Hi,
I have to zoo real valued time series a and b same length.
is index(a)-index(b) same as time(a)-time(b)?
Which one is better?
Best,
Costas
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the
Hi!
Well, I actually have no idea how to do it.
But here a few more tips to get answers:
- write a specific subject to your email
- explain what you want to do, what you already did, what did not work, etc.
- provide a reproducible example, that's really important so that people
can know what
Hi list,
I am trying to fit arima model for a grid of 360x161x338 points,
where 360x161 is the spatial dimension and 338 is the number of time steps I
have, which is seasonal. For this purpose I used the auto.arima function in
forecast package. After fitting residuals at each grid in
Greeting to everyone.
I am looking for geoR users
In geoR package there is a function called grf()
According to the geoR short manual grf() takes the following arguments
* n number of points (spatial locations) in each simulations.
* grid optional. An n × 2 matrix with coordinates of
Hi all:
I've 2 groups of data,which are measured at:
1990,1991,1992,...2000.
I wanna know whether the trend of 2 groups are same or not.
Maybe time series analysis is suitable,but I don't know which index is fit for
my purpose,and how to get the index from function of time series analysis
I would like to change the position of the major tick marks in my qq-plot?
Right now the ticks are set at 5.5, 6.0, 6.5 and 7.0.
I would like them to be at 5.4, 5.6, 5.8, 6.0, 6.2, 6.4, 6.8 and 7.0. So I
would have to remove some of the present ticks. So far I can only add ticks
Is there a way to calculate confidence intervals for other distributions
than the GEV distribution (like Weibull, LogNormal, Gumbel). I used the
maximum likelihood method to estimate the parameters.
(For the GEV distribution I used the extReme package)
Hi
r-help-boun...@r-project.org napsal dne 02.08.2010 10:21:25:
Hi ,
I have a huge data set (192840 x 5) and would like to convert the date
and
time format.
The data looks something like below :
0 03/01/1983 01:00 -0.10 359.0
0 03/01/1983 02:00 -0.10 359.0
0
Hi
r-help-boun...@r-project.org napsal dne 02.08.2010 09:40:51:
I would like to change the position of the major tick marks in my
qq-plot?
Right now the ticks are set at 5.5, 6.0, 6.5 and 7.0.
I would like them to be at 5.4, 5.6, 5.8, 6.0, 6.2, 6.4, 6.8 and 7.0.
So I
I have this function:
function(x)
-0.3*x*exp(-(((log(x)+(0.03+0.3*0.3/2)*0.5)/(0.3*sqrt(0.5)))^2)/2)/(2*sqrt(2*pi*0.5))
+ 0.03*exp(-0.03*0.5)*pnorm(-(log(x)+(0.03-0.3*0.3/2)*0.5)/(0.3*sqrt(0.5)))
uniroot is giving the correct results.
uniroot(f,c(0,10))
$root
[1] 0.7347249
$f.root
[1]
On Mon, 2 Aug 2010, Costas wrote:
Hi,
I have to zoo real valued time series a and b same length.
is index(a)-index(b) same as time(a)-time(b)?
Yes.
Which one is better?
Neither.
index() has been introduced because zoo series do not necessarily have to
be indexed by time. In such
It may throw light on the confusion to get right down to basics:
str(c(1,2,3))
# num [1:3] 1 2 3
str(1:3)
# int [1:3] 1 2 3
typeof(c(1,2,3))
# [1] double
typeof(1:3)
# [1] integer
so, to start with, they are simply not variables of the same type
(real versus integer). However,
Is this home work? Please remember that the R listserver Is not
designed to answer home work problems.
Hint: Assume you are interested in an outcome variable y. Regress y on
year include a group term and a group by year interaction. The
interaction term tells you what you want.
John
John Sorkin
pdb wrote:
Hi,
Hopefully someone can point me in the right direction on how I would go
about solving the following.
I have some data and need to find the column name of the maximum value in
each row.
This could be the data...
a - data.frame(x = rnorm(4), y = rnorm(4), z =
Hi,
I am having some problems setting up some indicators and would appreciate any
help.
