SCM

Forum: open-discussion

Monitor Forum | Start New Thread Start New Thread
RE: create_cashflows_matrix [ Reply ]
By: Julian Vaupel on 2009-06-07 10:03
[forum:1606]
Hi guys,

i tried to use your package on a big dataset and had problems when the CASHFLOWS Lists are too long. You should add maxsum = Inf to your functions create_cashflows_matrix and create_maturities_matrix, otherwise it will cut off some entries and won't work.

Did you try any other minimizing algorithms? This one does not perform too well on my dataset.

Julian

RE: create_cashflows_matrix [ Reply ]
By: Robert Ferstl on 2009-03-21 16:28
[forum:1369]
Try the following:

data(eurobonds)
create_cashflows_matrix(eurobonds$GERMANY,include_price=TRUE)


create_cashflows_matrix [ Reply ]
By: Julian Vaupel on 2009-03-18 14:40
[forum:1356]
Hi guys,

i want to work with my own data but don't really know how to use the create_cashflows_matrix and create_maturities_matrix functions. Do you have a little example how to use those two functions and what the input group has to be.
I assume those two functions are for creating the input lists for the estimation functions, no?

Sorry, i'm quite a beginner in R.

Thanks a lot.

Julian

Thanks to:
Vienna University of Economics and Business Powered By FusionForge