Strata | Open source analytics and market risk library | Portfolio library
kandi X-RAY | Strata Summary
kandi X-RAY | Strata Summary
Open source analytics and market risk library from OpenGamma
Support
Quality
Security
License
Reuse
Top functions reviewed by kandi - BETA
- 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
Strata Key Features
Strata Examples and Code Snippets
Community Discussions
Trending Discussions on Strata
QUESTION
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 14:38This 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.
QUESTION
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 15:20I 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:
QUESTION
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 04:09Here 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
QUESTION
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 01:57You may try subsetting from the dataframe directly with [[
.
Using apistrat
data as an example.
QUESTION
I have made a regression that looks like this:
...ANSWER
Answered 2022-Jan-30 at 18:40Here 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:
QUESTION
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 07:34i'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?
QUESTION
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 00:56Figured it out - full code chunk here. I hope this helps someone out
QUESTION
I have a dataset named "drugs" and I created a weighted dataset named "weighted_data".
...ANSWER
Answered 2021-Dec-21 at 05:31This is easy just do the following:
QUESTION
I have a dataset
...ANSWER
Answered 2021-Nov-02 at 19:14We can use pivot_longer
QUESTION
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 01:38Instead of strata = "Raza"
, you using both color = "Raza"
and fill = "Raza"
will works.
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install Strata
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
Reuse Trending Solutions
Find, review, and download reusable Libraries, Code Snippets, Cloud APIs from over 650 million Knowledge Items
Find more librariesStay Updated
Subscribe to our newsletter for trending solutions and developer bootcamps
Share this Page