r
understanding of differing values it makes sense to provide
the list at least with an online description of the
corresponding functions used in Minitab and SPSS…
>
> Best
> Simon
> On 03 Dec 2014,
at 10:45, Katherine Gobin via R-help
wrote:
>
>> Dear R
forum
>>
Dear R forum
I sincerely apologize as my earlier mail with the captioned subject, since all
the values got mixed up and the email is not readable. I am trying to write it
again.
My problem is I have a set of data and I am trying to fit some distributions to
it. As a part of this exercise, I nee
Dear R Forum
I have a set of data say as given below and as an exercise of trying to fit
statistical distribution to this data, I am estimating parameters.
amounts =
c(38572.5599129508,11426.6705314315,21974.1571641187,118530.32782443,3735.43055996748,66309.5211176106,72039.2934132668,21934.884
Dear Mr Michael,
Thanks a lot for your guidance. The pdf file describing VGAM package has
mentioned 'frechet' in the example, so I got the error.
Regards
Katherine
On Thursday, 6 November 2014 2:54 PM, Michael Dewey
wrote:
On 06/11/2014 06:04, Katherine Gobin wrote:
>
Dear R forum,
I am trying to execute following code (Page no 259 - VGAM.pdf)
#
.
library(VGAM)
set.seed(123)
fdata <- data.frame(y1 = rfrechet(nn <- 1000, shape = 2 + exp(1))
Dear R Forum,
I am looking for some write-up or paper on Use of R for Analytics or why R
should be preferred over others for Analytics purpose. Tried google but got
some info about some commercial vendors using R for analytics. I am looking for
some paper where no commercial flavor is given, I
Dear R forum
I have a vector as
dat = c("ABC 1", "ABC 2", "ABC 3", "DEF 10", "DEF 20")
> dat
[1] "ABC 1" "ABC 2" "ABC 3" "DEF 10" "DEF 20"
I need to split the names into two parts say
p1 p2
ABC 1
ABC 2
ABC 3
DEF 10
DEF 20
Kindly guide
Katherine
[[al
Dear R forum,
EXCEL has some standard functions e.g.
(1) PRICE function : Returns the price per $100 face value of a security that
pays periodic interest.
(2) COUPDAYBS : Returns the number of days from the beginning of the coupon
period to the settlement date.
(3) COUPDAYS : Returns the
Dear R forum
I have following data.frame
dat = data.frame(key = c("A", "B", "C", "D", "E", "E"), id = c("instru_A",
"instru_B", "instru_B", "instru_B", "instru_C", "instru_C"), price = c(101.38,
3.9306, 3.7488, 92.9624, 5.15, 96.1908), adj_factor = c(2.08, 2.5217, 2.5217,
2.5217, 3.08, 3.08))
, ncol = 2, byrow = TRUE)
>
> report
[,1] [,2]
[1,] "2015-10-01" "1"
[2,] "2015-04-01" "2"
[3,] "2014-10-01" "3"
[4,] "2014-04-01" "4"
>
>
Jim Holtman
Data Munger Guru
What is
s)
# store the cashflow numbers
cashflow.nos <- append(cashflow.nos, cashflows)
}
output.dat <- data.frame(cashflow.tenure, cashflow.nos)
output.dat
Jean
On Thu, Apr 3, 2014 at 5:22 AM, Katherine Gobin
wrote:
Dear R forum,
>
>Following is an customized extract of a code I am
Dear R forum,
Following is an customized extract of a code I am working on.
settlement = as.Date("2013-11-25")
maturity = as.Date("2015-10-01")
coupon = 0.066
yield = 0.1040
basis = 1
frequency = 2
redemption = 100
# _
Dear R forum,
I have following data.frames
dat = data.frame(id = c(1:3), root = c(0.10, 0.20, 0.74), maturity_period =
c(20, 155, 428), mtm = c(1000, 1, 10), curve = c("USD", "USD", "USD"))
> dat
id root maturity_period mtm curve
1 1 0.10 20 1e+03 USD
2 2 0.20
to www.vestas.com/legal/notice
If you have received this e-mail in error please contact the sender.
