[R] Bivariate ReLU Distribution

Hi, I would rather have a Statistics related question hope experts here can provide some suggestions. I have posted this request in some other forum but failed to generate meaningful response I am looking for some technical document on deriving the Distribution function for sum of 2 ReLU(𝑋)=max{

Re: [R] Help with Regular expression

= "%d%b%Y%H%M%OS") [1] "2018-01-03 16:00:00 GMT" _ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST LinkedIn: http://in.linkedin.com/in/ArunFRM Personal : http://WWW.ARUNSAHA.IN <http://WWW.ARUNSAHA.IN> ___

[R] multi variable analysis

Hi All, I have been given three raw data csv files related to an advertising campaign. Impressions, clicks and conversion. They asked me to suggest optimisation suggestions using uni variable and multi variable analysis. The clicks or conversions are spread across various parameters like device, c

Re: [R] Model selection in nonstationary VAR

which method in statistics is completely free from model misspecification? Thanks and regards, _ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit me at: http://in.linkedin.com/in/ArunFRM

Re: [R] Spammer radhi

Can the Statisticians here develop some good Statistical tool to stop this Spamming keeping Type-I error almost zero? Thanks and regards, _ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit me at: http

Re: [R] how calculate seasonal component & cyclic component of time series?

. _ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit me at: http://in.linkedin.com/in/ArunFRM __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http

[R] VECM simulation

ne you may then use VAR simulation code. HTH, Thanks and regards, _____ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit me at: http://in.linkedin.com/

Re: [R] How to generate heterosced​astic random numbers?

within Asymptotic concept. Then apply your statistical test on that realized series. You may repeatedly generate TS and check the distribution of estimated model parameters etc. HTH _ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING

Re: [R] Running R from windows command prompt

HTH _____ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit me at: http://in.linkedin.com/in/ArunFRM __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do rea

Re: [R] strength of seasonal component

tistical inference sense. To get that, I think above regression approach would be handy. HTH Thanks and regards, _____ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit

[R] using lapply

On reply to the post http://r.789695.n4.nabble.com/using-lapply-td3345268.html Dear Kushan, this may be a good start: ## assuming 'instr.list' is your list object and you are applying my.strat() function on each element of that list, you can use lapply function as lapply(instr.list, function(x)

Re: [R] Help -normal distribution

I gave you hint only, however whatever you done is correct. On Mon, Aug 2, 2010 at 4:30 AM, n.a.s wrote: > Hi, > > But i didn't understand why you did it like this qnorm(40/200)?? > > I already found the answer  qnorm(.20,181,7.3) and qnorm(.80,181,7.3) > > > Thanks. > > > On Mon, Aug 2, 2010 a

[R] Best way to replace :SS with :00

probably : a <- rep("HH:MM:SS", 5) substring(a, 7) = "00" a Not sure if there is an R way to do this or a regular express way, but here is what I am trying to do. I've got lots of data where the format is HH:MM:SS, but I need to format it like HH:MM:00, i.e. round the second down to zero. What

[R] Detecting "Break"

Hi all, say, I have following vector : x <- c(rep(5, 5), rep(3,4), rep(5,10)) Now I want to get the index numbers where elements of that vector changes i.e. in above example I want to get a vector with elements : 6, 10. Because at that indices, element of original vector changes value. Is there

[R] Calling R from .net environment

Hi, Currently I am a .net programmer and would like to use R for my statistical computations engine. I already have installed RServer250.exe so that I could call R from my .net programming environment, however unfortunately, i could not be able to find RServer250.exe in the R-(D) COM Interface reg

[R] Skewness

I would like to know about the skewness function bundled in fBasics package. Is it population measure of skewness or sample estimate? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo

[R] Package for financial options calculation

Hi all, Is there any R package on "European/American oprions pricing"? And on calculation of it's sensitivities? Regards, [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PL

Re: [R] Weighted variance function?

oh now I got, R is taking unbiased estimator, anyways thanks On Sun, Jul 27, 2008 at 2:54 PM, Arun Kumar Saha <[EMAIL PROTECTED]>wrote: > I feel there is something wrong in definition in weighted variance. > > Say for a fair dice the variance of outcome should be

Re: [R] Weighted variance function?

Burns <[EMAIL PROTECTED]>wrote: > Have you seen 'cov.wt'? > > > Patrick Burns > [EMAIL PROTECTED] > +44 (0)20 8525 0696 > http://www.burns-stat.com > (home of S Poetry and "A Guide for the Unwilling S User") > > Arun Kumar Saha wrote: > >&

Re: [R] Weighted variance function?

ur prog gives following result: weighted.var(c(1,-1), c(0.5,0.5)) [1] 2 is it ok? On Thu, Jul 24, 2008 at 7:57 PM, Gavin Simpson <[EMAIL PROTECTED]>wrote: > On Thu, 2008-07-24 at 02:25 +0530, Arun Kumar Saha wrote: > > There is a R function to calculate weighted mean : weight

[R] Weighted variance function?

