I was going through the example below which is taken from the example
section in the R documentation for accessing the function call stack.
I am confused and I have 3 questions that I was hoping someone could
answer.
1) why is y equal to zero even though the call was done with gg(3)
2) what does
To: Leeds, Mark (IED)
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Confusion using functions to access the function call
stack example section
It is because you have a recursive function call and the value of 'y'
when you print is it 0. I have added another statement that might help
clarify what you
yes, you can just pulldown the tar.gz file and tar -xvf it and that
will give you many directories one of which will
contain the source. I've done that with the vars package in the past (
bernhard's code is very nice to read ) and I would just send
you the code to predict.varest but I don't think
I was reading a presentation of Professor Peng's and typed the
presentation code into R but I changed it to make plot.polygon a
separate function instread of defining the function in SetMethod itself
as he did. Is that the problem with the code below because
plot(p) just gives me zero. Thanks.
below works on you example but someone will have something more elegant.
zeroindices-which(a == 0)
rep(1:length(zeroindices),c(diff(zeroindices),(length(a)-zeroindices[len
gth(zeroindices)]+1)))
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Zheng
I have the code below which gives me what I want for temp based on
logvec but I was wondering if there was a shorter way ( i.e :
a one liner ) without having to initialize temp to zeros. This is
purely for learning purposes. Thanks.
logvec - c(TRUE,FALSE,FALSE,TRUE,FALSE,FALSE,TRUE,FALSE)
There's a typo in my previous message. logvec should be invec. sorry.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Leeds, Mark (IED)
Sent: Friday, August 24, 2007 5:12 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Turning a logical vector into its
eval(parse(text=(a$x). You can only use get when it's an object. a$x isn't.
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Juan Manuel
Barreneche
Sent: Tuesday, August 21, 2007 3:35 PM
To: r-help@stat.math.ethz.ch
Subject: [R] how do i use the get
I don't understand your question but there is a package called VARs
that may be helpful to you.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of liu lu
Sent: Friday, August 03, 2007 8:39 AM
To: [EMAIL PROTECTED]
Subject: [R-SIG-Finance] question on
if you mean the area to the left of the 1.11 point on the x axis of a t
dist with 9 degrees of freedom,
Then you need to use pt(1.11,9). See ?pt for more info.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Nair, Murlidharan
T
Sent: Wednesday, August
This is not related to R but I was hoping that someone could help me. I
am reading the Understanding the Metropolis Hastings Algorithm
paper from the American Statistician by Chip and Greenberg, 1995, Vol
49, No 4. Right at the beginning they explain the algorithm for basic
acceptance rejection
This has ABSOLUTELY nothing to do with R but I was hoping that someone
might know because there are obviously a lot of very bright people on
this list.
Suppose I had a time series of data and at each point in time t, I was
calculating x bar + plus minus sigma where x bar was based on a
moving
adschai : this isn't particularly helpful but when I am using a
function from a package called xxx that
I have little knowledge about, I take the source as is and create my own
function out of
It called my.xxx and then put print statements
Inside it to see what's going on. This is probably an
if by array, you just mean vector, then the following would work .
stack(myList)
If you want to take off the names of myList that get put in the second
column
stack(myList)[,-2,drop=FALSE]
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Aydemir, Zava
there is an ewma example in ?filter I think that might be more useful
because then you can see better
What's happening in terms of the smoothing. Actually, I just looked and
it's not there. It must have been in S+.
I include my ewma below but you have to modify it because it assumes a
zoo object.
I have two dataframes, yendog and datasub as below and I want to do the
same thing to both of them, namely convert
them so that they retain their dataframeness but stack the columns into
1 column. I don't need names
on the results.
I did try
temp1-do.call(rbind,datasub)
I think that problem has a complicated closed form solution but I'm not
sure which text it is in.
It might be in Ingersoll, Financial Decision Making. I'm sorry that I
can't be less vague.
