[R] Transform date - style

2012-06-14 Thread juliane0212
Hello, is there any posibility to automatically transform this date notation "X01.11.2010" into "01.Nov.10" ? I did not see it before starting my simulation and now I have to deal with it. It is no problem for my calculations but for my graphical outputs I would like

Re: [R] Building normal qq plot

2012-06-13 Thread juliane0212
Thank you very much. It was quite easy to adjust the code to get the background colour I have always used. I only tried to get the code using list(qqnorm). Thanks -- View this message in context: http://r.789695.n4.nabble.com/Building-normal-qq-plot-tp4633242p4633257.html Sent from the R h

[R] Building normal qq plot

2012-06-13 Thread juliane0212
I have tried to build a normal qq plot on my own, but it does not match with the implemented qqnorm in R. What am I missing? As You can see, the points do not match. qqnorm(c(-2.8,qnorm(seq(0,1,by=(1/200))[2:199],0,1),2.8)) points(qnorm(seq(0,1,by=(1/200))[2:199],0,1), qnorm(seq(0,1,by=(1/200

[R] alternative generator for normal distributed variables

2012-05-30 Thread juliane0212
Hello, currently I'm working on a model based on Monte-Carlo-Simulations. I observed that a generated normal distributed times series using rnorm(100,mean=0,sd=1) is far away from being not autocorrelated. Is there any other gerenator implemented in R, which might solve my problem? -- View this

[R] nearest positive semidefinit toeplitz matrix

2012-04-26 Thread juliane0212
hHllo, I'm looking for an algroithm to transform an existing toeplitz matrix (autocorrelation matrix) to the nearest positive semidefinite toeplitz matrix. I merely found an algorithm to transform an correlation matrix via the function nearcor() based on the algorithm of Higham. But as I exam

Re: [R] symmetric matrix on both diagonals

2012-04-20 Thread juliane0212
That is exactly what I was looking for. Thank you -- View this message in context: http://r.789695.n4.nabble.com/symmetric-matrix-on-both-diagonals-tp4573418p4573594.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.o

[R] symmetric matrix on both diagonals

2012-04-20 Thread juliane0212
I'm having some problems computing a matrix being symmetric on both diagonals. Does anyone know a way to get from this matrix M <- matrix(c(1,0,0,0,2,7,0,0,3,4,0,0,6,0,0,0), ncol=4) to this one M_final <- matrix(c(1,2,3,6,2,7,4,3,3,4,7,2,6,3,2,1)

Re: [R] Bivariate normal integral

2012-04-19 Thread juliane0212
I also tried: m1 <- length(x)-1 X1<- cbind(x[1:m1],x1[2:length(x)]) X2<- cbind(x[1:m1],x1[2:length(x)]) integral <- function(rho){ m1 <- length(x1)-1 integral <- apply(X2,1,function(y) apply(X1,1,function(x) pmvno

[R] Bivariate normal integral

2012-04-19 Thread juliane0212
hello, I'm trying to improve the speed of my calculation but didn't get to a satisfying result. It's about the numerical Integration of a bivariate normal distribution. The code I'm currently using x <- qnorm(seq(.Machine$double.xmin,c(1-2*.Machine$double.eps),by=0.01), mean=0,sd=1)