I have some data called 'lights' with 3 variables called x, a and b.
x - is the date
a - equals 1 to indicate an 'on' button is activated
b - equals 1 to indicate an 'off' button is activated
At the risk of repeating a post I haven't read, the two constructs are
different because 1:3 returns a vector of integers (class integer) and
c(1, 2, 3) is a bit more conservative about what '1' and the like mean
and returns a vector of class numeric.
lapply(df1, class)
lapply(df2, class)
On
Hi,
I am trying to get R installed at work and I was asked if there were any
companies that offered support.
After searching on Google (many ways) and not find anything, I turn to you.
BTW, I did see Revolution R supports their flavor.
Thanks,
Chris
[[alternative HTML version
Try this:
for( x in seq(0,2,length=10)) { z - nleqslv(x,f); print(c(z$x,z$fvec))}
You'll see that it identifies 0.7347242 correctly as a root. Your function
goes to zero asymptotically as x gets larger. From numerical algorithms's
point of view, it is essentially 0 for x 3. Thus, you have
In my latest version of R (2.11.1) on OSX, loading a dynamic library
twice, or unloading a loaded library causes R to get stuck.
Thus, if testR.c is:
---
#include stdio.h
#include math.h
#include R.h
#include Rinternals.h
#include R_ext/Rdynload.h
void
R_init_testR(DllInfo *info)
{
fprintf(
Dear Listers,
Could anyone advise if this is the 'correct' contrast matrix to use to make
contrasts between one treatment and the mean of 2 other treatments (in this
case, mid-parent values to the F1 and F2 from a line cross experiment)?
Desired contrasts are
1) P1 versus P2
2) average of P1
Hi,
I have managed to convert my data frames into xts such as :
str(z)
An âxtsâ object from 1983-01-03 19:00:00 to 2006-01-01 22:00:00 containing:
Data: num [1:182959, 1:2] 12.6 11.3 12.7 12.8 10.9 ...
- attr(*, dimnames)=List of 2
..$ : NULL
..$ : chr [1:2] v DD
Indexed by
Is there a way to get both contour lines and filled colors on the same
contour plot? My group here doesn't want me to use the lattice package
(long story). I tried over-plotting with contour() on top of
filled.contour(). This will work in principle, but the required
manipulation of the plotting
On Aug 2, 2010, at 3:53 PM, Rebecca Ross wrote:
Could anyone advise if this is the 'correct' contrast matrix to use to make
contrasts between one treatment and the mean of 2 other treatments (in this
case, mid-parent values to the F1 and F2 from a line cross experiment)?
Desired contrasts
RExcel (available as an Excel Addin in Windows only) tries very hard
to transfer dates and times faithfully to R.
The package RExcelInstaller on CRAN will install it.
On Jul 29, 2010, at 7:32 PM, Hongying Li wrote:
I am reading dates in Excel2007 into R.
Here are the functions I used:
On 02/08/10 13:17, Chris Murphy wrote:
Hi,
I am trying to get R installed at work and I was asked if there were any
companies that offered support.
There are. What country are you looking to support? What do you mean
by support? (It can be anything from installation through SLAs for
On Aug 1, 2010, at 2:08 PM, Megh Dal wrote:
Hi, is there any way to say: this class 'x' is a S3 class? For
example what is the type of class data.frame? Is it a S3 class or
S4?
S3 and S4 refer to methods, i.e. functions; class is an attribute
of objects. And I am not sure that the
Hi all,
I'm trying to define and log-likelihood function to work with MLE.
There will be parameters like mu_i, sigma_i, tau_i, ro_i, for i between
1 to 24. Instead of listing all the parameters, one by one in the
function definition, is there a neat way to do it in R ? The example is
as
Try r-sig-geo
Look at spdep, geoR, splancs and sp packages for spatial autocorrelation.
Also look at
http://cran.r-project.org/web/views/Spatial.html
On Mon, Aug 2, 2010 at 3:40 AM, nuncio m nunci...@gmail.com wrote:
Hi list,
I am trying to fit arima model for a grid of 360x161x338
On Mon, Aug 2, 2010 at 5:17 AM, Chris Murphy murphysbo...@gmail.com wrote:
I am trying to get R installed at work and I was asked if there were any
companies that offered support.
After searching on Google (many ways) and not find anything, I turn to you.
