Strata | Open source analytics and market risk library | Portfolio library

 by   OpenGamma Java Version: v2.12.25 License: Apache-2.0

kandi X-RAY | Strata Summary

kandi X-RAY | Strata Summary

Strata is a Java library typically used in Web Site, Portfolio applications. Strata has no bugs, it has no vulnerabilities, it has build file available, it has a Permissive License and it has medium support. You can download it from GitHub, Maven.

Open source analytics and market risk library from OpenGamma
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              Strata has a medium active ecosystem.
              It has 757 star(s) with 259 fork(s). There are 89 watchers for this library.
              There were 4 major release(s) in the last 12 months.
              There are 78 open issues and 345 have been closed. On average issues are closed in 387 days. There are 6 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of Strata is v2.12.25

            kandi-Quality Quality

              Strata has 0 bugs and 0 code smells.

            kandi-Security Security

              Strata has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              Strata code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              Strata is licensed under the Apache-2.0 License. This license is Permissive.
              Permissive licenses have the least restrictions, and you can use them in most projects.

            kandi-Reuse Reuse

              Strata releases are available to install and integrate.
              Deployable package is available in Maven.
              Build file is available. You can build the component from source.
              Installation instructions are not available. Examples and code snippets are available.

            Top functions reviewed by kandi - BETA

            kandi has reviewed Strata and discovered the below as its top functions. This is intended to give you an instant insight into Strata implemented functionality, and help decide if they suit your requirements.
            • Performs a piecewise interpolation on the data points
            • Calculate the first sense derivative of the parabola algorithm
            • Modify the reference value with the sensitivity of the reference value
            • Calculate the slope sensitivity
            • Bessel function
            • Returns the long Factorial of the given value
            • Gets the factorial
            • Interpolates the two polynomials
            • Intersects the two polynomials
            • Compute the modified Bessel function of the given argument
            • Calculate the IborCapletVolatility
            • Main method of the calibration
            • Gets the root of the given function
            • Reads a single byte
            • Calculates a single discount curve from the given market data
            • Computes the first order derivative of a SABR model
            • Computes the theta value of the curve
            • Calculate the Nodal curve
            • Performs the intersection of two polynomials
            • Performs a piecewise interpolation of data points
            • Calculates the first order derivative of a swap rate
            • Compute the first order derivative of a swap rate
            • Start the GUI
            • Calculates the cumulative probability of a given vector
            • Returns a bracketed point composed of the results of applying the provided function to the lower bounding points
            • Calculates the BorrowedCapletVariables
            Get all kandi verified functions for this library.

            Strata Key Features

            No Key Features are available at this moment for Strata.

            Strata Examples and Code Snippets

            No Code Snippets are available at this moment for Strata.

            Community Discussions

            QUESTION

            How to insert output from Cox regression on the graph
            Asked 2022-Apr-01 at 14:38

            I have got survival data, based on quartiles of delta_mon1_baselone_to_3d. Outcomes is mace.

            Cox regression for each quartile are obtained with this code:

            ...

            ANSWER

            Answered 2022-Apr-01 at 14:38

            This is what I think you're looking for. First, it isn't built into that plotting function to do this, but you can create these labels dynamically.

            It ended up being a bit easier if I changed the name of stratum to Quartile. If that's what you're labeling it, this shouldn't be too big of an issue.

            Source https://stackoverflow.com/questions/71683969

            QUESTION

            calculating bootstrap resampling for grouped variables
            Asked 2022-Mar-18 at 15:20

            I have the following dataset to calculate standardized effect size for Soil_N and Soil_P for which I used the code below for each replicate.

            ...

            ANSWER

            Answered 2022-Mar-18 at 15:20

            I think you mean to bootstrap sample from the grouped replicates, grouped by each Diversity category? bootstraps takes the whole dataframe as an argument to sample from. To borrow the code from the examples here, you could sample 5 random replicates from each Diversity category (with replacement) and for each bootstrap resampling extract the means of each category:

            Source https://stackoverflow.com/questions/71512747

            QUESTION

            Calibration based on the total of a variable other than the population
            Asked 2022-Feb-18 at 16:08

            I've been working on some survey data using the survey package. I read the documentation available on post-stratification and calibration, however I got stuck trying to calibrate the sampling weights on a total known for the population that is not the population total.

            To make my self clear I prepared an example: Let's say I have income information for a sample stratified by sex, which lets me create the svydesign object:

            ...

