 7.2, samba ver. 2.2.3a). Both server are connected into one subnet vith the same netmask. And I did folow

Hi, The Integration with LEON (first part of my GSoC) is completed. http://atlas.lsc.ic.unicamp.br/~andre.lnc/theora_integration_with_leon3_full.png At the last week I had (leon3 + linux + libtheora) and (leon3 + send_vector_of_input + theora hardware) working ok. Firstly, I thougth that it just would be: http://atlas.lsc.ic.unicamp.br/~andre.lnc/theora_integration_with_leon3.png But it

Dear List, This inquiry probably does not directly pertain to R. I am using library(evir) to learn EVT. Based on my reading of things, it is my understanding that if one wants to calculate quantiles of GPD, one could use either riskmeasures() or qgpd(). However, using data(danish) as an example, the quantile estimates produced by riskmeasures() are considerably different from those produced by

Concerning the Rmetrics packages, (1) There is a _much_ better thing to do than >simply ... to remove the stuff related to MS Win from zzz.R; > in partricular the lines after if( .... ) to clear your message. > As you can see, the info relates to the WinMenu under MS Win. as Janusz Kawczak suggests, and that is to *wrap* the troublesome code in if

Greetings, I was wondering what is the proper way to configure a scsi cdrom pass-through so in when the qemu line is generated, host_Cdrom will be used instead of host_device. looking at https://gitlab.com/libvirt/libvirt/-/blob/master/src/qemu/qemu_block.c#L1090, I see that hostcdrom must be true. in order for that to be true, the following must be (see

Greetings to all -- I have a set of ~1300 radon measurements from homes across British Columbia in Canada. We have split these measurements into five groups according the the tectonic belt in which they fall, with N ranging from ~160 to ~600 measurements per group. The values are roughly log-normally distributed (1) overall and (2) within each group. For those areas where values are low I

Dear Sirs, I am working with a time series of financial data compiled in a csv file. When i tried to apply the findthresh funtion of the evir package to that data I got the following error messages (the second after transforming the list in a vector): "Error in as.double.default(x) : (list) object cannot be coerced to double" "Error in as.double.default(as.vector(port)) :

I am trying to use the evir package but I cannot find a way to change my excel csv files into R-objects, which are used in the package. In particular, I do not know how to change a csv list object into a numeric vector. Anybody done this before? Thanks in advance for your time. Vikentia [[alternate HTML version deleted]]