[R] Splitting and arranging in ascending order

Dear R forum I have a data (actually its a big data and I am only giving part of my interest) as my_dat = data.frame(instrument = c("EQ_0", "EQ_1", "EQ_10", "EQ_100", "EQ_2", "EQ_20", "IRS_0", "IRS_1", "IRS_10", "IRS_100", "IRS_2", "IRS_20"), mtm_value = c(23, 63, 8, 44, 68, 11, 83, 56, 73, 92

Re: [R] Splitting and arranging in ascending order

mp <- data.frame(instrument = tmp[,1], sr_no = as.integer(tmp[, 2]), my_dat$mtm_value) result <- tmp[order(tmp[, 1], tmp[, 2]), ] rm(tmp) rownames(result) <- NULL result Hope this helps, Rui Barradas Em 03-06-2015 10:09, Amelia Marsh escreveu: > Dear R forum > > I have a data

[R] Statistical distribution not fitting

ure that has been followed in the risk management risk industry. Please note that my question is not pertaining to operational risk. My question is if distributions are not fitting to a particular data, how do we proceed further to simualte data based on this data. Regards Amelia Ma

[R] Gamma Distribution - is there any problem with "pgamma"?

Dear R forum I have following data amounts = c(928906.144,156091.0576,433798.3404,993425.7224,1323976.364,649106.9339, 369967.2612,2528872.35,1226093.655,1145446.149,1809624.453,599329.0394,2200955.213,2583318.064,745625.8069,961828.8828,1744841.313,1939390.005,1077873.654,729924.2713,803584.26

Re: [R] Gamma Distribution - is there any problem with "pgamma"?

015, 11:54 AM Amelia Marsh yahoo.com> writes: > > Dear R forum > > I have following data > > amounts = c(928906.144,156091.0576,433798.3404,993425.7224, > 369967.2612,2528872.35,1226093.655, > 1145446.149,1809624.45

[R] Monte Carlo Simulation Convergence test

Dear Forum, I have series of say 100 (say equity) instrument prices. From these prices, for each of these 100 instruments, I generate returns using ln(current price / previous price). Assuming originally I had 251 prices available for each of these 100 instruments over last one year period,

Re: [R] Changing X axis values

000,by=1000) However, you will get overlapping labels unless you use a small font or a large graphics device. You may want to look at the staxlab function in the plotrix package. Jim On Fri, Dec 18, 2015 at 10:20 PM, Amelia Marsh via R-help wrote: Dear Forum, Assuming I need to plot a graph. In

Re: [R] Memory problem

l the time to keep track of resource consumption in long running scripts. Jim Holtman Data Munger Guru   What is the problem that you are trying to solve? Tell me what you want to do, not how you want to do it. On Wed, Apr 6, 2016 at 7:39 AM, Amelia Marsh via R-help wrote: Dear R Forum, I have about 20

Re: [R] Memory problem

n plyr, so you could consider that. Also, you can be explicit about only saving the minimum results you want to keep rather than making a list of complete results and extracting results later. -- Sent from my phone. Please excuse my brevity. On April 6, 2016 4:39:59 AM PDT, Amelia Marsh via R-

[R] Error installing ggplot2 package

DeaR Forum, I am trying to install the library ggplot2.  Currently I am using following R version R version 3.4.1 (2017-06-30) -- "Single Candle"Copyright (C) 2017 The R Foundation for Statistical ComputingPlatform: x86_64-w64-mingw32/x64 (64-bit) However, when I try to install ggplot2 and few ot

Re: [R] Statistical distribution not fitting

are independent. This is probably a poor (and dangerous) assumption. Cheers, B. On Jul 22, 2015, at 3:56 PM, Ben Bolker wrote: > Amelia Marsh yahoo.com> writes: > > >> Hello! (I dont know if I can raise this query here on this forum, >> but I had already raised o