            ANSWER

            Answered 2022-Feb-17 at 04:09

            Here is a workaround.

            all your data is stored at dis$variables, from there you can export it and make your calculations. I hope this can inspire better solutions

            Source https://stackoverflow.com/questions/71057827

            QUESTION

            Pass variable name as argument dynamically on svydesign and dplyr::select functions
            Asked 2022-Feb-08 at 02:09

            I'm newbie with R. There is a code like the following, and for that code, variable name wt_itvex_divided_by_4 should be dynamically replaced with wt_itvex_divided_by_3 or wt_itvex_divided_by_2

            ...

            ANSWER

            Answered 2022-Feb-08 at 01:57

            You may try subsetting from the dataframe directly with [[.

            Using apistrat data as an example.

            Source https://stackoverflow.com/questions/71027625

            QUESTION

            Reorder legend survfit
            Asked 2022-Jan-30 at 18:40

            I have made a regression that looks like this:

            ...

            ANSWER

            Answered 2022-Jan-30 at 18:40

            Here is an example how you could achieve what you want:

            The main step is to transfrom the grouping variable to factor class. Then you can define the levels by hand:

            The other steps are the same:

            Source https://stackoverflow.com/questions/70917577

            QUESTION

            R- How to conduct two-sample t-test with two different survey designs
            Asked 2022-Jan-12 at 07:34

            I want to perform a two-sample (welch's) t-test on the equality of two means, one of which is obtained using simple random sampling (srsmean), and the other which is calculated using survey weighting with the survey package (mean_weighted). I also conduct a t-test between mean_weighted and the mean obtained when weighting and stratification are both implemented in the survey design (mean_strat).

            I know there is a svyttest() function, however, as far as I can tell, this function only tests the means of two samples within one survey design, not means obtained with different survey designs.

            I also tried using rnorm to create fictional samples eg c(rnorm(9710, mean = 156958.8, sd = 364368)), but the problem with this approach is that in complex sampling methods like stratification, the effective n is usually smaller than the nominal n, and so I am unsure what to put as n. Additionally, this method feels a bit contrived, as I would be fitting the data to a particular type of distribution.

            Finally, I tried writing out the equation for a t-statistic myself, however, in calculating the "standard error of the difference of means" involving a complex survey design, I also run into problems related to the "effective sample size."

            Is there another approach that would work for both the t-test between srsmean, mean_weighted AND the t-test between mean_weighted, mean_strat?

            ...

            ANSWER

            Answered 2022-Jan-12 at 07:34

            i'm confused about the purpose of a t-test between your mean_weighted and mean_strat since the difference between those coefficients will always be zero? i might compare the simple random sample against the complex design like this?

            Source https://stackoverflow.com/questions/70626996

            QUESTION

            Adding label data to sankey plot axis with ggalluvial Package
            Asked 2022-Jan-03 at 00:56

            How do I add label names in the white boxes to each of the three axis on the ggalluvial sankey plot from the dataframe? (see image)

            Column "Country" has observations for multiple countries. In the example below I am focused on Ireland which has the label "IE". How do I harvest the dataframe for the Country name using the ggplot code below? I will also be doing this task for the "Vaccine" and the "TargetGroup" names so if the solution can include these columns too, I would be grateful. Thank you

            Dataframe code and sankey colours - data is from the EU ECDC

            ...

            ANSWER

            Answered 2022-Jan-03 at 00:56

            Figured it out - full code chunk here. I hope this helps someone out

            Source https://stackoverflow.com/questions/70560536

            QUESTION

            Using lapply function on svychisq
            Asked 2021-Dec-21 at 13:14

            I have a dataset named "drugs" and I created a weighted dataset named "weighted_data".

            ...

            ANSWER

            Answered 2021-Dec-21 at 05:31

            This is easy just do the following:

            Source https://stackoverflow.com/questions/70417671

            QUESTION

            reshape wide long with key specifying levels of grouping variable
            Asked 2021-Nov-02 at 19:54

            I have a dataset

            ...

            ANSWER

            Answered 2021-Nov-02 at 19:14

            We can use pivot_longer

            Source https://stackoverflow.com/questions/69815276

            QUESTION

            How to edit legend in ggfortify in R
            Asked 2021-Oct-20 at 00:58

            I am using carData::Rossi data to estimate a survival curve. This is the code I used to generate the plot:

            ...

            ANSWER

            Answered 2021-Oct-19 at 01:38

            Instead of strata = "Raza", you using both color = "Raza" and fill = "Raza" will works.

            Source https://stackoverflow.com/questions/69623966

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install Strata

            You can download it from GitHub, Maven.
            You can use Strata like any standard Java library. Please include the the jar files in your classpath. You can also use any IDE and you can run and debug the Strata component as you would do with any other Java program. Best practice is to use a build tool that supports dependency management such as Maven or Gradle. For Maven installation, please refer maven.apache.org. For Gradle installation, please refer gradle.org .

            Support

            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
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