[R] How to do a target value search analogous to Excel Solver
Hi all,
i'm trying to find a solver possibility analogous to the Excel Solver in R.
Since i just started with R, I have only little knowledge. Can someone help
me by solving the problem?
I have the following 'starting position':
z = rnorm(1,0,1)
y <- function(x,z){2*x - 1 + z}
I am looking for a certain "x" in such a way that the result of the function
'y' equals 5.5
Thanks a lot!
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Re: [R] How to do a target value search analogous to Excel Solver
Works fine. Thanks for the quick reply!! -- View this message in context: http://r.789695.n4.nabble.com/How-to-do-a-target-value-search-analogous-to-Excel-Solver-tp3998347p3998729.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Counting the loop-round of a "for"-loop
Dear all,
i have daily stock prices for more than 10 years and want to compute annual
volatilities for certain dates during this period. Since i have found no
"easy" way to work with time data, the data presents itself in the structure
TIme Index - Stock Price
1 - 15,6
2 - 17
...
...
2010 - 28
2011- 28,5
...
4500 - 23
Since I want to have the volatility only for certain dates, I define these
dates in a vector
Deal_Dates <- c(500,600,700,805)
and use the for-command to calculate these specific volatities via
for(i in Deal_Dates){Volatility(i)}
My problem is now, that I want to save the results in a new matrix which i
created in the structure
results <- matrix(rep(NA,4*2),4,2) in a way that
Time Index - Volatility
500 - 0.55
600 - 0.44
700 - 0.45
805 - 0.66
is stored in the results matrix.
How can I save the result of each for-loop in the matrix? I want the
respective Time-Index of the loop to be put in the first column and the
volatility in the second column. Since my vector for the for-loop consists
of "random" values for the Time-Index, i can't write
resultsl[i,1] = Time Index and
results[i,2] = Volatility
I am looking for something that gives me the current round or iteration of
the for-loop in order to replace the "i" in adressing the cells of the
result matrix.
Hope you can help!
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Re: [R] Counting the loop-round of a "for"-loop
It seems to work. Simple and effective! Thanks! -- View this message in context: http://r.789695.n4.nabble.com/Counting-the-loop-round-of-a-for-loop-tp4381319p4381780.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Package "demography" - calculating quintiles of survival probabilities
Hi, I am using the package "demography" from Rob Hyndman for the Lee-Carter-Model. It is an amazing powerful tool but I am struggling with one issue: *I want to compute different quintiles for the cumulative survival probability derived from the Lee-Carter-Forecast (e.g. the 50%-quintile, 75%-quintile and 99%-quintile) for the next 10 years. * I am sure the package possess this functionality but I didn't find any way to calculate quintile values. Hope you can help me! Thanks Jonas -- View this message in context: http://r.789695.n4.nabble.com/Package-demography-calculating-quintiles-of-survival-probabilities-tp4573570p4573570.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Package "demography" - calculating percentiles of survival probabilities distribution
Hi, I am using the package "demography" from Rob Hyndman for the Lee-Carter-Model. It is an amazing powerful tool but I am struggling with one issue: I want to compute different percentiles of the survival probability distribution derived from the Lee-Carter-Forecast (e.g. the 50%tile, 60%tile, 75%tile and 99%tile) for each of the next 10 years. Is there any possibility to retrieve these "attachment points"? I am sure the package possess this functionality but I didn't find any way to calculate percentile values. Hope you can help me! Thanks Jonas -- View this message in context: http://r.789695.n4.nabble.com/Package-demography-calculating-percentiles-of-survival-probabilities-distribution-tp4575145p4575145.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Package "demography" - calculating percentiles of survival probabilities distribution
Hi David, thanks for your patience and your comment. Unfortunately, your code - if I understood it correctly - is still not what I am looking for. I try to describe an example as you suggested: I assume that the Lee-Carter-Forecast-Modell generates different sample paths or simulation runs, e.g. 1000 simulations. Within each simulation, a mortality table is generated for all covered ages (0-100 in my case) and a forecast period for x years. What I am looking for is a possibility to extract percentiles from these sample paths or simulations, for example: What is the 50%tile (or 75%tile, 80%tile, 95%tile etc.) survival probability of a (for example) 65 year old person in the first forecast year (FCY1) based on the 1000 simulations or sample paths. Now I want to let this 65 year old person age for the next 10 years that means --> What is the 50%ile (or 75%tile, 80%tile, 95%tile etc.) survival probability of a 66 year old person in FCY2 --> What is the 50%ile (or 75%tile, 80%tile, 95%tile etc.) survival probability of a 67 year old person in FCY3 --> What is the 50%ile (or 75%tile, 80%tile, 95%tile etc.) survival probability of a 68 year old person in FCY4 ... and so on. Sorry, I dodn't know better to describe my problem. Hope you can help! Thanks in advance and have a nice weekend! Best Jonas -- View this message in context: http://r.789695.n4.nabble.com/Package-demography-calculating-percentiles-of-survival-probability-distribution-tp4575145p4576203.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