There is a R function to calculate weighted mean : weighted.mean() under stats package. Is there any direct R function for calculating weighted variance as well? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://s

Re: [R] looking for alternative of 'if-else'

ot;, "MIN", "MAX")){ >> > + fun<-match.arg(fun);a=3;b=5 > + switch( fun, > + MEAN=(a+b)/2, > +SUM=a+b, > +MIN=min(a,b), > +MAX=max(a,b)) > +} > >>example("MEAN") >> > [1] 4 > >>

[R] looking for alternative of 'if-else'

There is "if-else" loop if I have to choose 1 item from a 2-item list. However if I have a list of 4 items (let say) then how i can choose a single item without employing 'if-else' loop? I mean in VBA I can use "select-case", is there any equivalent in R as well? Regards, [[alternative HT

[R] Converting variance covariance matrix to correlation matrix

Suppose I have a Variance-covariance matrix A. Is there any fast way to calculate correlation matrix from 'A' and vice-versa without emplying any 'for' loop? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.

Re: [R] Simulation study in R

number is > quite large!). So if f change continuously you may > need the condition |f(x,y) - c| < epsilon for some > epsilon > 0. > > Regards, > > Moshe. > > > --- Arun Kumar Saha <[EMAIL PROTECTED]> wrote: > > > Here I am in a simulation study

[R] Simulation study in R

Here I am in a simulation study where I want to find different values of x and y such that f(x,y)=c (some known constant) w.r.t. x, y >0, y<=x and x<=c1 (another known constant). Can anyone please tell me how to do it efficiently in R. One way I thought that I will draw different random numbers fro

Re: [R] Writing list object to a file

e variance for each group (here month) is significantly different or not. Can anyone suggest me any easiest way how to construct the test statistic, described above? Thanks On Wed, Apr 23, 2008 at 12:21 PM, Arun Kumar Saha <[EMAIL PROTECTED]> wrote: > Hi all, > > I am wondering

[R] Writing list object to a file

Hi all, I am wondering how to write a 'list' object to a file. I already gone through some threads like http://mail.python.org/pipermail/python-list/2001-April/080639.html, however could not trace out any reliable solution. I tried following : > write.table(calc, file="c:/data.csv") Error in data

Re: [R] Loading user defined functions autometically each time I start R

I am using R 2.6.2. under windows On Wed, Feb 27, 2008 at 12:43 PM, <[EMAIL PROTECTED]> wrote: > >From: Arun Kumar Saha <[EMAIL PROTECTED]> > >Date: 2008/02/27 Wed AM 01:03:26 CST > >To: "[EMAIL PROTECTED]" <[EMAIL PROTECTED]> > >Subject: [

[R] Loading user defined functions autometically each time I start R

Hi all, I wrote some user defined function for my own. Now I want to get a mechanism so that every time I start R, those function will automatically be loaded in R without manually copying pasting. Can gurus here pls tell me how to do that? Or I have to build my own packages bundled with those fun

[R] action executing twice while loading tiles

*hi I aam facing following problem my action executing twice when i try to load the tileslayout page as actionforward success * [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-h

[R] Fetching datapoints from a Time Series

Hi all, I have a time series like that : DateValue 01/03/05 -0.008471364 01/04/05 -0.008153802 01/05/05 -0.000780031 01/06/05 -0.000130064 01/07/05 -0.000650576 01/08/05 -0.000130166 01/10/05 -0.004174282 01/11/05 0.01027384 01/12/05 -0.006099558 01/13/05 -0.009811054 01/

Re: [R] Need help on "date"

ual date format. Can anyone tell me what should i do here? Regards, On 9/18/07, Arun Kumar Saha <[EMAIL PROTECTED]> wrote: > > Dear all, > > I have a variable 'x' like that: > > > x > [1] "2005-09-01" > > Here, 2005 represents year, 09 m

Re: [R] Need help on "date"

lt;- '([[:digit:]]{4})-([[:digit:]]{2})-([[:digit:]]{2})' > y <- sub(pattern, '\\1', x) > m <- sub(pattern, '\\2', x) > d <- sub(pattern, '\\3', x) > > -- Jeff. > > On Sep 18, 2007, at 5:00 AM, Arun Kumar Saha wrote: > > > D

[R] Need help on "date"

Dear all, I have a variable 'x' like that: > x [1] "2005-09-01" Here, 2005 represents year, 09 month and 01 day. Now I want to create three variables naming: y, m, and d such that: y = 2005 m = 09 d = 01 can anyone tell me how to do that? Regards, [[alternative HTML version deleted]

[R] Function to get a sequence of months

Hi all, I am looking for a function for following calculation. start.month = "July" end.month = "January" months = f(start.month, end.month, by=1) * f is the function that I am looking for. Actually I want to get months = c("July", "August",.."January") If start.month = 6 and end.