[R-sig-finance] Rmetrics Newbie

Spencer Graves spencer.graves at pdf.com
Fri Jul 29 04:17:13 CEST 2005

	  I can't answer your question directly, but a general problem solving 
method is provided in the posting guide, 
"http://www.R-project.org/posting-guide.html".  This describes many 
tools to help you find answers to your questions AND ways to formulate 
questions for r-help such that they are more likely to get a reply.  IF 
you more or less know the math involved, I encourage you to work through 
the posting guide with your question, and submit a restatement of your 
question to "r-help", preferably with some simple piece of code that you 
tried that didn't solve your problem, asking for help with the next 
step.  Please make your example small and completely self-contained, so 
someone can copy a few lines out of your email into R, try a few 
different things, and reply with what seemed to work for them.  (I 
suggest "r-help", since you already got zero response -- other than me 
-- from "R-sig-finance".)

	  I did a brief search for a couple of your key words and did not find 
anything.  However, I didn't try very hard, partly because it's not my 
problem and I have many other demands on my time, and partly because I 
didn't know enough to phrase your question in other terms that might 
produce an answer.

	  There may not be a function specifically designed to do exactly what 
you want.  However, R is a very flexible and powerful programming 
environment that should make it quite easy for you to write your own 
function to do what you want.  It is rapidly becoming the platform of 
choice for new statistical algorithm development internationally.  It 
has a moderately steep learning curve.  However, after you have a basic 
facility with the language -- and some skill in how to find things using 
"RSiteSearch", etc., you will have FREE access to some of the latest and 
greatest code for almost any statistical application.

	  spencer graves	

Nico wrote:

> I'm very interested on Rmetrics for my university home-work: what I have to do is related to
> time series analysis of interest rates.
> With Rmetrics, can I compute the spot curve / forward rates starting from quoted instruments
> (depos, futeres and swaps)? I don't find any references on this topics, so I hope in your
> help...
> Thanks in advance,
> NC
> _______________________________________________
> R-sig-finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves at pdf.com
www.pdf.com <http://www.pdf.com>
Tel:  408-938-4420
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