It's also possible to derive it using a Langrange Multiplier. I did it
once but that was a long time ago.
I realize that the following has been talked about on this list many
times before in some related way but I
am going to ask for help anyway because I still don't know what to do.
Suppose I have no intercept models such as the following :
Y = B*X_1 + error
Y = B*X_2 + error
Y = B*X_3 + error
Y =
someone else might have another viewpoint but I think your categories
needs to be score categories ( 60-65, 65-70 etc )
and the data needs to be the number of girls and boys that fall into a
category. I've never seen this below a certain value
Methodology but maybe it's popular and I just
I have a function that does this type of thing but it works off a pure
vector so it wouldn have to be modified.
If you make your object a zoo object, the that object has many functions
associated with it and na.locf would
Do what you need, I think.
-Original Message-
From: [EMAIL
I have two R objects, allDataSubset1 and allDataSubset2 and the str of
both of them is shown below ( I don't show all 18 lists for
space purposes ). The difference between them is that the times ( and
possibly the days ) and the data is different and what I want to do is
merge them so that only
I use code ( actually its code from vars package and its directly below
) to do a sequence of lm calls and the data I use from the matrix
depends on restrictions.
for(i in 1:K){
datares - datasub[, which(x$restrictions[i, ] == 1),drop=FALSE]
y - yendog[, i]
lmres - lm(y ~ -1
Surprisingly, I played around with some test code and below actually
creates equations that look correct.
tempmat-matrix(10,nrow=6,ncol=6)
restrictmat-diag(6)
colnames(tempmat)-c(AUD.l1,CHF.l1,CAD.l1,GBP.l1,EUR.l1,JPY.l
1)
rownames(tempmat)-c(AUD,CHF,CAD,GBP,EUR,JPY)
eqn-list()
for ( i in 1:6
This is a time series\optimization rather than an R question : Suppose I
have an ARMA(1,1) with
restrictions such that the coefficient on the lagged epsilon_term is
related to the coefficient on
The lagged z term as below.
z_t =[A + beta]*z_t-1 + epsilon_t - A*epsilon_t-1
So, if I don't have a
This is a statistics question not an R question. When calculating the
sample correlation coefficient cor(x_t,y_t) between say
two variables, x_t and y_t t=1,.n ( one can assume that the
variables are in time but I don't think this really matters
for the question ), does someone know where I
My sessioninfo is below and I have two questions about loading packages
in R :
#===
=
R version 2.4.0 (2006-10-03)
i686-pc-linux-gnu
locale:
C
attached base
If temp is your vector then split(index(temp),temp) will give you what
you want.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Patrick Wang
Sent: Thursday, May 17, 2007 8:15 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Split a vector(list) into 3 list
it's not really an error but it changes how you call things depending
on what you need. If you want to use loadings in stats,
you will have to use it by saying stats::loadings because it's masked
and then
you use loadings from pls by just saying loadings. Other than that,
there's no problem I
17, 2007 8:44 PM
To: Leeds, Mark (IED)
Cc: Patrick Wang; r-help@stat.math.ethz.ch
Subject: RE: [R] Split a vector(list) into 3 list
Thanks,
no index function was defined in R.
I try to use the split(order(temp), temp), the number of groups are
correct, however the result doesnot seem
This is not an R question but if anyone can help me, it's much
appreciated.
Suppose I have a series ( stationary ) y_t and a series x_t ( stationary
)and x_t has variance sigma^2_x and epsilon is normal
(0, sigma^2_epsilon )
and the two series have the relation
I wrote an ugly algorithm to set certain elements of a matrix to 1
without looping and below works and you can see what
The output is below the code.
K-6
lagnum-2
restrictmat-matrix(0,nrow=K,ncol=K*3)
restrictmat[((col(restrictmat) - row(restrictmat) = 0 )
(col(restrictmat)-row(restrictmat)) %%
to be greater than or equal to 1 and less than or
equal to (number of cols/number of rows ). Thanks
For your advice.
