Re: [R] Colors in R

may be this is of some help http://research.stowers-institute.org/efg/R/Color/Chart/ _ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit me at: http://in.linkedin.com/in/ArunFRM _

Re: [R] About DCC-garch model...

Hi Marcin, I do not think you can just ignore the past period's estimate (or I misunderstood your statement?)(M)GARCH estimation is essentially an iterative procedure, therefore you need to have something as the starting value. Thanks, _ Arun Ku

Re: [R] About DCC-garch model...

Dear Windseav, I found that it is quite subjective because the effect of initial value will dilute after couple of time periods, hence whatever value you put there never matters. However I found that common practice is to put the unconditional variance/covariance/correlation for the first period. I

Re: [R] How to look up explanations for %in%?

?'%in%' Thanks, -- View this message in context: http://r.789695.n4.nabble.com/How-to-look-up-explanations-for-in-tp3235274p3235360.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.c

Re: [R] How to compare two square matrices

Dear Sabari, if you need a single number for comparison then there could be many options. You can calculate smallest absolute eigen value, or may be the determinant (i.e. a measure of volumn of matrices) or may be the smallest element in absolute term, depending on your research need. Thanks, --

Re: [R] R optimization and curve()?

See ?persp Also there are some really good examples on 3D plots in "rgl" package. Best, -- View this message in context: http://r.789695.n4.nabble.com/R-optimization-and-curve-tp2992244p2992998.html Sent from the R help mailing list archive at Nabble.com. _

Re: [R] Looking for a book/tutorial with the following context:

Patrick Burns has been my great source of resources in my R learnings. Most of the answers you would find from his stuffs only, see "http://www.burns-stat.com/";. However for functions and their executions/debugging related quires we might find John Chambers (http://www.springer.com/statistics/com

Re: [R] ARIMA models

To me what is looking most exotic is the different orders of integration of your models, which you are assuming starting from 1 through 5. All asymptotic results regrading the distribution of the model parameters based on the fact that original DGP has exactly 1 as the order of integration, becaus

Re: [R] Combinations

Dear , 15 is very big number for me (perhaps for R as well :() so I have tried following: mat <- expand.grid(rep(list(c("1", "X", "2")),4)); mat[mat[,3]=="2",] -- View this message in context: http://r.789695.n4.nabble.com/Combinations-tp2955065p2955338.html Sent from the R help mailing l

Re: [R] Converting a dataframe column from string to datetime

Is it okay with you? Reduce("rbind", lapply(lapply(v,function(x){strptime(x, "%a %b %d %H:%M:%OS %Y")}), as.character)) -- View this message in context: http://r.789695.n4.nabble.com/Converting-a-dataframe-column-from-string-to-datetime-tp2853709p2869793.html Sent from the R help mailing list a

Re: [R] Percentile rank for each element in list

Otherwise you can try following: x <- c(1,5,100,300,250,200,550,900,1000) which(x==quantile(x,0.25,type=3)) This will always return number within your vector. See further information with ?'quantile' Thanks and regards, -- View this message in context: http://r.789695.n4.nabble.com/Percentil

Re: [R] Help -normal distribution

try qnorm(40/200) -- View this message in context: http://r.789695.n4.nabble.com/Help-normal-distribution-tp2309730p2309735.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman

Re: [R] "super" class

Is this what you wanted? setClass("class1", representation(xc1="numeric", xc2="character")) setClass("class2", representation(cx1="character", cx2="numeric")) setClassUnion("combinedClass", c("class1","class2")) getClass("combinedClass") -- View this message in context: http://r.789695.n4.nab

Re: [R] Option pricing models

Did you explore the "fOptions" package? Apart from lot of in-build functionalities you would see there lot of good references on options pricing. Thanks, -- View this message in context: http://r.789695.n4.nabble.com/Option-pricing-models-tp2295760p2295842.html Sent from the R help mailing list

Re: [R] Correct statistical inference for linear regression models without intercept in R

What x and y represent? Are they non-stationary, trending? then you would get very high R2 (~97-99%) and very low p-value. Perhaps you land on the world of spurious regression. In this case forcing intercept to zero would not help you. Work with differenced series instead raw data. Thanks and re

Re: [R] fatal error: unable to restore saved data

I had the same problem sometime back and could not settled it out in factory condition. Then onwards I run R from command prompt and it works property. A little bit cumbersome work for me as double clicking on desktop icon doesn't work. Arun, -- View this message in context: http://r.789695.n4.

Re: [R] prettyR

Sorry if I could not understand your problem properly. Are you looking for this type of example? > assign(paste("x", 1, "level", sep=""), 4) > x1level [1] 4 Thanks, -- View this message in context: http://r.789695.n4.nabble.com/prettyR-tp2245115p2245210.html Sent from the R help mailing list

Re: [R] problem in using optim

just check whether some values in the parameter space forcing the log() function to apply logarithm on negative values !!! -- View this message in context: http://r.789695.n4.nabble.com/problem-in-using-optim-tp2133938p2133942.html Sent from the R help mailing list archive at Nabble.com. __

Re: [R] Matrix

Sounds like you are looking for Kronecker Product between two matrices. If it is the case, you may work with A %x% B, A, B are two defined matrices. -- View this message in context: http://r.789695.n4.nabble.com/Matrix-tp2133212p2133287.html Sent from the R help mailing list archive at Nabble.co

Re: [R] lapply - function with arguments

another thought possibly fn = function(n, a=1, b=3) return(n*(a+b)) sapply(1:3, fn) -- View this message in context: http://n4.nabble.com/lapply-function-with-arguments-tp1838373p1838506.html Sent from the R help mailing list archive at Nabble.com.

Re: [R] 4D plotting

3rd and 4th dimension can easily be accommodated in a 2d plot by using different color, shape of points etc. Therefore you can start with ggplot package. You might also want to look into here : http://had.co.nz/ggplot2/geom_point.html Best, Jared Nance wrote: > > Hello list, > Thanks in advanc

Re: [R] Statistical analysis

Rainfall data is widely accepted as Random walk process and hence it is non-stationary. Therefore if correlation or regression coef. is measured on raw data then you may land in the world of spurious measures. I would suggest you to check whether unit root is there in your data or not first. If it

Re: [R] help on vector auto-regressive model

Goodness to fit can be checked on looking at the PACF and/or ACF of estimated residuals. Also you might want to see how valid the normality assumption is on them. Generally joint normality is assumed on the data, so that innovation are multivariate white noise process. Luna Moon wrote: > > Hi

Re: [R] Confidence interval on parameters from optim function

Regrading your second question, I guess somehow you get undefined value like logarithm of zero of your target function for some unfortunate parameter values in the parameter space. Devred, Emmanuel wrote: > > Hi everyone, > > I have two questions: > > I would like to get confidence intervals