i don't know the answer to your larger question, but for confidence
intervals around proportions you might look at ?svyciprop. one of the
method= options might yield the same result as your approximation, not sure
On Mon, May 11, 2015 at 12:40 AM, Brown, Tony Nicholas
I am cross-posting this to r-sig-fedora (I hope that's not an egregious
sin) in the hope that doing so might provide some source of insight.
I tried
sudo yum install zlib
and was told
Package zlib-1.2.5-7.fc17.x86_64 already installed and latest version
Likewise for zlib-devel.
I
All:
I need to generate confidence intervals for differences in proportions using
data from a complex survey design. An example follows where I attempt to
estimate the difference in depression prevalence by sex.
# Data might look something like this:
Dfr-data.frame(depression=sample(c(yes,no),
Hello,
I am using the lmom and lmomRFA to compute the return frequencies using
the GEV distribution.Iam trying to generate upper and lower bound
frequency estimates.
I provided a working example of the code that I am using to estimate the
upper and lower bounds. Specific questions I have are:
I just landed in Paris, and haven't read backwards in this thread, but I've
done 3.2.0 builds for all current Fedora releases, they're all in
updates-testing (I think the Fedora 22 builds are in updates stable now).
The thing that changed is that R doesn't bundle a number of libraries like it
Hi all,
I compiled R-3.2.0 from source a few weeks ago and was surprised to
find that the only font that appeared on plots was the System font,
not the most elegant. I had R-3.1.3 previously and all fonts seemed to
be available on my system (Fedora 21). I have the latest version of
urw-fonts
On 11/05/15 12:06, M. Edward (Ed) Borasky wrote:
1. R 3.2.0 is packaged for Fedora now; it's in Rawhide and Fedora 22.
I'm running Fedora 22 (late beta) and haven't had any problems with R.
RStudio Desktop Preview (0.99.435) from the RStudio Fedora RPM is also
running fine. You might save
Hi Tsjerk,
Yes, seriously.
Time series:
X = [x1, x2, x3, ,xn]
The variance-covariance matrix is V matrix:
V=
Σ x12 / (N-1)
Σ x1 x2 / (N-1)
. . .
Σ x1 xn / (N-1)
Σ x2 x1 / (N-1)
Σ x22 / (N-1)
. . .
Σ x2 xn / (N-1)
. . .
. . .
. . .
. . .
Σ xn x1 / (N-1)
Σ xn
Hello All,
Testing my code on a Windows based machine today. There seems to be an offending line of
code. I have pasted it below. Basically, I check to see if the user passed a fit method
to TermStructure and if not then default to ns.
The above works fine on my Mac but a windows build
Hi Giorgio,
This is for a multivariate time series. x1 is variable 1 of the observation
vector x, x2, variable 2, etc. If you need x(i) and x(i+1), etc, then
you're looking for the autocovariance/autocorrelation matrix, which is a
quite different thing (and David showed the way). You can easily
You can do the timing yourself on a dataset which you feel is typical of
your usage.
E.g., define a function the implements each algorithm
f1 - function(foo) lapply(foo, function(x) { if (x[1] == 1) x[2] - 0
; x })
f2 - function(foo) { for(i in seq_along(foo)) if (foo[[i]][1] == 1)
On 10 May 2015, at 14:15 , Rolf Turner r.tur...@auckland.ac.nz wrote:
I am just now getting around to upgrading from 3.1.2 to 3.2.0 and am getting
hammered by a problem which is beyond my limited capabilities of handling.
I executed
./configure --with-tcltk --with cairo
which
Hi,
I am looking for a R package providing with variance-covariance matrix
computation of univariate time series.
Please, any suggestions ?
Regards,
Giorgio
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R-help@r-project.org mailing list -- To
Hello,
You should learn about indexing in R. Read the pdf R-intro.pdf that
comes with your installation of R.
allrecords[5 = allrecords allrecords = 9]
should do it.
Hope this helps,
Rui Barradas
Em 10-05-2015 11:00, Ragia Ibrahim escreveu:
Dear group
I have this numeric object
I am just now getting around to upgrading from 3.1.2 to 3.2.0 and am
getting hammered by a problem which is beyond my limited capabilities of
handling.
