How do I find the k largest and smallest entries in a large correlation matrix and their addresses ( excluding the main diagonal entries of 1?) For example, given the correlation matrix for all SP500
Thanks to Patrick Burns of Burns Statistics who suggested use of the function lower.tri( ). This function extracts the lower Part of the matrix and renders it a vector. So to effectively find the col
How do I eliminate NA's that are randomly scattered through-out a 2 column timeSeries ( dataSeries(TS) yields a 2 column matrix)? The new timeSeries should "drop" non-NA positions in each column that
Does anyone know of a Splus (version 6.x - Win Xp system) version of quadprog ? All I can find is a R version at CRAN and this doesn't work with Splus. Paul Lasky P & B Consultants Rancho Santa Fe, C
I've recentally had an opportunity to compare and stress the 2 available non-linear optimizers available to S+ and R users: MASS's optim, and Splus's nlminb. In actual practice, optim far out perform
This is a pretty basic question but . . . is there a better way, without explicit looping, to compute the 3 dimensional cross variance and a diagonal ? The crossvariance defined as: crossvar = array(
This is not a strictly S+ or R problem but rather a statistical estimation problem - - - perhaps someone has some idea of how to solve the problem. I have a p dimension vector where p maybe as large
Many thanks to all that replied. However no practical solutions were offered, so I devised one that seems to work very well on my data set. Several people stated that the problem was "very difficult"
How do I generalize permutation testing? Following up on the permutation testing question: I have a 3 factors (e.g. Size, Style, and Family) and each factor has 3 levels (e.g Size: large, mid, and sm
Does anyone know of source for a Splus MARS (Multivariate Adapative Regression Splines) routine ? Paul Lasky phlasky@earthlink.ne "Truth is embodied in successful prediction"
How do you create a timeDate sequence with the latest date as the first element and oldest date the last element, AND exclude weekends (utilizing Splus 6.1)? The following efforts were unsuccessful:
How do you create a timeDate sequence with the latest date as the first element and oldest date the last element, AND exclude weekends (utilizing Splus 6.1)? The following efforts were unsuccessful:
Importance sampling is simply weighted sampling with weights equal to dG/dH, where H is the sampling PDF and G is the desired or target PDF. You can easily accomplished weighted sampling with sample
In building a simulation program in S-Plus 6.1, windows, I must calculate some column means of a matrix (NOT a data frame) (many times) x 10 ^ 5. I was surprised to find that the function colMeans is
There is no "c" or concetration function for timeDate objects. And the append function cannot be used to splice together two timeDate sequences. How then do you build irregular time series, e.g. how
This is a common task in simulating the end-point of financial derivatives. Assume that you know the distribution of each component of A, call it Phi ( assume that the distribution all components is