Re: [R] Best way to study internals of R ( mix of C, C++, Fortran, and R itself)?

The R Community made a call for one person to be in charge of R Contributed Documentation, and I have done a request for being in charge of such duty. If assigned, my plan is to implement Atlassian's Confluence along the R Community (Accessed though R Project.org), in order to generate a Wiki and

Re: [R] R-How to unlist data frame multiple structured list column value and new column

> On Nov 21, 2017, at 7:13 AM, muthu m wrote: > > Hi, > > How to unlist list column value and add column into data frame. After looking at this and playing with the output of dput on the first 4 rows in this sample of what I suspect is a much larger data object my

Re: [R] mystery "158"

Your data frame fam contains factors. Turn it into character strings using fam$Family = as.character(fam$Family) and try again. It may be helpful if you read up on R's factors, see ?factor. HTH, Peter On Tue, Nov 21, 2017 at 2:14 PM, Glen Forister wrote: > This is a

[R] mystery "158"

This is a simple problem, but a mystery to me. I'm trying to grab $Family "Scelionidae" from one dataframe and put it into another dataframe occupied with NA in $Family. The result is a "158" ends up there instead of Scelionidae. Simply put fam$Family[1] <- least$Family[1] If I have made a

[R] [R-pkgs] elo v1.0.0: Elo Ratings

Dear useRs, I'm pleased to announce the v1.0.0 major release of the "elo" package on CRAN (https://cran.r-project.org/package=elo). This package implements a flexible framework for calculating Elo ratings of any two-team-per-matchup system (chess, sports leagues, 'Go', etc.). It is capable

Re: [R] Best way to study internals of R ( mix of C, C++, Fortran, and R itself)?

On 21/11/2017 2:14 PM, Robert Wilkins wrote: How difficult is it to get a good feel for the internals of R, if you want to learn the general code base, but also the CPU intensive stuff ( much of it in C or Fortran?) and the ways in which the general code and the CPU intensive stuff is connected

Re: [R] Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?

Fantastic! Thank you for your help, -Joe On Tue, Nov 21, 2017 at 2:17 PM, Eric Berger wrote: > Correct > > Sent from my iPhone > > On 21 Nov 2017, at 22:42, Joe O wrote: > > Hi Eric, > > Thank you, that helps a lot. If I'm understanding correctly,

Re: [R] Best way to study internals of R ( mix of C, C++, Fortran, and R itself)?

1) What is easy for one person may be very hard for another, so your question is really unanswerable. You do need to know C and Fortran to get through the source code. Get started soon reading the R Internals document if it sounds interesting to you... you are bound to learn something even if

Re: [R] Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?

Correct Sent from my iPhone > On 21 Nov 2017, at 22:42, Joe O wrote: > > Hi Eric, > > Thank you, that helps a lot. If I'm understanding correctly, if I’m wanting > to use actual returns from backtests rather than simulated returns, I would > need to make sure my

[R] [R-pkgs] CVXR: Convex Programming in R

Dear R Users, We are pleased to announce the first release of CVXR which implements Disciplined Convex Programming (DCP) in R on CRAN. Like CVXPY in Python, CVXR provides a domain specific language for formulating convexoptimization problems in a natural way following mathematical convention

Re: [R] Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?

Hi Eric, Thank you, that helps a lot. If I'm understanding correctly, if I’m wanting to use actual returns from backtests rather than simulated returns, I would need to make sure my risk-adjusted return measure, sharpe ratio in this case, matches up in scale with my returns (i.e. daily returns

[R] Best way to study internals of R ( mix of C, C++, Fortran, and R itself)?

How difficult is it to get a good feel for the internals of R, if you want to learn the general code base, but also the CPU intensive stuff ( much of it in C or Fortran?) and the ways in which the general code and the CPU intensive stuff is connected together? R has a very large audience, but my

Re: [R] How to produce rainfall maps

Hi, You might get more help from the R-sig-geo list, which is devoted to spatial topics. However. The *.asc file is an ArcGIS raster export format. You should use whatever the appropriate import commands are for your own gridded rainfall data. If you have a different format, you might or might

Re: [R] help

Microsoft Word documents are inappropriate, and attachments almost always get stripped by the mailing list. Please read the referenced information this time before trying again, and especially the Posting Guide. -- Sent from my phone. Please excuse my brevity. On November 21, 2017 8:15:11 AM

Re: [R] help

> On Nov 21, 2017, at 8:15 AM, yadav neog wrote: > > thank you for your valuable reply. I have attached my commands, results, and > data with this mail..maybe it will be beneficial for you to feedback. If you had read the Posting Guide (and lsitinfo), you should have

Re: [R] help

thank you for your valuable reply. I have attached my commands, results, and data with this mail..maybe it will be beneficial for you to feedback. On Tue, Nov 21, 2017 at 9:13 PM, Jeff Newmiller wrote: > Your example is incomplete... as the bottom of this and every

[R] R-How to unlist data frame multiple structured list column value and new column

Hi, How to unlist list column value and add column into data frame. Data frame ID ContractDe PassengersDe TrainnerDe 1 list(ConID=c("Zx","78yu"),ConRes =

Re: [R] help

Your example is incomplete... as the bottom of this and every post says, we need to be able to proceed from an empty R environment to wherever you are having the problem (reproducible), in as few steps as possible (minimal). The example needs to include data, preferably in R syntax as the dput

Re: [R-es] mensaje de error al usar libreria tibbletime

Hola, Así funciona: > library(tibbletime)> library(data.table)> datIn <- fread("iridium.txt")> a <- > as_tbl_time(datIn,index = date)Error: Specified `index` is not time based> > > library(lubridate)> datIn$mydate <- ymd_hms(datIn$date)> a_new <- > as_tbl_time(datIn,index = mydate)> a_new# A

Re: [R] Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?

[re-sending - previous email went out by accident before complete] Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a

[R] help

I am working on Johansen cointegration test, using urca and var package. in the selection of var, I have got following results. >VARselect(newd, lag.max = 10,type = "none") $selection AIC(n) HQ(n) SC(n) FPE(n) 6 6 6 5 $criteria 1 2

Re: [R] Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?

Hi Joe, The centering and re-scaling is done for the purposes of his example, and also to be consistent with his definition of the sharpe function. In particular, note that the sharpe function has the rf (riskfree) parameter with a default value of .03/252 i.e. an ANNUAL 3% rate converted to a

Re: [R] Do I need to transform backtest returns before using pbo (probability of backtest overfitting) package functions?

Wrong list. Post on r-sig-finance instead. Cheers, Bert On Nov 20, 2017 11:25 PM, "Joe O" wrote: Hello, I'm trying to understand how to use the pbo package by looking at a vignette. I'm curious about a part of the vignette that creates simulated returns data. The