l*****n 发帖数: 72 | 1 请教各位大虾,
需要 convert R package to Splus,
按照Instruction Step By Step, 把package “fBasics” download 下载安装
最后一步 Check
at splus commands console:
=========================================================
> Splus CMD check fBasics
Problem: Object "Splus CMD check fBasics" not found
Use traceback() to see the call stack
=========================================================
At the DOS prompt:
=========================================================
C:\Program Files\TIBCO\splus81>Splus CMD check fBasic |
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r*****g 发帖数: 1 | 2
区别大了,简单说SPLUS/R 更趋于一种语言,而SAS
的灵活性差一点,有许多现成的procedures
可以使用,对于简单的分析很有用,但output比较难懂。用SAS作图比较复杂,不如SPLUS
/R。R 是免费的,不过好多函数在R和SPLUS中不通用。
希望各位大虾继续补充。 |
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j*******g 发帖数: 8 | 3 I am working on my paper with Splus, and I need to write Splus code
for the following double integral:
integral(0, 1)integral(0,1) {-(1+gamma*k)
((1-(1-u)^k)^(-gamma)+(1-(1-v)^k)^(-gamma)-1)^(-2-1/gamma/k)} du dv
I wouldn't go through if I couldn't figure out the code. So your kind reply
would be highly appreciated. |
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l***e 发帖数: 10 | 4 I need to work on something about clustering. One professor suggested
me three statistical packages: Splus, SAS, and Matlab.
My question is:
1. What are Splus, SAS?
2. I have not found any toolbox or function about statistics clustering in
Matlab so far. Can anyone give me brief instruction?
3. What are their respective advantages and disadvantages?
4. Which one of these three is most powerful and modern in statistics? |
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m*****e 发帖数: 207 | 5 在外面ls/dir一下把文件名弄到一个文件里
再从Splus里读入字串
然后一个循环高定 |
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w******8 发帖数: 59 | 9 I used R for a long time. My new job requires using SPLUS. What books would
I need to read? Thanks! |
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s**********s 发帖数: 4 | 10 Hello, Everyone:
Do anyone know how Pharmaceuticals use R and SPlus? and why? I was asked
about R couple times during interviews when look job in CRO.
Thanks. |
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a*******1 发帖数: 1554 | 11 你看这样可以不?
S0是初始价格,r是利率,sigma是波动率,T是到期日,K是执行价,hsigma是算vega用
的,h0是算delta用的,N是200,p是10^8,但一般不用取这么大吧,我读书做project
才取10万,这是当时作业的一小部分
function []=ThreeMethodsMilter(S0, r, sigma, T, K, h0, hsigma,p,N)
%% Finite difference
SqrRootp = sqrt(p);
DeltaT = T/N;
SqrtDeltaT = sqrt(DeltaT);
Z= randn(N-1,p);
P = prod([ones(1,p);1+r*DeltaT+sigma*SqrtDeltaT*Z+0.5*sigma^2*DeltaT*(Z.^2-1
)]);
S = P*S0;
C = exp(-r*T)*max(0,S-K);
SPlus = exp(-r*T)*max(0,(S0+h0)*P-K);
SMinus = exp(-r*T)*max(0,(S0-h0)*P-K);
DeltaFD = (SP... 阅读全帖 |
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B*********h 发帖数: 800 | 12 ☆─────────────────────────────────────☆
iambear (iambear) 于 (Mon Jun 18 14:55:45 2007) 提到:
不知道大家用哪个软件.我用UCSD garch toolbox中那个 dcc_mvgarch得出系数后如何
做一步或多步预测? 但这个function是假设arma(0,0)的.也有用SPLUS的,似乎更加方便
点,能够直接把cov(et+1,et+1|Ft)算出来,但我现在没splus.
☆─────────────────────────────────────☆
jasonma (大耳兔) 于 (Mon Jun 18 20:14:56 2007) 提到:
这个crappy得模型居然还有人用。。。
anyways, SPLUS+Finmetrics应该可以,SPLUS有学生版,发信向他们要。
另外,matlab也有GARCH toolbox...
☆─────────────────────────────────────☆
longtian (施主,小僧已经很久不烧香了) |
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r********0 发帖数: 22 | 13 I use SAS 90% of the time at work because we deal with FDA, and SAS is a
validated software. Splus is also a validated software, which is also OK
with FDA. But SPLUS is essentially R, except that R is free and SPLUS is not
. R does all things SPLUS or SAS can do, only that it's more powerful and
flexible, IMHO. |
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f****n 发帖数: 4615 | 14 【 以下文字转载自 JobHunting 讨论区 】
【 原文由 inong 所发表 】
After read all those posts, it seems that few people here really know SAS and
Splus, especially SAS. "Splus vs SAS 就象 Matlab vs Excel" is so wrong.
