Dear all:I am sorry if I have missed a solution posted earlier.
My collaborator (sitting in a different time zone and not on R) wants to
re-plot the charts that I have obtained after some complex processing. There
are thirty charts in all, of different types, and some are multi-plots
(plot(new=T))
: num [1:512] -3.98 -3.96 -3.94 -3.93 -3.91 ...
> $ y : num [1:512] 7.98e-06
>
> --
> David Winsemius
>
>
> On Mar 25, 2009, at 9:30 AM, Pradeep Raje wrote:
>
> Dear all:Request your indulgence. The econophysics gurus do this stuff all
>> the time: all their PDFs a
Dear all:Request your indulgence. The econophysics gurus do this stuff all
the time: all their PDFs are smooth, with neat log x axis.
1. The kernel density estimate (KDE) function returns the empirical
probability density at 2^n points (min: 512). The big question is how do I
scale back the x-value
Dear all:
Greetings from Mumbai, India.
Reference R help solution [Rogerio, Thu 16 Nov 2006 - 20:54:25 GMT].
Simonsen, Jensen and Johansen (2002) [arXiv:cond-mat/0202352v1] note
"(.wavelet filtered was...) achieved by first transforming the
log-price [...] to the wavelet-domain, setting all wave
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