# ... and change it
x[change.what] <- sample(pp[[change.what]], 1)
x
}
(x <- c(1,1,2)) ## a feasible initial solution
## [1] 1 1 2
(x <- neighbour(x))
## [1] 2 1 2
(x <- neighbour(x))
## [1] 2 9 2
(x <- neighbour(x))
## [1] 2 9 17
If upper/lower bounds
red","blue"),lty=1,legend=c(left_data_type,
> right_data_type))
> grid (10,10, lty = 6, col = "cornsilk2")
> }
>
> I would expect the plots to have different starting points for x values
> but it seems its unable to understand the dates are different.
connection
>>In addition: Warning message:
>>In socketConnection(host = server, port = port, blocking = TRUE) :
>> blu-m.hotmail.com:25 cannot be opened
>
> It's an unsurprising result since telnet doesn't connect either:
>
> telnet blu-m.hotmail.com 25
> T
1 and 0 when coerced to numeric:
as.integer(apply(X, 1, function(x) any(x == 1L)))
## [1] 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0
Regards,
Enrico
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>
> the.function(X)
>>"a","b","c"
>
> what is the function?
>
the.function <- function(x)
cat(paste0("\"", x, "\"", collapse = ", "), "\n")
--
Enrico Schumann
Lucerne, Switzerland
http
gt; hopefully other people have already done this, or there is a
> straightforward representation of time of day in R that I have not been
> able to find in the documentation.
strftime(Sys.time(), "%H:%M")
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http://enricoschumann.net
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t's available from here
http://enricoschumann.net/R/packages/PMwR/index.htm
If you are on a Unix-type system (or have Rtools installed on Windows),
you can directly install the package from source:
install.packages('PMwR',
repos = 'http://enricoschumann.n
0]]
> chebyshev.c.quadrature(integrand, order.rule, lower = -1, upper = 1)
>
> Thank you
> Diba
>
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only...)
http://enricoschumann.net/NMOF.htm#NMOFmanual
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PLEASE do read the posting guide http://www.R-project.org
ceived. (I don't really grok environments. I just try
> things until *something* works!)
>
> cheers,
>
> Rolf Turner
>
I did not follow your example, neither do I use the deSolve package; but
why not pass an environment as an argument?
## some iterative function that tak
On Wed, 30 Oct 2013, Katherine Gobin writes:
> 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
require("sos")
findFn("yield to m
>
> Regards
> Alex
> [[alternative HTML version deleted]]
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'non-standard characters' are. But perhaps ?tools:::showNonASCII, which
uses ?iconv, can help you. (Please note the warnings and caveats on the
functions' help pages.)
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gauss--hermite weights the function f(x) to be integrated by exp(-nodes^2),
ie, it uses the 'trick' that exp(nodes^2) * exp(-nodes^2) = 1. so your sum
should be exp(qq$nodes^2) * exp(-qq$nodes^2) * f(qq$nodes^2) =
exp(qq$nodes^2) * qq$weights * f(qq$nodes). hence
sum(exp(qq$nodes^2) * (1/(s*sqrt
Hi,
do you know the parameters of the binomial variate? then maybe you could use
something like the code below. as Petr pointed out, it is generally not
guaranteed that you can create variates with any linear correlation (ie,
depending on the parameters of the binomial)
n <- 100# how many v
maybe this helps
http://comisef.wikidot.com/tutorial:correlateduniformvariates
regards
enrico
> -Ursprüngliche Nachricht-
> Von: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] Im Auftrag von Søren Faurby
> Gesendet: Sonntag, 20. Februar 2011 03:18
> An: r-help@r-
At least for Excel 2003 on my computer (Win XP) I can "persuade" Excel to
treat cells like text by prepending a ' to the entry (eg, '1000). Then
sqlFetch/RODBC should import these cells as character. [But a number would
not be valid column name for a data.frame, and you may run into other
trouble.
You could do something like this:
# data
nrows <- 2L
ncols <- 5L
myVec <- array(rnorm(nrows * ncols), dim = c(nrows, ncols))
y <- rnorm(ncols)
temp <- t(myVec) - y
result <- colSums(temp * temp)
# check
all.equal(as.numeric(crossprod(myVec[1L, ] - y)), result[1L])
#...
(And don't use a dat
This topic has been discussed (quite recently) on R-help.
http://r.789695.n4.nabble.com/Generating-uniformly-distributed-correlated-da
ta-td3314905.html
Enrico
> -Ursprüngliche Nachricht-
> Von: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] Im Auftrag von Soberon
EASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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sting-guide.html<http://www.R-project.org/posting-guide.html>
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http://nmof.net/
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R
Hi Noah,
you could assign your "global variables" into an environment. Then make it
the environment of your function, and use the `<<-` operator (or 'assign').
An example:
> myData <- new.env()
> myData$i <- 0
> iPlusOne <- function() i <<- i+1
> environment(iPlusOne) <- myData
> ls()
[1] "iPlu
Hi Yue Yu,
similar questions have been discussed several times on this list; you may
want to search the archives.