> -Original Message-
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
> On Behalf Of Katherine Gobin
> Sent: 6. januar 2014 12:42
> To: r-h
Dear R forum
I have following variables -
EAD = 1
LGD = 0.45
PD = 0.47
M = 3
# Equation 1
R = 0.12*(1-exp(-50*PD))/(1-exp(-50)) + 0.24*(1-(1-exp(-50*PD))/(1-exp(-50)))
b = (0.11852 - 0.05478 * log(PD))^2
K = (LGD * pnorm((1 - R)^(-0.5) * qnorm(PD) + (R / (1 - R))^0.5 * qnorm(0.999))
- PD
Dear Forum,
I have following data.frame as
fraud_data = data.frame(no_of_frauds = c(1, 2, 4, 6, 7, 9, 10), frequency =
c(3, 1, 7, 11, 13, 1, 4))
> fraud_data
no_of_frauds frequency
1 1 3
2 2 1
3 4 7
4 6 11
5
Dear R forum,
Just want to know if there is any function / package in R which will calculate
Yield to Maturity in R for a given bond?
Regards
Katherine
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.eth
vel, NA generated
>
> 3: In `[<-.factor`(`*tmp*`, i, value = 1L) :
>
> invalid factor level, NA generated
>
> but x=integer(length(group)) works in all cases:
>
> > ave(integer(length(fac)), fac, FUN=length)
>
> [1] 3 1 3 3
>
> > ave(in
class 8,
I alpologize for the incovenience.
Regards
KAtherine
On , Katherine Gobin wrote:
I am sorry perhaps was not able to put the question properly. I am not
looking for the subset of the data.frame where the basel_asset_class is > 2. I
do agree that would have been a ba
warm regards
Katherine Gobin
On Thursday, 17 October 2013 9:33 PM, Bert Gunter
wrote:
"Kindly guide" ...
This is a very basic question, so the kindest guide I can give is to read an
Introduction to R (ships with R) or a R web tutorial of your choice so that you
can learn
Dear Forum,
I have a data frame as
mydat = data.frame(basel_asset_class = c(2, 8, 8 ,8), defa_frequency = c(0.15,
0.07, 0.03, 0.001))
> mydat
basel_asset_class defa_frequency
1 2 0.150
2 8 0.070
3 8 0.030
4
olve?
Tell me what you want to do, not how you want to do it.
On Wed, Oct 16, 2013 at 7:01 AM, Katherine Gobin
wrote:
> Dear R forum,
>
> The example below is just an indicative one and I have constructed it. My
> real life data and conditions are different.
>
> I have a data.fr
Dear R forum,
The example below is just an indicative one and I have constructed it. My real
life data and conditions are different.
I have a data.frame as given below
mydat = data.frame(A = c(19, 20, 19, 19, 19, 18, 16, 18, 19, 20), B = c(19, 20,
20, 19, 20, 18, 19, 18, 17, 16))
if (length(m
Dear R forum,
I have a function which generates say two outputs, say output_1 and output_2.
Output_1 is a single row output whereas Output_2 is a dataframe having multiple
records. Is it possible to use two return statements in function. Output_2 uses
some records from output_1, hence I need to
Dear R Forum
I have a data frame as
beta_results = data.frame(instrument = c("ABC", "DEF", "JKL", "LMN", "PQR",
"STU", "UVW", "XYZ"),
beta_values = c(1.27, -0.22, 0.529, 0.011, 2.31, -1.08, -2.7, 0.42))
> beta_results
instrument beta_values
1 ABC 1.270
2 DEF -0.220
Dear R forum,
I have a data frame
dat = data.frame(
ABC = c(25.28000732,48.33857234,19.8013245,10.68361461),
DEF = c(14.02722251,10.57985168,11.81890316,21.40171514),
GHI = c(1,1,1,1),
JKL = c(45.96423231,44.52986236,16.56514176,32.14545122),
MNO = c(45.38438063,15.54338206,18.78444777,24.29486
Dear R forum
I have a dataframe (of prices) as given below -
dat
= data.frame(company = rep(c("A", "B", "C", "D", "index"), each = 5),
prices = c(runif(5, 10, 12), runif(5, 108, 112), runif(5, 500, 510),
runif(5, 40, 50), runif(5, 1000, 1020)))
company prices
1 A 10.61727
2
along-with Rcpp.