I executed
./configure --with-tcltk --with cairo
which seemed to go just fine, and then did:
make
In fairly short order I started
I think the record number i.e. the indices of the elements were asked for.
That would be:
which(5 = allrecords allrecords = 9)
Cheers,
B.
On May 10, 2015, at 7:33 AM, Rui Barradas ruipbarra...@sapo.pt wrote:
Hello,
You should learn about indexing in R. Read the pdf R-intro.pdf
yes indeed :
foo - lapply(foo, function(x) if(x[1] == 1 ) {x[2] - 0; x }else{x} )
would work. But if the list is too long, would it be time consuming rather
than just updating elements that meet the if condition?
thx
ce
-Original Message-
From: David Winsemius
Boris Chow chow.bo...@gmail.com [2015-05-09 20:04]:
I want to do a pricing of an American option as my first exercise. Can some
experienced users give me some pointers to do so?
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
Hi Ragia,
This is a bit cryptic. ISINFCluster looks like a 50 element logical
vector with two TRUE values.
all looks like a 50 element numeric vector of counts for each value.
firstclass contains the 20th and 27th elements of all, selected
with ISINFCluster.
As firstclass is a two element named
Dear group
I have this numeric object
allrecords
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27
28 29
1 1 2 1 3 1 1 2 5 4 1 6 8 1 2 1 3 3 2 13 1 4 2 4 7 1
14 1 1
30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
1 1
It looks to me like you need to understand
subscripting in R. One place (among many)
to learn subscripting is:
http://www.burns-stat.com/documents/tutorials/impatient-r/
Pat
On 10/05/2015 10:26, Ragia Ibrahim wrote:
Dear group
kindly
I have a logical data type
ISINFCluster:
1 2
Dear group
kindly
I have a logical data type
ISINFCluster:
1 2 3 4 5 6 7 8 910111213
14
FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
FALSE
1516171819202122232425
Dear Boris,
I am new too, but got a lot of help from this webpage. I hope it will work
for you too,
All the best!
http://tryr.codeschool.com/
2015-05-09 23:44 GMT-03:00 Boris Chow chow.bo...@gmail.com:
Dear R users,
I am new to R community and would like to dig into it. Would you advise
Welcome to R and the R-help list
Not oriented to finance but just general info
A good source of introductory sources is available at
http://www.introductoryr.co.uk/R_Resources_for_Beginners.html. BTW I've never
seen the author's book but it does look interesting. :)
I have had a look at most
On May 10, 2015, at 6:11 AM, ce wrote:
yes indeed :
foo - lapply(foo, function(x) if(x[1] == 1 ) {x[2] - 0; x }else{x} )
would work. But if the list is too long, would it be time consuming rather
than just updating elements that meet the if condition?
Any change to an object will
On May 10, 2015, at 2:26 AM, Ragia Ibrahim wrote:
Dear group
kindly
I have a logical data type
ISINFCluster:
1 2 3 4 5 6 7 8 910111213
14
FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
FALSE
15
On May 10, 2015, at 4:27 AM, Giorgio Garziano wrote:
Hi,
I am looking for a R package providing with variance-covariance matrix
computation of univariate time series.
Please, any suggestions ?
If you mean the auto-correlation function, then the stats package (loaded by
default at
Hi,
Actually as variance-covariance matrix I mean:
http://stattrek.com/matrix-algebra/covariance-matrix.aspx
that I compute by:
data - rnorm(10,2,1)
n - length(data)
data.center - scale(data, center=TRUE, scale=FALSE)
var.cov.mat - (1/(n-1)) *
Hi Giorgio,
For a univariate time series? Seriously?
data - rnorm(10,2,1)
as.matrix(var(data))
Cheers,
Tsjerk
On Sun, May 10, 2015 at 9:54 PM, Giorgio Garziano
giorgio.garzi...@ericsson.com wrote:
Hi,
Actually as variance-covariance matrix I mean:
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