BTW, I did see Revolution R supports
use 24 length vectors as parameters instead of numbers e.g. mu=rep(0.5,24)
On Mon, Aug 2, 2010 at 11:00 AM, Shentu, Yue yue_she...@merck.com wrote:
Hi all,
I'm trying to define and log-likelihood function to work with MLE.
There will be parameters like mu_i, sigma_i, tau_i, ro_i, for i
try this:
x - read.table(textConnection(a b c d
+ 0 0 0 0
+ 0 0 0 0
+ 1 0 1 1
+ 1 0 1 2
+ 0 0 1 3
+ 0 0 1 4
+ 1 0 1 5
+ 0 0 1 6
+ 0 0 1 7
+ 0 1 0 0
+ 0 0 0 0
+ 0 0 0 0
+ 0 0 0 0
+ 0 0 0 0
+ 1 0 1 1
+ 0 0 1 2
+ 0 0 1 3
+ 0 0 1 4
+ 0 1 0 0
+ 0 0 0 0), header=TRUE)
closeAllConnections()
#
On Mon, 2 Aug 2010, Roy Davy wrote:
Hi,
I am having some problems setting up some indicators and would appreciate any
help.
I have some data called 'lights' with 3 variables called x, a and b.
x - is the date
a - equals 1 to indicate an 'on' button is activated
b - equals 1 to indicate an
sammyny wrote:
I have this function:
function(x)
-0.3*x*exp(-(((log(x)+(0.03+0.3*0.3/2)*0.5)/(0.3*sqrt(0.5)))^2)/2)/(2*sqrt(2*pi*0.5))
+
0.03*exp(-0.03*0.5)*pnorm(-(log(x)+(0.03-0.3*0.3/2)*0.5)/(0.3*sqrt(0.5)))
..
The newton method is not generating good result.
for( x in
Thanks everyone for their help. I am able to see things more clearly now.
cheers,
Samit
--
View this message in context:
http://r.789695.n4.nabble.com/newton-method-tp2306111p2310426.html
Sent from the R help mailing list archive at Nabble.com.
__
Hi Everyone,
I recently have started using R again on a Linux box after spending several
years on a Mac. Last I checked, the best way to use R was through EMACS
using something like ESS. I remember that being serviceable but not always
the most convenient.
Is there anything comparable to the
On 08/01/2010 08:48 PM, thmsfuller...@gmail.com wrote:
Hi,
The following two 'df's should be the same, although their
constructions are different.
But they aren't the same.
df1 - data.frame(X=c(1, 2, 3), Y=c(4, 5, 6))
df2 - data.frame(X=1:3, Y=4:6)
identical(df1, df2)
yields FALSE
Michael Lachmann wrote:
On 08/01/2010 08:48 PM, thmsfuller...@gmail.com wrote:
Hi,
The following two 'df's should be the same, although their
constructions are different.
But they aren't the same.
df1 - data.frame(X=c(1, 2, 3), Y=c(4, 5, 6))
df2 - data.frame(X=1:3, Y=4:6)
identical(df1,
Is there anything comparable to the mac version of R with its built in
console, editor, etc??
Aside from ESS/EMACS, you might try JGR, Tinn-R and Eclipse with StatET.
The later has the most features and is the best IDE, and we're in the
process of migrating to it from Tinn-R.
cur
--
Curt
Hi,
Putting all parameters into a data frame would help.
Code like:
parameters -
data.frame(mu=1:24,b=(1:24)*2,tau=(1:24)/2,sigma=(1:24)^2,ro=sqrt(1:24))
ll- function(parameters){
results - numeric(24)
for (i in 1:24){
mu - parameters$mu[i]
b - parameters$b[i]
Xiaobo.Gu,
Can the plenty of analytical functions provided by base R and contributed
packages be called with ff objects as parameters directly, or do we have to
write special version of the functions for ff objects? If it is the latter
case, is there a list of functions which support ff
Xiaobo.Gu,
Shared reading should be fine.
Shared writing is also possible, but it is important to understand that .RData
files do only contain the meta-data of ff objects, not the ff data itself.