For statistical application, both SAS and Splus are easy to use. If you wanna
use statistical methods, like linear regression, it's same easy for both of
them. Just run the procedure or function, they both have good statisic package
for all the classic and modern statistical methods. The only thing matters |
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G**Y 发帖数: 33224 | 15 没有open source 哪来的R呀。R才15年左右吧,已经彻底改变了统计计算领域。(其实
比SAS还惨的是Splus呀。很多人不知道啥是SPlus了吧。)
至于精确度和科学发现,在于使用的人是不是good statisticians。
统计的问题是很难证实,但是可以证伪。统计可能没发现啥,但是能指出很多伪科学。 |
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v**n 发帖数: 130 | 16 这个版有做model risk management的吗?ERM track. sorry no h1b.....
不知是不是应该去金融数学问。。。。
---------------------------
Sr Enterprise Risk Analyst:
https://www.usaa.apply2jobs.com/profext/index.cfm?fuseaction=mExternal.
showJob&RID=14540&CurrentPage=1
Minimum Requirements
Bachelor's degree and 7+ years work experience in a quantitative discipline
relevant to financial risk management.
OR, Master's degree and 4+ years work experience in a quantitative
discipline relevant to financial risk management.
OR, Doctor... 阅读全帖 |
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v**n 发帖数: 130 | 17 这个版有做model risk management的吗?ERM track. sorry no h1b.....
---------------------------
Sr Enterprise Risk Analyst:
https://www.usaa.apply2jobs.com/profext/index.cfm?fuseaction=mExternal.
showJob&RID=14540&CurrentPage=1
Minimum Requirements
Bachelor's degree and 7+ years work experience in a quantitative discipline
relevant to financial risk management.
OR, Master's degree and 4+ years work experience in a quantitative
discipline relevant to financial risk management.
OR, Doctorate degree and 2+ ... 阅读全帖 |
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m*****e 发帖数: 207 | 18 嗨,你干脆用Splus得了
fas也有Splus, 这玩意儿我熟多了
就是hist(mydata)
当然别忘了打开motif()或X11()或openlook()
或者直接存成postscript文件
postscript("myhist.ps")
hist(mydata)
dev.off()
可以用help(hist)选option |
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R*****n 发帖数: 8658 | 19 you can use R instead
it is free and better than Splus
and it is almost the same as Splus but with better management of memory
here is the link:
http://lib.stat.cmu.edu/R/CRAN/ |
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s*****n 发帖数: 2174 | 21 for computation intensive stuff, you'd better consider other language, such
as C or Fortran.
I used to work on MCMC EM algorithm on NLME model with missing data for my
master thesis. At that point, I used Splus to write most of the codes, but I
wrote the core function in Fortran, and then compiled it and loaded the
binary into Splus. |
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J*V 发帖数: 3150 | 22 sas, spss, splus, R
都是搞统计的,不过企业级的一般用sas |
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D***I 发帖数: 1957 | 29 这垃圾货,也就比yaris这种更垃圾的稍好
穷的话买二手吧,现在hertz,enterprise卖车的imapla 2013,才9k多起价
非要买新车当然focus,s版14k出头otd问题不大 |
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A**********l 发帖数: 652 | 32
没有,别理他。
laoselang-rihei-DEHEI 这三个ID是同一个人,专业推荐福特和租车公司万人骑的二手
车。他自己却从不碰,开着红色小mini,坑人不眨眼。
买车最重要的是自己喜欢,别人推荐的都是浮云。 |
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n**y 发帖数: 488 | 33 这倒是真的,别人推荐只供参考一下,车就个工具,还要适合自家状况 |
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R*********r 发帖数: 225 | 34 UPDATE: 已经收到超过20分简历了,都已经forward给hiring manager了,其中有些背景和这个职位很相关,如果hiring manager有兴趣的话会和直接和你联系的,请不要再给我发邮件了,不想大家在一起竞争 :)
祝各位好运,都拿到理想的offer!
