Re: [R] How export data set (available in the package) from R?

write.csv(flchain, 'flchain.csv') should import into Excel without problems. -- H On 29 July 2017 at 23:27, Jeff Newmiller wrote: > Read the help file for the survival package. Probably use the data > function to retrieve it, and write it out using the write.table function. > -- > Sent from my

Re: [R] How export data set (available in the package) from R?

Read the help file for the survival package. Probably use the data function to retrieve it, and write it out using the write.table function. -- Sent from my phone. Please excuse my brevity. On July 29, 2017 8:47:51 PM PDT, Ted via R-help wrote: >"Data set flchain available in the survival  pa

[R] Kalman filter for a time series

I found an example at http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html shown below. But it seems the structSSM function has been removed from KFAS library so it won't run. Does anyone know how to fix the code so that it runs? library(KFAS) library(tseries) library(timeSeries)

[R] How export data set (available in the package) from R?

"Data set flchain available in the survival  package".  How can I get it (from R)  as Excel file? Thanks! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/lis

Re: [R] rugarch package: VaRTest()

If you run the example on the help page (example() won't work, but just copy/paste it) it certainly looks like the intention is that VaR is a left-tail thing, so usually negative. E.g. > sum(actual < VaR) [1] 74 > summary(VaR) Index VaR Min. :1991-02-27

[R] rugarch package: VaRTest()

Dear all, I want to backtest my Value at Risk output using the VaRTest() function in the rugarch package. I do not understand if the numeric vector of VaR which needs to be calculated is in negative or positive terms. Usually VaR is expressed in positive terms. Do I have to use positive valu