[R] nlrq with normal copula

2013-07-03 Thread tong
er, I get Error in getInitial.default(func, data, mCall = as.list(match.call(func, : no 'getInitial' method found for "function" objects I am a greenhand. I don't know how to deal with such error. I really need help Looking forward to any reply Yours, Tong -- View this

[R] Missing value or an infinity produced when evaluating the model

2013-07-06 Thread tong
the "start=list". I try different initial values but fail to find proper ones. In addition, the coefficient delta is expected to range from (-1,1). how can I deal with the "In sqrt(1 - delta * delta) : NaNs produced"? thanks, Tong -- View this message in context: http://r.78969

[R] how to run copula-based quantile regression

2013-06-20 Thread tong
cop, u = u, v = x, delu = delu, para = para, ...) : object 'NORMALcop' not found I wonder what is the code for normal copula and t copula in copBasic. I am looking forward to your reply. Yours, Tong -- View this message in context: http://r.789695.n4.nabbl

[R] question, minimize quadratic form

2011-09-19 Thread Sai Tong
I have a question about what is the best function or package to use to do the following in R: minimize Q = g W g' where respect to \gamma where g is n x 1 vector, W is a n x n matrix and is given, and g = 1 / T * sum_from_i=1_to_1=60 [ (1-R[i+1] * ( E[i+1]/E[i ] )^(\gamma) ) ] and

[R] Ordinary Least Products regression in R

2011-07-27 Thread Christopher Tong
Dear Bill, For bivariate data, ordinary least product regression is equivalent to geometric mean regression, or what Freedman/Pisani/Purves call the “SD Line” (line passing through the centroid of the data, whose slope's magnitude is the ratio of the standard deviations of the variables, and s

[R] Correlation Help

2008-06-23 Thread Tong, Michael
correlation table calculated. If you know which packages, if any, have are able to calculate this, that would be helpful. Thanks. Best, Michael Tong Futures Associate Quantitative Research Services Franklin Templeton Investments, Inc. 600 Fifth Ave New York, NY 10020 (212) 632-4254 [EMAIL

[R] T and P Statistics

2008-06-25 Thread Tong, Michael
How do you calculate T and P statistics (T- test) in R? Is there a package out there that can do these calculations? Best, Michael Tong Futures Associate Quantitative Research Services Franklin Templeton Investments, Inc. 600 Fifth Ave New York, NY 10020 (212) 632-4254 [EMAIL PROTECTED

[R] Efficiency of for-loop in R

2007-12-27 Thread Tong Wang
Hi, I just realized that in Matlab, as long as memory is pre-allocated, doing for-loop doesn't cost more time than doing things in vector form. But it seems in R, it still cost a lot to do for-loop. Is there any improvement in R that I missed. Thanks a lot. Merry Xmas Everyone ! __

Re: [R] Efficiency of for-loop in R

2007-12-27 Thread Tong Wang
007 4:39 pm Subject: Re: [R] Efficiency of for-loop in R To: Tong Wang <[EMAIL PROTECTED]> Cc: R help <[EMAIL PROTECTED]> > Exactly "what is the problem you are trying to solve"? Could you > "provide commented, minimal, self-contained, reproducible code"