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4 results for “from:Steven D. Moffitt”

Saving a matrix in binary format
Steven D. Moffitt · Apr 5, 2006 · r-sig-finance

Dear Mr. Chatterjee, I'm not aware of a function that does this generically, and I doubt there exists one in the standard relase of R for the following reason - different processors have different numerical formats that would require a...

syntax for a loop
Steven D. Moffitt · Nov 28, 2004 · r-sig-finance

Create lagged vectors: # corresponds to x.dif[i-1] lag.minus1 <- c(NA,x.dif[-length(x.dif)]) # corresponds to x.dif[i+2] lag.plus2 <- c(x.dif[-c(1,2)],NA,NA) Then create a true/false vector...

Price Smoothing
Steven D. Moffitt · May 10, 2005 · r-sig-finance

Dear ManojW, There is a function EWMA in the RMetrics package. You can also write a script such as the following: expma <- function(alpha,price.vec) { if(missing(alpha)) stop("alpha argument missing") if( alpha < 0 || alpha > 1 ) stop("alpha...

Career/Educational Advice - First Post
Steven D. Moffitt · Oct 2, 2008 · r-sig-finance

Dear R Users Group, For statistical applications, I have found R to be superior to Matlab and Mathematica, and equal to SPlus. I use R for all modelling applications in my market research. >From my standpoint, the best feature of...

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