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Try ?princomp. Or you can just do it manually. eigen(data) Then the eigen vector corresponding to the biggest eigen value is the first principal component. It goes on. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re...

Thank you very much. Would you talk more about that? How can I use the copula package to sample two dependent exponentials? Which function shall I use? Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel...

Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang at munichreamerica.com -----Original Message----- From: markleeds at verizon.net [mailto:markleeds at verizon.net] Sent: Monday, August 04, 2008 5...

I am trying to do this using the copula library and find a possible way out. library(copula) x=mvdc(claytonCopula(.75),c("exp","exp"),list(list(rate=1),list(rate=2))) x.sample=rmvdc(x,100) The above code...

Thanks. If I set the coefficient of p1 equal to zero, then I only have three parameters left in the model. Suppose e is the residual matrix for this regression, 2 by 2 here. Is the covariance matrix for the...

I have figured out the problem. Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang at munichreamerica.com -----Original Message----- From: Zhang Yanwei - Princeton-MRAm Sent: Wednesday, July 23, 2008...

Thanks. This is exactly what I want. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang at munichreamerica.com -----Original Message----- From: Ling, Gary (Electronic Trading) [mailto:Gary_Ling at ml...

I should have stated this better. I want to fit this bivariate regressions with weights as well as contemporaneous correlation. One should use the systemfit(method="SUR") to have the model include the comtemporaneous correlation. But how can I specify...