Regards
Katherine
--- On Thu, 2/5/13, Prof Brian Ripley wrote:
From: Prof Brian Ripley
Subject: Re: [R] Clean Price of Bond : Can't install "RQuantLib" in R version
3.0.0
To: "Katherine Gobin"
Cc: r-help@r-project.org
Date: Thursday, 2 May, 2013, 1:23
Dear Forum,
I have R version 3.0.0 installed and need to install RQuantLib pacakge. I tried
to install it from CRAN Mirror and I couldn't load it. I had saved the package
i zip format and tried to install it locally but I am getting following error.
> utils:::menuInstallLocal()
Error in read.d
Dear R forum
I have a data.frame as
cashflow_df = data.frame(instrument =
c("ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC","ABC",
"ABC", "PQR", "PQR", "PQR","PQR","PQR","PQR","PQR","PQR","PQR","PQR", "PQR",
"PQR", "PQR","PQR", "PQR","PQR","PQR","PQR", "PQR","PQR"
Dear R Forum,
I have a data.frame as
df = data.frame(date = c("2013-04-15", "2013-04-14", "2013-04-13",
"2013-04-12", "2013-04-11"),
ABC_f = c(62.80739769,81.04525895,84.65712455,12.78237251,57.61345256),
LMN_d = c(21.16794336,54.6580401,63.8923307,87.59880367,87.07693716),
XYZ_p = c(55.8885464,
: "Katherine Gobin"
Cc: "R help"
Date: Thursday, 25 April, 2013, 2:23 PM
Katherine,
Split the rate names into their currency and tenor parts and assign a numeric
value to each tenor. Choose a model to do your approximations (I used linear
regression in the example below)
Dear R forum
I have data.frame as
df = data.frame(rate_name = c("USD_1w", "USD_1w", "USD_1w", "USD_1w", "USD_1m",
"USD_1m", "USD_1m", "USD_1m", "USD_2m", "USD_2m", "USD_2m", "USD_2m",
"GBP_1w", "GBP_1w", "GBP_1w", "GBP_1w", "GBP_1m", "GBP_1m", "GBP_1m", "GBP_1m",
"GBP_2m", "GBP_2m", "GBP_2m",
to all for consuming your
valuable time.
Thanks for the efforts at your end.
Regards
Katherine
--- On Tue, 23/4/13, Katherine Gobin wrote:
From: Katherine Gobin
Subject: [R] Error with function
To: r-help@r-project.org
Date: Tuesday, 23 April, 2013, 7:06 AM
Dear R forum,
I have a data.fram
Dear R forum,
Please refer to my query regarding "Error with function". I forgot to mention
that I am using "plyr" library.
Sorry for inconvenience.
Regards
Katherine
--- On Tue, 23/4/13, Katherine Gobin wrote:
From: Katherine Gobin
Subject: [R] Error with f
Dear R forum,
I have a data.frame as given below:
df = data.frame(tran = c("tran1", "tran2", "tran3", "tran4"), tenor = c("2w",
"1m", "7m", "3m"))
Also, I define
libor_tenor_labels = as.character(c("o_n", "1w", "2w",
"1m", "2m", "3m", "4m", "5m", "6m", "7m", "8m", "9m", "10m", "11m",
"12m"
Dear Sir,
Thanks a lot for your valuable suggestions and help.
