similar to: Quantitative Risk Management by McNeil

What is 1. par.ests <- optimfit$par 2. fisher <- hessb(negloglik, par.ests, maxvalue=maxima); 3. varcov <- solve(fisher); 4. par.ses <- sqrt(diag(varcov)); Thanks a lot, fit.GEV <- function(maxima) { sigma0 <- sqrt((6. * var(maxima))/pi) mu0 <- mean(maxima) - 0.57722 * sigma0 xi0 <- 0.1 theta <- c(xi0, mu0, sigma0) #10/5/2007: removed assign() for maxima.nl

Hi, I am having some problems with gigFit and would like confirmation on other platforms; mine is mint; basically Debian. Although I got a good fit for the density function with the GIG equation in another curve fitting program, I would really like to use R's tools for confidence intervals and manipulations; but the problems below make me uneasy. Problem one (from examples with parameter

Problem: I am trying to get the histogram and box plot x axis to match. I?ve tried using the expand_limits function to make the axis match but that didn?t make the axis match. The histogram?s axis are still consistently larger than the ones for the box plot (though the function did help). Does anyone have a suggestion as to what I should do instead? Background: I am building a Shiny app that

Greetings guRus -- If a variable, e.g., 'varname', is a character string, e.g. varname <- "datavector", and I want to apply a function, such as table(), to datavector, what syntax or method will do so using only the variable varname? This seems similar to indirect addressing, but I have not seen a method for it in the R manuals. Is there a general name for such indirect

First, here's the problem I'm working on so you understand the context. I have a data frame of travel activity characteristics with 70,000+ records. These activities are identified by unique chain numbers. (Activities are part of trip chains.) There are 17,500 chains. I use the chain numbers as factors to split various data fields into lists of chain characteristics with each element of

Dear all I am trying to compare the performances of several methods using the AUC0.1 and not the whole AUC. (meaning I wanted to compare to AUC's whose x axis only goes to 0.1 not 1) I came to know about the Mcneil Hanley test from Bernardo Rangel Tura and I referred to the original paper for the calculation of "r" which is an argument of the function cROC. I can only find the

for learning purposes and also to help someone, i used roger peng's document to get the mle's of the gamma where the gamma is defined as f(y_i) = (1/gammafunction(shape)) * (scale^shape) * (y_i^(shape-1)) * exp(-scale*y_i) ( i'm defining the scale as lambda rather than 1/lambda. various books define it differently ). i found the likelihood to be n*shape*log(scale) +

I'm getting unexpected results from the coxph function when using weights from counter-matching. For example, the following code produces a parameter estimate of -1.59 where I expect 0.63: d2 = structure(list(x = c(1, 0, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 1, 0, 0, 1, 0, 1, 0, 1, 0, 1), wt = c(5, 42, 40, 4, 43, 4, 42, 4, 44, 5, 38, 4, 39, 4, 4, 37, 40, 4, 44, 5, 45, 5, 44, 5), riskset =

Can anyone advise me on some pratical papers or books On Gaussian Copulas? Anything in the genre of Copulas Dummies Would be a help. As simpe, and approachable with minimal pedantic style. Thanks, Neil -------------------------------------------------------- This information is being sent at the recipient's reques...{{dropped:16}}

Dear RUsers, I am new to R. I am learning how to use R. I am a PC user and run R on windows. I would appreciate if some one could guide me on a few questions I have: 1) I have 4 cel files (2 replicates for NORM and Disease resp). I have been able to run siggenes on this dataset where I have 4 labels in the class file groupsnhi.cl op-> (0,0,1,1) and my data has been read into datrmanhi after

Dear all, I'd like to find the mle esttimates using the mle function mle(negloglik, start = list(), fixed=list(), method="..."). I am using the L-BGFS-B method and I don't supply the gradient function. Is there a way to print the gradients found at the solution value? I am using R-1.9.1 on Windows and on Unix. Thank you in advance, Victoria Landsman. [[alternative

Hi, I want to automatically fit variograms to a large number of different sample data sets, and call the funtion "likfit" (in package geoR) from within a for-loop. "likfit" does again call "optim". After ssuccessfully fitting variograms to some of the data sets, the procedure crashes and I get the error message: Error in optim(par = ini, fn = negloglik.GRF,

Hi, I am having real problems downloading the package 'QRMlib'. The tar.gz file is shown here: http://cran.r-project.org/src/contrib/Archive/QRMlib/ I have downloaded this to my local folder and entered the following command: nstall.packages("myLocalFolder/QRMlib_1.4.5.1.tar.gz", repos = NULL) but I am getting the following error message Installing package(s) into

Dear all, I'd like to find a minimum of (-loglik) function which is a function of k parameters. I'd like to run the minimization algorithm for the different subsets of the parameters and assign the fixed values to the complementary subset. How should I define my (-loglik) function such that it can be passed to the optim or other optimization function? Much thanks for any suggestions.

What is the problem here? I did an install package from the Rgui menu. Windows Vista <SNIP> trying URL 'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.9/mvtnorm_0.9-8.zip' Content type 'application/zip' length 236089 bytes (230 Kb) opened URL downloaded 230 Kb trying URL 'http://cran.cnr.Berkeley.edu/bin/windows/contrib/2.9/QRMlib_1.4.4.zip' Content type

I created a EM algorithm for Generalized hyperbolic distribution. I want to estimate mutheldaplus, sigmatheldaplus, betasigmaplus in my code. After getting use these value , then my iteration have to be begin of this code. But I can not to do iteration part. Can you help me use my code and get iteration ? Do know any useful code for EM algorithm for Generalized Hyperbolic library(QRMlib)

I' ve seen that several people are looking for a function that creates a barplot with an error indicators (I was one of them myself). Maybe you will find the following code helpful (There are some examples how to use it at the end): # Creates a barplot. #bar.plot() needs a datavector for the height of bars and a error #indicator for the interval #many of the usual R parameters can be set:

Hello dear R-helpers, I'm working with R-2.15.2 on Windows 7 OS. I'm stucked with a merge of two data frames by characters. In each data frame I got two different list of names, that is my main-key to be merged. To figure out what I'm saying, I build up a modified "?merge" example, with errors by purpose: # Data for authors: authors <- data.frame( surname =

Dear RUsers, I am new to R. I am learning how to use R. I am a PC user and run R on windows. I would appreciate if some one could guide me on a few questions I have: 1) I have 4 cel files (2 replicates for NORM and Disease resp). I have been able to run siggenes on this dataset where I have 4 labels in the class file groupsnhi.cl op-> (0,0,1,1) and my data has been read into datrmanhi after

since upgrading to 1.1.4 (I had been running without issue on a git snapshot), I''m noticing that my filter actions initiated from application.rb seem to be running twice. I created a test rails project with the rspec scaffold and am also seeing the same behavior here too. Adding this code to application.rb: before_filter :foo def foo "foo" end and an example