similar to: Credit Migration Matrix

Dear Users, I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess. By t-GARCH I want to mean that: e_t=n_t*sqrt(h_t) and h_t=ct2+a*(e_t)^2+b*h_t-1. where n_t is a random variable with t-Student distribution. If someone could give some guidelines, I can going developing the model. I did it in matlab, but the loops

Hi Folks, Please, when I ask the option reg.line at the scatterplot in package car, the OLS models includes a constant? If not how can I do it sing the following code: scatterplot(lfirms ~ lscale, data=dataset, reg.line=lm, smooth=FALSE, labels=FALSE, span=0.5, xlab="Relative Plant Fixed Cost", ylab="Relative Number of Firms", pch=c(18),

# Hi all, # consider the following code (please, run it: # it's fully working and requires just few minutes # to finish): require(CreditMetrics) require(clusterGeneration) install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org",

Dear R helpers   I am working on the credit risk default data and am referring to "An introduction to Credit Risk Modelling" by Christian Bluhm. The literature affirms that 'the default frequencies grow exponentially with decreasing credit worthiness'.   I have a data of rating wise default frequencies. The idea is to fit exponentail of the type Y = a * exp( b*X ) where Y is

Dear All, Following Zhang instructions I add the environmental variables, but now I receive the following message: > library(tcltk) Error in firstlib(which.lib.loc, package) : Can't find a usable init.tcl in the following directories: { C:\tcl\lib\tcl8.3} This probably means that Tcl wasn't installed properly. Error in library(tcltk) : .First.lib failed I'm using R Win

Hi, I'm trying to plot the forecasts I generated using the Plot.Fore function of the BootPR package. But I got an error from zoo: My data: Time Series: Start = 1 End = 18 Frequency = 1 [1] 38731 38628 39117 92809 71984 31226 58613 72360 107956 92066 [11] 95208 99098 95848 120383 110717 105680 98469 101916 Script: y1<-ts(y1);

Dear Users, Can I perform panel data (fixed effects model) out of sample forecasts using R? Thanks in advance, Ricardo. [[alternative HTML version deleted]]

Hi, I have recently use the strucchange package in R with a single time series observation. I found it extremely useful in the testing of change points. Now, I am thinking of using the strucchange package with panel data (about 500 firms, with 73 monthly time series observations each). For each firm, I have to conduct the Fstats and breakpoints tests. Based on the test of each firm, I have to

Hi Keir, csched_load_balance is used to see if there are higher privileged vcpu in other physical processors'' runnable queue, if there is, then migrate this vcpu to this physical processor. But at following scenario, this vcpu migration is unnecessary. 1. idle_vcpu0 is running on lp0, hvm_vcpu is in lp0''s runnable queue, this happens when hvm_vcpu is just being woken up, 2.

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Hi All, Could someone tell me if R can read the .sdd data file from s-plus? Thanks Rick -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 subject !) To: r-help-request at

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Modified function runq_candidate in the credit 2 scheduler to have it consider hard and soft affinity when choosing the next vCPU from the run queue to run on the given pCPU. Function now chooses the vCPU with the most credit that has hard affinity and maybe soft affinity for the given pCPU. If it does not have soft affinity and there is another vCPU that prefers to run on the given pCPU, then as

Hi!   I have been reading lots of queries regarding logistic regression as well as Credit scoring model and the related replies, which I must admit are full of wisdom and help us to understand where do we stand. The contributions of Frank E Harrell Jr, etc are invaluable. Incidentally I am also trying to work on Credit scoring model and initially I tried to use the multiple regression etc. and now

1 down vote favorite my problem is the following: I am using the R SNA package for social network analysis. Lets say, my starting point is an edgelist with the following characteristics. Every row contains a firm name, the ID of a project they are involved and further characteristics, let's say the projects year. Firms can be in several projects, and one project can consist of a

Dear Community I have a large dataframe x as follows with common ids but different names: > x <- data.frame(ID = c(1,1,2,2,2,3,3), + Name = c("B Branch A Firm ","A Firm","B Firm","B Firm","B Firm C Branch","C Firm","C Firm A Branch") + ) > x ID Name 1 1 B Branch A Firm 2 1 A Firm 3 2

On Tue, Sep 03, 2019 at 12:38:02AM -0400, Michael S. Tsirkin wrote: > On Wed, Jul 17, 2019 at 01:30:27PM +0200, Stefano Garzarella wrote: > > In order to reduce the number of credit update messages, > > we send them only when the space available seen by the > > transmitter is less than VIRTIO_VSOCK_MAX_PKT_BUF_SIZE. > > > > Signed-off-by: Stefano Garzarella

After I source an R code, how can I call the function? Thanks Rick --- Outgoing mail is certified Virus Free. Checked by AVG anti-virus system (http://www.grisoft.com). Version: 6.0.350 / Virus Database: 196 - Release Date: 17/4/2002 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send

Hi All , I am using older xen version xen-3.0.2 which supports BVT and SEDF scheduler I want to add credit and boost credit scheduler support in xen-3.0.2 . Please let me know if any (Credit scheduler) patch is available for xen-3.0.2 Thanks, Akhilesh _______________________________________________ Xen-users mailing list Xen-users@lists.xensource.com http://lists.xensource.com/xen-users

This series makes the credit mechanism implemented in the virtio-vsock devices more robust. Patch 1 sends an update to the remote peer when the buf_alloc change. Patch 2 prevents a malicious peer (especially the guest) can consume all the memory of the other peer, discarding packets when the credit available is not respected. Stefano Garzarella (2): vsock/virtio: send a credit update when