This means you cannot have multiple processes updating the same .RData metadata
but you can have
Erik Iverson-3 wrote:
Michael Lachmann wrote:
On 08/01/2010 08:48 PM, thmsfuller...@gmail.com wrote:
Hi,
The following two 'df's should be the same, although their
constructions are different.
But they aren't the same.
df1 - data.frame(X=c(1, 2, 3), Y=c(4, 5, 6))
df2 -
Hi all,
Thanks to the suggestion from Nikhil to use vector parameters, I
have made some progress with my MLE code. I have however encountered
another problem with the optimization step. The code is as follows:
est.x-as.vector(tapply(Diff_A1c_6_0,factor(Study_Compound_ID),mean))
ll-
I have an array with names which contain multibyte characters. When I try to
write the array to a file using write.table and row.names = T I receive an error
message when the first such name is encountered, saying that I have not
specified the option to generate NA instead. I really would be
Dear all,
I would like to apply a function to two vectors
For example,
A-c(NA,1,2,3,NA)
B-6:10
I would like C to be equal to A but if any A element is NA that
corresponding c element is equal to B, i.e.
C = c(6,1,2,3,10)
Please note that this is a simplified example and the real vectors are
I would like to apply a function to two vectors
For example,
A-c(NA,1,2,3,NA)
B-6:10
I would like C to be equal to A but if any A element is NA that
corresponding c element is equal to B, i.e.
C = c(6,1,2,3,10)
#untested...
C - ifelse(is.na(A), B, A)
Hi,
I recently have started using R again on a Linux box after spending several
years on a Mac. Last I checked, the best way to use R was through EMACS
using something like ESS. I remember that being serviceable but not always
the most convenient.
Is there anything comparable to the mac
On Aug 2, 2010, at 12:56 PM, Richard R. Liu wrote:
I have an array with names which contain multibyte characters. When
I try to
write the array to a file using write.table and row.names = T I
receive an error
message when the first such name is encountered, saying that I have
not
I am conducting an experiment with four independent variables each of which
has three or more factor levels. The sample size is quite large i.e. several
thousand. The dependent variable data does not pass a normality test but
visually looks close to normal so is there a way to compute the affect
I think Mango-solutions does it as well?
On Mon, Aug 2, 2010 at 2:12 PM, Chris Murphy [via R]
ml-node+2310258-1288637364-309...@n4.nabble.comml-node%2b2310258-1288637364-309...@n4.nabble.com
wrote:
Hi,
I am trying to get R installed at work and I was asked if there were any
companies that
Hello,
I can`t figure out how to include a text file for use in an example in the .Rd
help files of an R package I am writing.
I want the examples section of one help file to look like this:
\examples{
# Load the JAGS model
mod - jags.model(model.txt)
}
The function jags.model tries to read
Xiaobo.Gu,
Shared reading should be fine.
Shared writing is also possible, but it is important to understand that .RData
files do only contain the meta-data of ff objects, not the ff data itself.
This means you cannot have multiple processes updating the same .RData metadata
but you can have
[shameless plug]
I use TeXmacs with R. You can have R in a session. And you can even insert
graphs into your session.
http://www.texmacs.org/tmweb/plugins/statistics.en.html#r
(But then, I wrote the interface between R and TeXmacs)
Michael
--
View this message in context:
Dear Hao-pang,
it is impossible to really tell the problem without a reproducible
example. Just guessing: this looks like you have too many regressors.
In GMM, lags of variables are used as instruments, so you might have
more regressors than observations. Try reducing the 'lag' argument
(which,
On Aug 2, 2010, at 9:33 AM, wwreith wrote:
I am conducting an experiment with four independent variables each
of which
has three or more factor levels. The sample size is quite large i.e.
several
thousand. The dependent variable data does not pass a normality test
but
visually looks
Here is how I do it:
write(
model {
for (year in 1:N) {
D[year] ~ dpois(mu[year])
log(mu[year]) - b[1] + step(year - changeyear) * b[2]
}
for (j in 1:2) { b[j] ~ dnorm(0.0, 1.0E-6) }
changeyear ~ dunif(1,N)
}
, coalmining.jags)
which has the advantage that the model
I prefer to treat expressions as language
objects as much as possible instead of converting
them to text strings, using gsub() on the
text strings, and then parsing the modified
text strings.