办H1B, start up,在DC metro, online advertising industry,拿到一个offer但是去不了了,跟那边的老
板说可以帮他推荐,如果这里有人有兴趣的话可以把简历发给我,要求看上去蛮高,实际上不需
要那么多年经验, 统计软件也不一定需要非得是上面列出来的,会R,SPLUS也可以。
我的邮箱:g*********[email protected]
Statistician – Online Advertising
Key Responsibilities
•Develop and implement statistical analyses that increase the efficacy
of the company’s online advertising campaig |
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e******7 发帖数: 2 | 35 Responsibilities
- Research and analyze economic impacts of governmental actions
-Build quantitative models with extensive scenario-driven analysis to assess
the impact of potential outcomes
-Conduct quantitative analysis using operations research tools, economics,
and other quantitative techniques
- Analyze and present the economic implications of legislative and
regulatory changes within an industry group
- Work with reporters, editors and analysts to generate industry and
business-specific co... 阅读全帖 |
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h***m 发帖数: 85 | 36 【 以下文字转载自 Statistics 讨论区 】
发信人: hmsam (aha), 信区: Statistics
标 题: position in educational research at SF downtown
发信站: BBS 未名空间站 (Thu May 10 12:34:51 2012, 美东)
If interested, pls send your resume to p***********[email protected].
I have checked with hiring manager that visa sponsorship could be available.
Benefits Highlights
All health benefits effective first of the month following date of hire
15% of salary contribution toward retirement effective day one of
employment
20 vacation days, ... 阅读全帖 |
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L****n 发帖数: 3545 | 37 【 以下文字转载自 DataSciences 讨论区 】
发信人: LVHuan (.......), 信区: DataSciences
标 题: Senior Data Scientist in NC
发信站: BBS 未名空间站 (Fri Nov 14 16:55:32 2014, 美东)
PM me if interested - Post for a friend (I'm not the HM, sorry, but he can
get you interview directly if qualified).
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Data Scientist job in Morrisville, NC
The ideal candidate is an unabashed data geek. You enjoy searching the
Internet for datasets that you can explore and mashup to tell interesting... 阅读全帖 |
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c**********h 发帖数: 25 | 38 • BA/BS in Computer Science or Mathematics. An advanced degree is a
plus.
* Min 3 years of experience with Java production environment and
strong Object Oriented skills.
• Strong background in mathematics.
• Experience with Python or statistical software packages (i.e. R,
Matlab, Splus)
• Experience with UNIX operating system and relational databases.
• Experience with Hadoop, AWS, Machine Learning algorithms is a big
plus. |
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f********n 发帖数: 35 | 39 A prestige hedge fund, located Middletown NYC, is looking for a junior-mid
level modeler to assist senior modeler in Non-Agency mortgage and/or
consumer credit modeling. Prefer someone fresh from top schools or someone
with 2-3 years of experience. NY/NJ/CT local candidates only.
Skill set desired:
1. Good knowledge of and solid experience in econometric analysis.
2. Good knowledge of statistics and fixed income products.
3. Profeciency in SAS, R/Splus, SQL.
4. Knowledge and experience in Per |
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m****s 发帖数: 18160 | 40 【 以下文字转载自 Returnee 讨论区 】
发信人: gerryscar (Scar), 信区: Returnee
标 题: 帮朋友贴个北京基金公司的招聘信息,如果贴错地方了请指点
发信站: BBS 未名空间站 (Mon Mar 25 21:38:21 2013, 美东)
很少发帖,如果发得不对请指正。如果其他版更合适,可不可以帮我转一下,我不太会
用。谢谢
国内有个朋友托我帮他们公司贴个招聘信息,挺好的基金公司
招聘量化研究员(Quant Analyst)
岗位职责:
(1)负责对中国A股市场行业、个股进行量化研究,利用基本面、技术筛选行业、个股
,以量化投资研究报告形式为投资经理提供投资决策支持;
(2)挖掘低风险交易机会,以量化投资研究报告形式为投资经理提供投资决策支持;
(3)维护、更新数据、系统、程序等量化投资研究相关基础架构和内容;
(4)维护、跟踪、监控量化投资组合的表现,及时调整、完善量化投资策略;
(5)为投资经理制定资产配置建议、投资组合方案和投资管理报告提供必要支持。
任职资格:
(1)博士研究生,经济金融或理工科相关专业,具备复合背景者优先考虑;
(2)... 阅读全帖 |
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R*********r 发帖数: 225 | 41 【 以下文字转载自 JobHunting 讨论区 】
发信人: RProgrammer (RP), 信区: JobHunting
标 题: Urgent position opening -- Statistician @ DC metro
发信站: BBS 未名空间站 (Mon Oct 5 19:22:05 2009, 美东)
办H1B, start up,在DC metro, online advertising industry,拿到一个offer但是去不了了,跟那边的老
板说可以帮他推荐,如果这里有人有兴趣的话可以把简历发给我,要求看上去蛮高,实际上不需
要那么多年经验, 统计软件也不一定需要非得是上面列出来的,会R,SPLUS也可以。
我的邮箱:g*********[email protected]
Statistician – Online Advertising
Key Responsibilities
•Develop and implement statistical analyses that increase the efficacy
of the compa |
|
L****n 发帖数: 3545 | 42 【 以下文字转载自 DataSciences 讨论区 】
发信人: LVHuan (.......), 信区: DataSciences
标 题: Senior Data Scientist in NC
发信站: BBS 未名空间站 (Fri Nov 14 16:55:32 2014, 美东)
PM me if interested - Post for a friend (I'm not the HM, sorry, but he can
get you interview directly if qualified).
