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You might find the web page http://www.mayin.org/ajayshah/KB/R to be of some use. -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

> > Does anybody know the function in R with which we can > > test the mean reverting property of a time series? A package called "vrtest". -- Ajay Shah ajayshah at mayin.org http://www.mayin.org/ajayshah http://ajayshahblog.blogspot.com

> http://www.vsthost.com/RStuff.html The mgarchBEKK package looks quite exciting, but it seems to have stopped working beyond R 2.4. -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who...

> > x<-rnorm(20) > > mean(x) > [1] -0.2272851 > > results<-boot(x,mean,R=5) > > What in the world am I missing?? See http://www.mayin.org/ajayshah/KB/R/statistics.html -- Ajay Shah Consultant ajayshah at mayin.org Department of...

How do I parse a date "yyyymmdd"? I tried asking chron(s, "ymd") but that didn't work. Would the date parsing routines of the Date class of 1.9 grok this? -- Ajay Shah Consultant ajayshah at mayin.org Department...

How does one convert objects c("a","b","c") and "d" into "abcd"? > paste(c("a","b","c"), "d") of course yields [1] "a d" "b d" "c d" -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org...

I'm using `mgarchBEKK' version: 0.07-7. > ?mvBEKK.sim > sim = mvBEKK.sim(series.count = 3, T = 2500) Error in mvBEKK.sim(series.count = 3, T = 2500) : could not find function "count.triangular" -- Ajay Shah http://www.mayin.org/ajayshah...

I wondered was people on this list felt about this article: http://www.voxeu.org/index.php?q=node/2363 which talks about the problems of obtaining sound answers in numerical optimisation in settings such as MLE or NLS. -- Ajay...

I went to the article on np in R news 7/2 (October 2007). What's the general technique to get the source code associated with the article as a .R file that I can play with? -- Ajay Shah http...

> > library(fimport) > > dat2 = economagicSeries("libor/day-ussnon", frequency = "daily") Seems to me that economagicSeries() is lacking in critical functionality. The release managers of fImport should not carry such a function. After that, it's upto users desiring this functionality to...

On 28 December 2016 at 03:20, Adam Ginensky <adamno227 at gmail.com> wrote: > Hi, > I don't know what's going on, but notice the 'bad' sd estimates are > essentially double the 'correct' sd estimates. There is likely a...

On Fri, Dec 31, 2010 at 08:53:23PM +0000, Paul Gilbert wrote: > Perhaps there would be too much overlap with R-SIG-Finance, but does anyone think > an R-SIG-MacroEcon list would be useful? > > Paul I think it...

Suppose you have a returns vector r, which contains values like +3, -2, -7, +3, etc. Then say: require(tseries); test = runs.test(factor(sign(r))) print(test) If you want to access the prob value of the test from...

Folks, I wrote some text and code to help people think more clearly about weight loss or weight management. This is at: http://www.mayin.org/ajayshah/MISC/weightloss.html I hope this is useful to others. Do tell me...

I want to write: zap <- function(v) { if (exists(v)) {rm(v)} } But of course this doesn't work because the rm() acts on v which is within zap() and doesn't affect the parent environment: > x <- 1 > zap("x...

> From: "Jenifer Larson-Hall" <jenifer at unt.edu> > Subject: [RsR] Robust R for dummies? > Is there anything > that could give me more background about how I can do bootstrapping with > the R libraries? Maybe this might help: http://www.mayin...

On Tue, Mar 11, 2008 at 08:57:49AM +0100, Hans-Peter wrote: > > > > I looked at the package (it's > > http://cran.r-project.org/web/packages/xlsReadWrite/index.html) but > > it's windows only. So no joy yet. > > which...

Folks, I am finding problems with using "dse": > library(dse1) Loading required package: tframe Error: c("package '%s' required by '%s' could not be found", "setRNG", "dse1") > library(dse2) Loading required package: setRNG Error: package 'setRNG' could not be loaded...

On Sun, Oct 26, 2008 at 10:44:33AM +0200, malcolm croucher wrote: > Hi , > > I wondering if anyone could recommened some linux based programmes for > finance ? i.e programmes that you can develop code for in c++ ? which allow > real...

> get.hist.quote stubbornly refuses to use options, so you have to use > get.hist.quote("foo",method="wget") Thanks! It worked. Just a small suggestion - a table.csv* file is left lying around; ideally it should be blown away...