The following uses text processing to convert
variable names like b3 to calls like b[3] but
otherwise
Hello R List...
I am seeking to continually make a call to an excel sheet and pull data from
it. The data on the excel sheet keeps changing real time and I need to pull
this data in R.
Can someone please suggest me how to do the same.
Thank you.
--
View this message in context:
To add to David's note, the Kruskal-Wallis test is the nonparametric
counterpart to one-way ANOVA. You can get a series of K-W tests for
several grouping or continuous independent variables (but note these
are SEPARATE analyses) using the Hmisc package's spearman2 function.
The generalization
As others have mentioned,
A simple place to start looking at would be to go through the list on the
wiki page:
http://en.wikipedia.org/wiki/R_(programming_language)#Commercialized_versions_of_R
And contacting the companies one by one.
The other alternative I would check is to contact the
I use RKWard and find it to be pretty good. It show the consol built-in
and has good editing features. You can add custom shortcuts so I can
make it work just like I make Tinn-R work (i.e. hit F10 to run selected
code, etc.). Please note that Tinn-R is not available on Linux (to my
knowledge),
David et. al:
I take issue with this. It is the lack of independence that is the major
issue. In particular, clustering, split-plotting, and so forth due to
convenience order experimentation, lack of randomization, exogenous
effects like the systematic effects due to measurement method/location
Prof Brian Ripley ripley at stats.ox.ac.uk writes:
Here is how I do it:
write(
model {
for (year in 1:N) {
D[year] ~ dpois(mu[year])
log(mu[year]) - b[1] + step(year - changeyear) * b[2]
}
for (j in 1:2) { b[j] ~ dnorm(0.0, 1.0E-6) }
changeyear ~
On Mon, 2 Aug 2010 08:48:54 -0700
seeliger.c...@epamail.epa.gov wrote:
Is there anything comparable to the mac version of R with its built
in console, editor, etc??
Aside from ESS/EMACS, you might try JGR, Tinn-R and Eclipse with
StatET. The later has the most features and is the best IDE,
Hello,
The other day Justin Peter presented a mini program to plot a topographic map
with an overlay of the worldHires. I seemed interesting so I checked the ETOPO5
site and find that there is a new file ETOPO1 with a 1 minute grid. I
downloaded it and tried a similar procedure. Now the
In a general situation of observational studies, your point is
undoubtedly true, and apparently you believe it to be true even in the
setting of designed experiments. Perhaps I should have confined myself
to my first sentence.
--
David.
On Aug 2, 2010, at 2:05 PM, Bert Gunter wrote:
I have a between-subjects factor, A, with three levels, and a
within-subjects factor with 4 levels. There are 6 subjects at each A
level. I get the correct F tests using the aov function with the stack
form of the data frame but I want the epsilon adjustment
(Greenhouse-Geisser, Huynh-Feldt).
In addition, there is SciViews for Komodo edit
http://www.sciviews.org/SciViews-K/
Joe
On Mon, Aug 2, 2010 at 10:35 AM, alphaace rsa...@comcast.net wrote:
Hi Everyone,
I recently have started using R again on a Linux box after spending several
years on a Mac. Last I checked, the best way
I am testing normality on the studetized residuals that are generated after
performing ANOVA and yes I used Levene's test to see if the variances can be
assumed equal. They infact are not, but I have found a formula for determining
whether the p-value for ANOVA will become larger or smaller as
My sympathies, but I don't think it's the business of list
contributors to facilitate stupidity.
Confidence interval for the p-value is nonsense. You could try
sensitivity analyses via simulation, though.
Cheers,
Bert Gunter
Genentech Nonclinical Biostatistics
On Mon, Aug 2, 2010 at 11:31 AM,
Hi,
I've got some boolean data in a data.frame in the form:
XYZA B C
[1] T TFT F F
[2] F TTF F F
.
.
.
What I want to do is create a new column which is the logical disjunction of
several of the columns.
Just like:
new.column - data$X |
On 7/28/2010 5:04 PM, Mike Williamson wrote:
Hello all,
I have a peculiar and particular bug that I stumbled across with
ggplot2. I cannot seem to replicate it with anything other than my specific
data set.
