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Overview Statistical Research Laboratory (SRL) is an established hedge fund and asset management technology company based in London and New York, with significant mandates to provide cutting edge technology solutions to leading investment companies. A highly experienced Quantitative Developer is...

Yes, that's what I was looking for. Many thanks, Samuel -----Original Message----- From: S Ellison [mailto:S.Ellison at LGCGroup.com] Sent: 01 August 2011 15:16 To: Samuel Le; r-help at stat.math.ethz.ch Subject: RE...

Dear List As I was working on a project, I realized that when I use dnearneigh from spdep, two (or more) points that have the exact same coordinates are not considered neighbours and thus are not linked (even when the...

Duncan Murdoch, Many thank you for your reply. I did try to download the older versions from CRAN. But I am not quite sure how to compile the source form. I tried using the option "install package(s) from local...

Thanks for the workaround and the explanation Alain ________________________________________ De : Milan Bouchet-Valat [nalimilan at club.fr] Date d'envoi : vendredi 28 juin 2013 19:20 ? : LE TERTRE Alain Cc : 'R-help at r-project.org' Objet : Re: [R] use of...

Hi Tobias, I believe this is due to the implementation of the new method for c(): c.factor() on May 11, 2020. I have very recently experienced issues around this addition as well. For this particular instance, the following line...

Q1:Try with redemption=1 instead (and maybe price=1.01) -----Original Message----- From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Gandhi, Puneet - RSCH AMRS...

Hello, Here is a quick suggestion: F<-function(i,j,a,b,c,d) { res<-eval(parse(text=paste("f",i,j,"(a,b,c,d),sep=""))) return(res) } HTH, Samuel -----Original Message----- From: r-help-bounces at r-project...

Dear R-help mailing list, First of all, many many thanks for your great work on the R project! I have a very small issue regarding the sample function. Depending if we specify values for the prob argument, we don...

Dear Amy, Same question here: do you accept remote applicants? Best Regards, Samuel On Mon, Jan 12, 2015 at 8:43 AM, M?rti?? Liberts <martins.liberts at gmail.com> wrote: > Dear Amy, > > I have the same question as Mark...

Dear List As I was working on a project, I realized that when I use dnearneigh from spdep, two (or more) points that have the exact same coordinates are not considered neighbours and thus are not linked (even when the...

Sure that doesn't work is not very informative. The error message is "Error in update.default(mod.init, new.form, data = mydata, na.action = na.omit) : need an object with call component" That's because he's looking at...

A follow-up. Thanks to Matthias, the codes worked very well. Le > On 11/18/06, Matthias Kohl <Matthias.Kohl at stamats.de> wrote: > > Hello, > > > > your integrand needs to be a function which accepts a numeric vector as > > first argument...

Hi List, Using Lattice, I have created a plot of histograms showing Fork Length by Year. The plot shows the histograms in 3 columns and 5 rows. Using the as.table=T function I can get the years to start...

Hi Kurt, Thank you for fixing quantile(). However, do you think c.factor() can potentially break more functions? For example, with this new change, classification from the partykit package using predict() comes back NA because of this: https://github.com...

Many thanks to Ben and Peter for their help. Even if I am not really happy with it, I used the "environment" solution and got the results I expected. >> Issue #2 is stickier. I think I must say that the...

Thanks to tom blackwell and Paul Gilbert for the help on my question below. Tom suggested using a system command in S to run R (using a batch file), apply the functions, generate output in a file readable in S...

Hi there. Thanks for your time in advance. My final goal is to calculate 1/2*integral of (f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes: $\frac{1}{2}\int^{{\infty}}_{\infty} (\sqrt{f_1(x)}-\sqrt...

My quick and dirty way to compute the Greeks: the finite difference method. For example to compute the Delta: epsilon<-0.001 x1<-BarrierOption(barrType="downin", type="call", underlying=100+epsilon,strike=100, dividendYield=0.02, riskFreeRate=0.03,maturity...

Using the new --disable-loadflags in install.packages: install.packages("rgdal_1.5-13.tar.gz", repos = NULL, type = "source", configure.args = "--disable-loadflags") should solve the issue. Erwan On Sun, Jun 28, 2020 at 3:42 PM Veronica Andreo...