[R] Sample Weights

Dear R Forum I have a data.frame as mydat = c(6,6,5,6,4,6,8,4,6,6,6,3,4,6,5,7,7,4,3,5,5,5,3,6,7,4,4,7,4,3,4,6,4,6,5,4,4,7,6,8,5,6,5,5,8,2,3,5,7,5) Is there any library or way in R to allocate weights to these values? Actually I am having a large data, but for illustrative purpose, have consid

[R] Bootstrap library

Hello! I have following data and I am trying to apply bootstrapping. My data and code is as follows- amounts = c(829.53,4000,6000,1000,1063904,102400,22000,4000,4200,2000,1,400,459006,7276,4000,100,4000,1,613803.36, 3825,1000,5000,4000,3000,84500,200,2000,68000,97400,6267.8,49500,2700

Re: [R] Gamma Distribution - is there any problem with "pgamma"?

On Behalf Of Amelia Marsh Sent: 11 March 2015 09:42 To: r-help@r-project.org Subject: [R] Gamma Distribution - is there any problem with "pgamma"? Dear R forum I have following data amounts = c(928906.144,156091.0576,433798.3404,993425.7224,

[R] Excel Price function in R

Dear Forum, I am using trying to find price of bond in R. I have written the code in line with Excel PRICE formula. However, whenever the residual maturity is less than a year, my R output tallies with the Excel Price formula. However, moment my residual maturity exceeds 1 year, the R output di

[R] Changing X axis values

Dear Forum, Assuming I need to plot a graph. In the code I have defined X axis range as xlim=c(0,18000) In the plot, the values visible w.r.t X axis are 0, 5000, 1, 18000. To improve the graph clarity, is there any way I can show the values of X axis as 0, 1000, 2000, 3000, 4000, 5000

[R] Improvement in Process time

Dear R forum, I am running a Particular process 1000 times for different rates. Each time the result of the process is getting stored (appended) in a data.frame. However, the process is taking unsual time at times more than 2 hours. When I had tried to find out the reason for such a long proces

[R] Memory problem

Dear R Forum, I have about 2000+ FX forward transactions and I am trying to run 1000 simulations. If I use less no of simulations, I am able to get the desired results. However, when I try to use more than 1000 simulations, I get following error. > sorted2 <- ddply(sorted, .(currency_from_exch

[R] R studio Problem

Hi I had installed R studio Desktop 1.0.44. However whenever I wanted to write any command, before I could complete, I was getting following error Error in normalizePath(dir, winslash = "/", mustWork = TRUE) : unused argument(s) (winslash = "/", mustWork = TRUE) I had uninstalled RStudio and

Re: [R] R studio Problem

Thanks a lot Kimmo for your valuable guidance. Hope it works. Regards Amelia On Thursday, 15 December 2016 12:06 PM, K. Elo wrote: Hi! Maybe this helps: http://r.789695.n4.nabble.com/Error-in-normalizePath-path-with-McAfee-td2532324.html Best, Kimmo 15.12.2016, 08:18, Amelia Marsh via R

Re: [R] R studio Problem

t; -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Dec 14, 2016 at 10:18 PM, Amelia Marsh via R-help wrote: > Hi > > I had installed R studio Desktop 1.0.44. However whenever I wanted to write > any command, before I could complete, I was getting follo

Re: [R] R studio Problem

this issue with RStudio people too. I have started using R again. Regards and thanks again Amelia On Thursday, 15 December 2016 2:43 PM, Martin Maechler wrote: >>>>> Amelia Marsh via R-help >>>>> on Thu, 15 Dec 2016 08:05:44 + writes: > Sor

[R] Difference in Generalized Extreme Value distribution parameter estimations using lmom and fExtremes

Dear R forum I have following dataset amounts = c(2803102.248,1088675.278,10394575.14,1007368.396,1004871.328,1092956.088,1020110.818,997371.4487,1000904.154,998105.9744,997434.3006,1080067.258,997594.7992,1000871.015,1001321.094,1000713.448,997591.2307,1469501.54,1066924.393,1074918.566,998628.