Re: [R] invert 160000x160000 matrix

2007-08-14 Thread Patnaik, Tirthankar
A variety of tricks would need to be used to invert a matrix of this size. If there are any other properties of the matrix that you know (symmetric, positive definite, etc, sparse) then they could be useful too. You could partition the matrix first, then use an in-place inverse technique for

[R] Preserving dates in Excel.

2007-06-14 Thread Patnaik, Tirthankar
Hi, Quick question: Say I have a date variable in a data frame or matrix, and I'd like to preserve the date format when using write.table. However, when I export the data, I get the generic number underlying the date, not the date per se, and a number such as 11323, 11324, etc are not

Re: [R] Preserving dates in Excel.

2007-06-14 Thread Patnaik, Tirthankar
- From: Peter Dalgaard [mailto:[EMAIL PROTECTED] Sent: Thursday, June 14, 2007 6:07 PM To: Patnaik, Tirthankar [GWM-CIR] Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Preserving dates in Excel. Patnaik, Tirthankar wrote: Hi, Quick question: Say I have a date variable in a data

Re: [R] Confusion with sapply

2007-06-14 Thread Patnaik, Tirthankar
Thanks Gabor, this is cool! Best, -Tir -Original Message- From: Gabor Grothendieck [mailto:[EMAIL PROTECTED] Sent: Wednesday, June 13, 2007 6:53 PM To: Patnaik, Tirthankar [GWM-CIR] Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Confusion with sapply Try this. It takes a Date

[R] Confusion with sapply

2007-06-13 Thread Patnaik, Tirthankar
Hi, I have some confusion in applying a function over a column. Here's my function. I just need to shift non-March month-ends to March month-ends. Initially I tried seq.dates, but one cannot give a negative increment (decrement) here.

Re: [R] Confusion with sapply

2007-06-13 Thread Patnaik, Tirthankar
if I could understand exactly how. TIA and Best, -Tir -Original Message- From: hadley wickham [mailto:[EMAIL PROTECTED] Sent: Wednesday, June 13, 2007 2:35 PM To: Patnaik, Tirthankar [GWM-CIR] Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Confusion with sapply On 6/13/07

[R] Problems with Merge

2007-06-05 Thread Patnaik, Tirthankar
Hi, I have a history dataset, a matrix with about 1590 obs, and 242 cols, and I need to update this matrix with an 'update' matrix that has about 30 rows, and roughly similar number of columns as the history ds (but not necessarily equal). The update dataset is read from an Excel ODBC connection.

Re: [R] Problems with Merge

2007-06-05 Thread Patnaik, Tirthankar
-6631 9887 P.S. Agree with you on the trailer of the message--I had to post the message in a hurry, though! -Original Message- From: Prof Brian Ripley [mailto:[EMAIL PROTECTED] Sent: Tuesday, June 05, 2007 6:08 PM To: Patnaik, Tirthankar [GWM-CIR] Cc: r-help@stat.math.ethz.ch

Re: [R] conversion into capital letter

2007-05-15 Thread Patnaik, Tirthankar
Try ?toupper -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] Sent: Tuesday, May 15, 2007 12:11 PM To: R-help@stat.math.ethz.ch Subject: [R] conversion into capital letter Dear all, I would need a function which convert small letter

Re: [R] Conditional Sums for Index creation

2007-05-15 Thread Patnaik, Tirthankar
Tirthankar Patnaik India Strategy Citigroup Investment Research +91-22-6631 9887 _ From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Sent: Monday, May 14, 2007 6:29 PM To: Patnaik, Tirthankar [GWM-CIR] Cc: r-help@stat.math.ethz.ch; [EMAIL PROTECTED] Subject: Re: [R] Conditional Sums

Re: [R] Conditional Sums for Index creation

2007-05-15 Thread Patnaik, Tirthankar
Sending in plain text, as the html version doesn't seem to go through.. Best, -Tir From: Patnaik, Tirthankar [GWM-CIR] Sent: Tuesday, May 15, 2007 2:55 PM To: '[EMAIL PROTECTED]' Cc: r-help@stat.math.ethz.ch; [EMAIL PROTECTED] Subject: RE: [R] Conditional

[R] Conditional Sums for Index creation

2007-05-14 Thread Patnaik, Tirthankar
Hi, Apologies for the long mail. I have a data.frame with columns of price/mcap data for a portfolio of stocks, and the date. To get the total value of the portfolio on a daily basis, I calculate rowSums of the data.frame. set.seed(1) ab - matrix(round(runif(100)*100),nrow=20,ncol=5)

[R] Getting the last day of the month.

2007-05-10 Thread Patnaik, Tirthankar
Hi, Given a date, how do I get the last date of that month? I have data in the form MM, that I've read as a date using x$Date - as.Date(ISOdate(substr(x$YearEnd,1,4),substr(x$YearEnd,5,6),1)) But this gives the first day of the month. To get the last day of the month, I tried

[R] Quick question on merging two time-series of different frequencies

2007-05-10 Thread Patnaik, Tirthankar
Hi, A quick beginner's question. I have two time series, A with daily data, and another B with data at varying frequencies, but mostly annual. Both the series are sorted ascending. I need to merge these two series together in the following way: For any entry of A, the lookup should match

Re: [R] Quick question on merging two time-series of different frequencies

2007-05-10 Thread Patnaik, Tirthankar
[mailto:[EMAIL PROTECTED] Sent: Thursday, May 10, 2007 10:42 PM To: Patnaik, Tirthankar [GWM-CIR] Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Quick question on merging two time-series of different frequencies On Thu, 10 May 2007, Patnaik, Tirthankar wrote: Hi, A quick beginner's question

[R] Removing a list of Objects

2007-05-09 Thread Patnaik, Tirthankar
Hi, I have a simple beginner's question on removing a list of objects. Say I have objects C243.Daily1, C243.Daily2...C243.Daily5 in my workspace. I'd like to remove these without using rm five times. So I write. a - list(paste(C243.Daily,sep=,1:5)) rm(a) Obviously this wouldn't

Re: [R] Removing a list of Objects

2007-05-09 Thread Patnaik, Tirthankar
[mailto:[EMAIL PROTECTED] Sent: Wednesday, May 09, 2007 12:37 PM To: Patnaik, Tirthankar [GWM-CIR] Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Removing a list of Objects Hmmm, rm(list=a) is what you want. Gabor On Wed, May 09, 2007 at 10:29:05AM +0530, Patnaik, Tirthankar wrote: Hi

Re: [R] Removing a list of Objects

2007-05-09 Thread Patnaik, Tirthankar
Many thanks for this Gaurav. best, -Tir _ From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Sent: Wednesday, May 09, 2007 3:01 PM To: Patnaik, Tirthankar [GWM-CIR] Cc: r-help@stat.math.ethz.ch; [EMAIL PROTECTED] Subject: Re: [R] Removing a list of Objects try this rm(list=ls(pat