Regards
Katherine
--- On Wed, 17/4/13, Jim Lemon wrote:
From: Jim Lemon
Subject: Re: [R] Creating a vector with repeating dates
To: "Katherine Gobin"
Cc: r-help@r-project.org
Date: Wednesday, 17 April, 2013, 10:35
?
Regards
Katherine
--- On Wed, 17/4/13, andrija djurovic wrote:
From: andrija djurovic
Subject: Re: [R] Creating a vector with repeating dates
To: "Katherine Gobin"
Cc: "r-help@r-project.org"
Date: Wednesday, 17 April, 2013, 10:14 AM
?rep
On Wed, Apr 17, 2013 at 11:
Dear R forum
I have a data.frame
df = data.frame(dates = c("4/15/2013", "4/14/2013", "4/13/2013", "4/12/2013"),
values = c(47, 38, 56, 92))
I need to to create a vector by repeating the dates as
"Current_date", 4/15/2013, 4/14/2013, 4/13/2013, 4/12/2013, "Current_date",
4/15/2013, 4/14/2013
Dear R forum
I have a data.frame
df = data.frame(currency_type = c("EURO_o_n", "EURO_o_n", "EURO_1w", "EURO_1w",
"USD_o_n", "USD_o_n", "USD_1w", "USD_1w"), rates = c(0.47, 0.475, 0.461, 0.464,
1.21, 1.19, 1.41, 1.43))
currency_type rates
1 EURO_o_n 0.470
2 EURO_o_n 0.475
3
Dear Sir,
Thanks a lot for your valuable input and guidance.
Regards
Katherine
--- On Mon, 15/4/13, Jeff Newmiller wrote:
From: Jeff Newmiller
Subject: Re: [R] Sorting data.frame and again sorting within data.frame
To: "David Winsemius" , "Katherine Gobin"
Cc: r-hel
Dear R forum,
I have a data.frame as defied below -
df = data.frame(names = c("C", "A", "A", "B", "C", "B", "A", "B", "C"), dates =
c("4/15/2013", "4/13/2013", "4/15/2013", "4/13/2013", "4/13/2013", "4/15/2013",
"4/14/2013", "4/14/2013","4/14/2013" ),values = c(10, 31, 31, 17, 11, 34, 102,
47
Dear Sir,
I am referring to your package "FAdist". I wish to know how to estimate the
parameters of the distribution - "Log-Pearson Type III Distribution"?
Will it be possible for you to guide me or inform the package in R, I can use
to estimate the parameters.
Regards
Katherine
[[al
Dear R forum,
I am bit confused and please guide me -
(1) Is "Pearson Type III Distribution" as given in lmomco package same as Three
Parameter Pearson 5 Distribution?
If not, how do I estimate the parameters of Three Parameter Pearson 5
Distribution?
(2) Is there any other R forum dealing wi
you for the same. Thanks once again and sorry for the
inconvenience caused by me.
Regards
Katherine
--- On Fri, 5/4/13, Adams, Jean wrote:
From: Adams, Jean
Subject: Re: [R] Better way of writing R code
To: "Katherine Gobin"
Cc: "R help"
Date: Friday, 5 April, 2013, 2:
Subject: Re: [R] Better way of writing R code
To: "Adams, Jean"
Cc: "Katherine Gobin" , "R help"
Date: Thursday, 4 April, 2013, 2:48 PM
On Thu, Apr 4, 2013 at 9:32 AM, Adams, Jean wrote:
> Katherine,
>
> You should cc the R-help on all correspondence.
