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
Works fine. Thanks for the quick reply!!
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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
2
It seems to work. Simple and effective!
Thanks!
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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%-
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, 7
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.
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