Do you mean linear correlation, or rank correlation? In general, a given
linear correlation will not always be attainable (though in your case, it
probably will). If _rank_ correlati
Just a pointer, not a solution: if you use the method I described, it all
comes down to the initial correlation matrix that you specify for the
Gaussian case. If you had the "correct" initial correlation matrix, it would
lead to the desired linear correlation in your binomials. (But it is not
guar
Am 08.08.2012 09:54, schrieb Cren:
# Hi all,
# trying to run the following example code
# from 'RQuantLib' package...
HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01,
gridIntervals = 40)
Price <- rep(as.double(100),24)
Type <- rep(as.character("C"), 24)
Date <- se
Hi Simon
try strwrap(test)
regards,
Enrico
Am 20.08.2012 23:03, schrieb Simon Kiss:
Hi there: I'm preparing a report in RStudio 0.96.330 on a Mac OS. I'm running R
2.15.0
I understand from Ross Ihaka's document
(http://www.stat.auckland.ac.nz/~stat782/downloads/Sweave-customisation.pdf)
t
rect solution?
�
Jabez
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ecRec(1:1000, 0.5), matRec(1:1000, 0.5),
matRec2(1:1000, 0.5), replications = 50,
order = "relative")
Thank you very much for your help.
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PLEASE do read the pos
x.net/de/go/freephone
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d provide commented, minimal, self-contained, reproducible code.
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the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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PLEASE do read the posting guide http:/
uide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Lucerne, Switzerland
http://nmof.net/
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cible code.
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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blem. Does
anyone have any thoughts?
for(i in 1:4861469)
{
lst<-unlist(strsplit(data$ComputerName[i], "\\."))
data$IPA[i]<-lst[[1]]
data$IPB[i]<-lst[[2]]
data$IPC[i]<-lst[[3]]
data$IPD[i]<-lst[[4]]
r
greeting
Christof
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xt',
numeric entries will be read as SQL nulls and hence R NAs.
Unfortunately, in neither case does reformatting the column help."
So I think I have to use "gdata" to be sure to read all datas.
regards
Christof
Am 09-01-2012 19:29, schrieb Enrico Schumann:
Hi Christof,
have
p
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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http://www.R-project.org/posting-guide.html
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PLEA
tinfo/r-help
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and provide commented, minimal, self-contained, reproducible code.
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h
Dear all,
version 0.20-0 of package NMOF is now on CRAN. 'NMOF' stands for
'Numerical Methods and Optimization in Finance'. The package accompanies
the book with the same name, written by Manfred Gilli, Dietmar Maringer
and Enrico Schumann, published by Elsevier/Academic
=''),paper="a4r").
I would be very grateful for an answer
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PLEASE do read t
, at least in a first round, be included through
penalties.
Regards,
Enrico
PS. There is a mailing list dedicated to finance-with-R questions, and
you may get better answers there.
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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d]]
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ion with z
abcz
abz
Petr Savicky.
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org/posting-guide.html
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PLEASE do read the po
d % of
"NA" in each month.
I am finding it difficult to subset the daily dataset into monthly
for the given operation.I am planning to do this for a huge dataset.
Thanks in advance.
Regards Vikram
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rico
[1] https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html
[2] https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3374195
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r-packa...@r-project
Dear all,
version 2.10-0 of package NMOF is on CRAN now.
NMOF stands for 'Numerical Methods and Optimization in
Finance', and it accompanies the book with the same
name, written by Manfred Gilli, Dietmar Maringer and
Enrico Schumann.[1]
Since the last announcement on this list in 202
on is still more than 10
years old. But for what it is worth, I can install this
version on Ubuntu 24.04, with R 4.4.1.
In case you need only specific functionality from the
package, you might be able to extract those bits either from
the archived tarball, or from the source code at
https://r-forge.r-
# 2014-01-01 00:02:003
But be sure to read about ?as.POSIXct; in particular,
the handling of timezones/daylight-saving time.
> [[alternative HTML version deleted]]
Please send plain-text messages to this list; otherwise,
the results become hard to read.
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saving backups to /usr/local/texlive/2024/tlpkg/backups
> tlmgr: no updates available
What does
kpsewhich inconsolata.sty
(on the command line) say? (It should show the
location of the file.)
The 'Installation and Administration' manual briefly
discusses how to
## 2 20 25 22 4
## 3 30 35 32 4
(Though the result is a numeric matrix. But that is
only one 'as.data.frame' away from a data.frame, if it
has to be one.)
kind regards
Enrico
> John David Sorkin M.D., Ph.D.
> Professor of Medicine, University of Maryla
gt; On Fri, 13 Dec 2024, 04:26 Ebert,Timothy Aaron,
>> > wrote:
>> >
>> > > I do not understand the question and I do not understand the answer.
>> > > Possibly one confounds the other.
>> > >
>> > > -Original Message-
>> >
this
guide and follow its advice.
MT> and provide commented, minimal, self-contained, reproducible code.
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