Here is the problem:
- when I try to plot a histogram, allowing for
`|` is a binary operator which is why the apply will not work. See
help(Reduce)
For example,
set.seed(1)
data - data.frame(A = runif(10) 0.5, B = runif(10) 0.5, C =
runif(10) 0.5)
Reduce(`|`, data)
# [1] TRUE FALSE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
Hope this helps.
Alastair wrote:
Hi,
I've got some boolean data in a data.frame in the form:
XYZA B C
[1] T TFT F F
[2] F TTF F F
.
.
.
What I want to do is create a new column which is the logical disjunction of
several of the columns.
Just like:
In addition to Reduce(), you can take a look at ?any for '|' and ?all for ''.
Josh
On Mon, Aug 2, 2010 at 1:43 PM, Allan Engelhardt all...@cybaea.com wrote:
`|` is a binary operator which is why the apply will not work. See
help(Reduce)
For example,
set.seed(1)
data - data.frame(A =
Hi,
simulating would still require you to operationalize the lack of
normality. Are the tails too heavy? Is the distribution skewed? Does it
have multiple peaks? I suspect that the specific choices you would make
here would *strongly* influence the result.
My condolences on the client you
I have been struggling to make the sense of permutation test for weeks. It
seems will work for you.
-
A R learner.
--
View this message in context:
http://r.789695.n4.nabble.com/Problems-with-normality-req-for-ANOVA-tp2310275p2310967.html
Sent from the R help mailing list archive at
Reduce() is much nicer, but I usually use
rowSums(A) 0 for 'or', and
rowSums(A) == ncols for 'and'.
Which works slightly faster.
I noticed, though, that Reduce() doesn't work on matrices. Is there an
alternative for matrices, or do you have to convert the matrix first to a
data.frame, and
Hi all,
I wanto to run a plot about the levels of a variable parting on an ols
regression. The regression in done on the rate of return of the variable.
Imagine R_{t}=a+b*R_{t-1}
So If P, the estimated price would be P_{t}=P_{t-1}*R_{t}
Imagine that I obtain lm fitted values and the original
Hi, I am using read.ssd() from foreign package to read some SAS datasets. I
have
2 types of SAS datasets, one with sas7bdat extension, the other with ssd01
extension. I have no problem with the first dataset type, but got the following
error message with the 2nd dataset type (with ssd01
Yes, you must do the conversion. The reason is that Reduce requires
its argument x, to be a vector; and a matrix is seen a vector obtained
by columnwise concatenation. e.g.
Reduce(+,matrix(1:6,nr=3))
[1] 21
Reduce(+,1:6)
[1] 21
The data frame is seen as a list with elements the columns of the
Trying To learn again wrote:
Hi all,
I wanto to run a plot about the levels of a variable parting on an ols
regression. The regression in done on the rate of return of the variable.
Imagine R_{t}=a+b*R_{t-1}
So If P, the estimated price would be P_{t}=P_{t-1}*R_{t}
Imagine that I obtain
On Mon, Aug 2, 2010 at 2:08 PM, Michael Lachmann lachm...@eva.mpg.de wrote:
Reduce() is much nicer, but I usually use
rowSums(A) 0 for 'or', and
rowSums(A) == ncols for 'and'.
Which works slightly faster.
For the sake of my own curiosity, I compared several of these options,
but in case
Reduce() is really amazingly fast!
Even with a much larger number of columns, it is still in the same ballpark
(and much more readable):
boolean - c(TRUE, rep(FALSE,10^3))
a-matrix(sample(boolean, 10^7, replace = TRUE),10^4,10^3)
b-data.frame(a)
system.time({opt4 - rowSums(a, na.rm = TRUE)
Just for fun, here are another couple of versions that work for data frames.
For Reduce with |
do.call(pmax,c(mydata,na.rm=TRUE)) 0
and for
do.call(pmin,c(mydata,na.rm=TRUE)) 0
Cheers,
Bert Gunter
Genentech Nonclinical Biostatistics
On Mon, Aug 2, 2010 at 2:28 PM, Joshua Wiley
Thank you for your help but I don't understand how can I
have a dataframe with the columns: firm, year, industry,
X1 and X2. Could you help me (again)?