&
Dear R forum,
(Pl note this is not a finance problem)
I have two data.frames as
currency_df = data.frame(current_date = c("3/4/2013", "3/4/2013", "3/4/2013",
"3/4/2013"), issue_date = c("27/11/2012", "9/12/2012", "14/01/2013",
"28/02/2013"), maturity_date = c("27/04/2013", "3/5/2013", "14/6/2
ichner wrote:
From: Gerrit Eichner
Subject: Re: [R] How to delete Identical columns
To: "Katherine Gobin"
Cc: r-help@r-project.org
Date: Thursday, 28 March, 2013, 8:58 AM
Hi, Katherine,
IF the naming scheme of the columns of your data frame is consistently
and if duplicated column
Dear R forum
Suppose I have a data.frame
df = data.frame(id = c(1:6), x = c(15, 21, 14, 21, 14, 38), y = c(36, 38, 55,
11, 5, 18), x.1 = c(15, 21, 14, 21, 14, 38), z = c("D", "B", "A", "F", "H",
"P"))
> df
id x y x.1 z
1 1 15 36 15 D
2 2 21 38 21 B
3 3 14 55 14 A
4 4 21 11 21
Dear Sir,
Thanks a lot for the input. I am sure it will go a long way for me to
understand R.
Thanks again.
Regards
Katherine
--- On Wed, 27/3/13, Mason wrote:
From: Mason
Subject: Re: [R] Archieve of mails from R forum
To: "Marc Schwartz"
Cc: "Katherine Gobin" , &
Dear R helpers,
Everyday I do receive many many mails from R forum and after some period of
times, INBOX is filled with numerous mails. At times if for some period of
time, I haven't accessed mails, it becomes difficult to keep track of mails and
many times simply due to the volume (and owing t
Dear Sir,
Thanks a lot for your great help. I couldn't have figured it out.
Thanks again.
Regards
Katherine
--- On Tue, 26/3/13, D. Rizopoulos wrote:
From: D. Rizopoulos
Subject: Re: [R] Counting various elemnts in a vactor
To: "Katherine Gobin"
Cc: "r-help@r-project
Dear R forum
I have a vector say as given below
df = c("F", "C", "F", "B", "D", "A", "D", "D", "A", "F", "D", "F", "B", "C")
I need to find
(1) how many times each element occurs? e.g. in above vector F occurs 4 times,
C occurs 2 times etc.
(2) Depending on the number of occurrences, I ne
extract these values of Mu Coefficients and Sigma
Coefficients, if I want to use these values for further analyses?
Kindly guide
Katherine Gobin
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mail
From: David Winsemius
Subject: Re: [R] lmomco package - Random number generation using Wakeby
distribution
To: "Katherine Gobin"
Cc: r-help@r-project.org
Date: Monday, 21 January, 2013, 7:46 PM
On Jan 21, 2013, at 10:30 AM, Katherine Gobin wrote:
> Dear R forum
>
>> From the
Dear R forum
>From the given data, I have estimated the parameters of Wakeby distribution
>using lmomco package as
library(lmomco)
(amounts <- read.csv("input_S.csv")$amount)
# ___
# Wakeby distribution - Parameter estimation
N
d
mails etc, but I was bit desperate to know the solution and somehow I felt it's
a stupid thing to do so. I will remember it next time.
Regards
Katherine
--- On Fri, 21/12/12, jim holtman wrote:
From: jim holtman
Subject: Re: [R] Can data.frame be saved as image?
To: "Katherine
Dear R forum
I have one stupid question, but I have no other solution to it in sight?
Suppose some R process creates graphs etc alongwith main output as data.frame
e.g
output1 = data.frame(bands = c("A", "B", "C"), results = c(74, 108, 65))
I normally save this output as some csv file.
But
Dear R forum
I have a following vector of random no.s
x = runif(100, 0.01, 0.99)
[1] 0.47212037 0.77867992 0.33947474 0.93369035
[5] 0.03720073 0.79307831 0.81801835 0.92710688
.
I need to count the random no. falling in the range (0 - 0.10)
Respected R forum
I am learning R and relatively quite new to R. I am generating a scatter-plot
as given below. (My actual table is much larger).
# Sample data frame
y = c(20, 23, 17, 31, 68)
x = c(200, 300, 400, 500, 600)
plot(x, y, type = 'l')
If I plot this scatter-plot in excel, the da
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