I was trying to verify how well the lag-returns are calculated from ROC function in TTR package.
Following is the code that I am using:
startDate = "2001-01-01"
endDate = "2013-12-01"
I am trying to find joint F-statistics and since this is a question regarding usage of R, I would not spend time on logic of it but this is what I am trying to achieve:
Set11 = read.table("D1.csv",sep=",",header=TRUE) ##change attached xlsx to csv
I have two giant matrices (5000x6000) each. I want to compare the sign of elements of two matrices without doing a for loop kind of thing. And then I want to count how many had the matching sign.
I did find ways to compare whether two are identical but couldn't find anything which can do the...
I have the following system:
X(k) = alpha*trueVal(k) + Noise //Volume measurement
Y(k) = beta*X(k) + Noise //Pressure measurement
k = day1, day2, day3, etc
In my system I measure the volume about 2 hours before the pressure measurement. So, basically I...
In 1 sample t-test, where null: mean of sample is zero, I would think a high p-value like 0.30 would imply that null can't be rejected at 5% significance level. However, p-value of 0.012 would imply null will be rejected at 5% significance level but not at 1% significance level.
So, I am...
I have a matrix of 7 columns and each of these columns represent different variables. I want to create 7 new vectors and each will just have elements within 1 standard deviation across mean. So, each vector would be of different dimension. My idea will work but I am sure there are...
I have a very basic question. When we are regressing Y on X1, X2, X3, I understand we need to perform some kind of normalization for X1, X2, X3 columns but what about Y. Do we need to normalize that as well while running regression?
I have tried looking into various papers but I have not been able to get an authentic information.
Does regression using Random forest have any requirements over the data like we hvae homoskedasticity for linear regression, etc. ?
I want to create a variable name from string names. E.g.
The Array has columns named as price, temperature, pressure.
Vector <- function(Array,string)
Vector = Array$string
So, when I make the following call:
v1 = Vector(giantArray,'temperature') #extracts temperature column...
I have a vector (Label) of length 500 with first few elements as:
I want to create a new vector (NewLabel) such that it's elements are:
basically add the string "_trades.dat" to each element of vector...