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Data Scientist job in Morrisville, NC
The ideal candidate is an unabashed data geek. You enjoy searching the
Internet for datasets that you can explore and mashup to tell interesting... 阅读全帖 |
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s*****a 发帖数: 24 | 43 A fast growing and global oriented quantitative hedge fund is looking for a
quantitative analyst / SQL developer. An ideal candidate would be someone
has solid SQL programming skills and has the experience of building
financial database. Good programming skills in SAS and Splus/R will be a
plus. You’ll have the opportunity to learn and practice quantitative
trading skills as you grow with the company. Compensation is highly
competitive. Please reply to b***********[email protected] for details.
I’m al |
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m********t 发帖数: 30 | 45 我知道为何多数大学开头不用SAS而用其他的统计软件(比如R,S-plus,SPSS,或
Matlab)。那是因为SAS是商业软件,使用者要付费。但也正由于SAS是商业软件,所以
SAS才是工业界的正式使用的统计软件(从而有工作机会)。
SAS的难度与Splus相当(或容易稍许)。会SPSS或Matlab的,学SAS也就不难。
一天,我见几个SAS同事在议论: SAS与JAVA或C#相比,哪个容易学?结论是,学SAS当
然比JAVA以及C#要容易得多(但精通都难)。
为何高年纪的数学才能选?--大学里就是把SAS作为数理统计课的计算器。--但这只是
SAS的应用的一个方面。
SAS |
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h***m 发帖数: 85 | 46 【 以下文字转载自 Statistics 讨论区 】
发信人: hmsam (aha), 信区: Statistics
标 题: position in educational research at SF downtown
发信站: BBS 未名空间站 (Thu May 10 12:34:51 2012, 美东)
If interested, pls send your resume to p***********[email protected].
I have checked with hiring manager that visa sponsorship could be available.
Benefits Highlights
All health benefits effective first of the month following date of hire
15% of salary contribution toward retirement effective day one of
employment
20 vacation days, ... 阅读全帖 |
|
R*********r 发帖数: 225 | 47 【 以下文字转载自 JobHunting 讨论区 】
发信人: RProgrammer (RP), 信区: JobHunting
标 题: Urgent position opening -- Statistician @ DC metro
发信站: BBS 未名空间站 (Mon Oct 5 19:22:05 2009, 美东)
办H1B, start up,在DC metro, online advertising industry,拿到一个offer但是去不了了,跟那边的老
板说可以帮他推荐,如果这里有人有兴趣的话可以把简历发给我,要求看上去蛮高,实际上不需
要那么多年经验, 统计软件也不一定需要非得是上面列出来的,会R,SPLUS也可以。
我的邮箱:g*********[email protected]
Statistician – Online Advertising
Key Responsibilities
•Develop and implement statistical analyses that increase the efficacy
of the compa |
|
o*******6 发帖数: 6113 | 48 自从学会Splus之后,matlab我就再也没用过~ |
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A******D 发帖数: 1075 | 49 matlab, octave, Splus, R, gnuplot, .... |
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k*****y 发帖数: 221 | 50 不好意思
还以为没有人有兴趣呢
基本要求如下 - 如果感兴趣,请发信给我
* M.S. or Ph.D. in Statistics, Mathematics, Computer Science,
Operations Research or other quantitative, engineering area is preferred.
* At least 1 year of experience in statistical data analysis and
predictive modeling using SAS, R, Splus or similar statistical tools
* Experience in analyzing massive and highly complex data sets,
performing ad-hoc analysis and data manipulation
* A passion for excellence in analytics
* Ability to ch... 阅读全帖 |
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