Cecília Carmo
Em Sat, 31 Jul 2010 22:10:38 -0400
jim holtman jholt...@gmail.com escreveu:
This will split the data by industry year and
In addition the poster did not tell us what is wrong with a
nonparametric test.
Frank E Harrell Jr Professor and ChairmanSchool of Medicine
Department of Biostatistics Vanderbilt University
On Mon, 2 Aug 2010, Bert Gunter wrote:
My sympathies, but I don't
Wow,
Thanks for all the excellent (and fast) responses. That's really helped.
Sorry I didn't supply a cut and paste-able example (noted for future
reference) but your examples caught the essence of my problem.
I ended up opting for the apply any solution. But I'll bear the Reduce
function in
This is just following up with the example data you sent. This will
create a list 'result' that will have the subset of data between the
10% 90%-tiles of the data:
#My reproducible example:
firm-sort(rep(1:1000,10),decreasing=F)
year-rep(1998:2007,1000)
Thank you again, but I think I need to do some homework
about the split function, because I'm not understanding it
very well.
Besides, I think I still have a problem. I also need X2 =
X1 winsorized: X2 is equal to X1 between 10%-90%, and is
equal to the 10% value when 10% and equal to the 90%
I had to look up winsorized; this should do it:
#My reproducible example:
firm-sort(rep(1:1000,10),decreasing=F)
year-rep(1998:2007,1000)
industry-rep(c(rep(1,10),rep(2,10),rep(3,10),rep(4,10),rep(5,10),rep(6,10),rep(7,10),rep(8,10),rep(9,10),
+ rep(10,10)),1000)
X1-rnorm(1)
Looks like the log file is not appropriately attached. Here it is again. Thanks
for any suggestions.
John
- Original Message
From: array chip arrayprof...@yahoo.com
To: r-help@r-project.org
Sent: Mon, August 2, 2010 2:18:32 PM
Subject: [R] read SAS dataset using read.ssd()
Hi, I am
Hello,
I am trying to plot confidence bands on the mean and prediction bands for the
following
nonlinear regression, using maximum likelihood via optim. A toy example with
data and
code of what I am trying to accomplish is:
VOL-c(0.01591475, 1.19147935 ,6.34102460, 53.68809287, 91.90143074,
Michael,
Does TexMacs works with the latest R?
Shige
On Tue, Aug 3, 2010 at 1:16 AM, Michael Lachmann lachm...@eva.mpg.de wrote:
[shameless plug]
I use TeXmacs with R. You can have R in a session. And you can even insert
graphs into your session.
alphaace rsaber at comcast.net writes:
Hi Everyone,
I recently have started using R again on a Linux box after spending several
years on a Mac. Last I checked, the best way to use R was through EMACS
using something like ESS. I remember that being serviceable but not always
the most
This might help some:
RSiteSearch(winsorize)
On Sun, Aug 1, 2010 at 11:39 AM, Cecilia Carmo cecilia.ca...@ua.pt wrote:
Hi everyone!
#I need a loop or a function that creates a X2 variable that is X1 without
the extreme values (or X1 winsorized) by industry and year.
#My reproducible
I am unsure how to sort a column by date if it is currently in the form:
MMDD
For example the months:
20071031
20071130
20071231
Etc.
Regards,
Leigh
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
In general, yes. I work with it all the time, with the latest R (2.11.1)
However, I am using an older version of TeXmacs - 1.0.7.2, working
with the X11 interface.
When I try a newer version, 1.0.7.3 compiled with the QT interface on
OSX, and 1.0.7.4, I seem to have problems. I'm still not
Dear Michael,
Thanks for the effort. I am running 64-bit Ubuntu Linux.
Shige
On Tue, Aug 3, 2010 at 8:17 AM, Michael Lachmann lachm...@eva.mpg.de wrote:
In general, yes. I work with it all the time, with the latest R (2.11.1)
However, I am using an older version of TeXmacs - 1.0.7.2, working
a - c( 20071031,20071130, 20071231)
b- sort(as.Date(as.character(a), format=%Y%M%d))
On Aug 2, 2010, at 8:03 PM, Leigh E. Lommen wrote:
I am unsure how to sort a column by date if it is currently in the
form:
MMDD
For example the months:
20071031
20071130
20071231
Etc.
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