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9 results for “from:Christian Langkamp”

CreditMetrics Methodology
Christian.Langkamp at basf.com · Jun 4, 2010 · r-sig-finance

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Generate a sequence of vectors of different length
Christian Langkamp · Nov 2, 2011 · r-help

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Where can I obtain newer correlation matrices for the R CreditMetrics Package ?
Christian Langkamp · Mar 1, 2013 · r-sig-finance

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Extracting Variable Name to define breaks for histogram
Christian Langkamp · Feb 4, 2009 · r-help

Hi I am trying to define an automatic breaks function for a histogram. Inputs are a vector x and a number n. What I would like is to define the outcome as breaks_(Name of Vector) - but the paste("breaks...

Subtract matrices within arrays along indices
Christian Langkamp · Jul 29, 2009 · r-help

I have the following array: 3 dimensional object, one dimension being year. Object is 3*3*3 library(plyr, reshape) a1<-rep(c(2007,2008,2009),9) a2<-c(rep("a",9),rep("b",9),rep("c",9)) a3<-c...

VaR
Christian Langkamp · Mar 4, 2009 · r-sig-finance

Hello I remember a simple example given for this subadditivity feature in the GARP Magazine some time ago. I will try to reproduce it, but ask for apologies if I mixed up two different terms. You have a portfolio of...

How do I get my IT department to "bless" R?
Christian Langkamp · Feb 5, 2009 · r-help

I know on the website there are some pretty reputable sponsors of the software who at some stage donated some (presumably significant) amount of money out of thankfulness because some project worked and the software helped in some way. In...

Re place Values within vector using Translation vector
Christian Langkamp · Feb 18, 2009 · r-help

Dear everyone I would like to change values in vectors doing a translation. i.e. I have a start vector giving me the levels in one vector (numbers 1 to x - rating) and then I have a second vector giving...

Adjusting the Axis in a histogram to the prespecified breaks
Christian Langkamp · Feb 16, 2009 · r-help

Hello I tried a few searches on hist, histogram, equidist and space (space=0 was mentioned in one contribution), but none of that so far worked. It also says in the help "##-- For non-equidistant breaks, counts should NOT be...

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