-Original Message-
From: Bert Gunter [mailto:[EMAIL PROTECTED]
Sent: Tuesday, May 08, 2007 5:34 PM
To: Leeds, Mark (IED); r-help@stat.math.ethz.ch
Subject: RE: [R] Looking
thanks anders : that works perfectly. I'll have to study it better to
understand but it's much appreciated.
-Original Message-
From: Anders Nielsen [mailto:[EMAIL PROTECTED]
Sent: Tuesday, May 08, 2007 5:55 PM
To: Leeds, Mark (IED)
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Looking
it's also not unbiased.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Y G
Sent: Monday, April 30, 2007 8:15 AM
To: r-help@stat.math.ethz.ch
Subject: [R] general question about use of list
Hi,
is this list only related to R issues or it has a broader
This is a terminology question not related to R. The literature often
says that OLS is inefficient relative to GLS if the residuals in
the system are correlated ( and the RHS sides of each are not identical
). Does this mean that OLS overestimates residual and coefficient
variances ,
In their paper, Lexical Scope and Statistical Computing, the authors (
Gentleman and Ihaka ) go to great length explaining why R's use of
lexical scoping creates advantages when doing statistical computations.
If anyone has or is familiar with this paper, could they provide the
main program code
I have a vector of character strings such as
mainnames-c(CAD,AUD) and another vector say
checknames-c(CAD.l1,AUD.l1,JPY.l1,EUR.l1,CAD.l2,AUD.l2,JPY
.l2,EUR.l2)
I want a new vector of character strings that is just
resultnames-c(JPY.l1,EUR.l1,JPY.l2,EUR.l2)
Because any time a name occurs in
A friend of mine sent me below so I am posting below. If it is not
enough information, please just
let me know and I will tell him. Thanks.
-Original Message-
Sent: Friday, April 13, 2007 3:58 PM
To: Leeds, Mark (IED)
Subject: R question
I am using the predict function after I have done
I've looked around but I can't find the method in R for testing whether
the resulting estimated coefficients
of an AR model imply that the model is invertible.
To quote from eric zivot's blue book :
the AR(p) is invertible provided the rots of the characteristic
equation
Phi(z) = 1 - phi_1*z
I use R on linux and I go through exceed from a windows machine.
Depending on the amount of plots I do on a screen, sometimes the numbers
on the vertical axis
of the plots don't show up. I tried infinite of combinations of mar and
cex but nothing helps.
Yet, if instead of shooting the graphic
I am using the vars package and it calls a function causality() which
then calls something
called .duplicate. I had to modify the causality function slightly for
my purposes and
I called it my.causality() but now the .duplicate function is no longer
known to the my.causality function.
I'm fairly
Does anyone know where I can find a proof of the fact that when each X
matrix in a SUR is the same,
then SUR estimation is equivalent to OLS estmation. The proof is
supposedly in William Greene's book but that book
costs 157.00 an has mixed reviews so I am reluctant to purchase it.
Thanks.
I have been comparing the output of an R package to S+Finmetrics and I
notice that
the covariance matrix outputted by the two procedures is different. The
R package
computes the covariance matrix using Method 1 and I think ( but I'm not
sure ) that S+Finmetrics computes it
using Method 2.
I put
are the carats in your notation meant to be time subscripts ?
also, I think I know what a and b are meant to be ( the coefficients of
the polynomaisl corresponding
To the ar part of the model but correct me if I'm wrong ) but is there
an ma piece to it also ?
And I don't see an error term ?
I
This is a covariance calculation question so nothing to do with R but
maybe someone could help me anyway.
Suppose, I have two random variables X and Y whose means are both known
to be zero and I want to get an estimate of their covariance.
I have n sample pairs
(X1,Y1)
(X2,Y2)
.
.
.
.
.
I was looking at the systemfit package and it seems like I could use it
to solve OLS systems (
which is essentially what VARs are ) but the lag length would have to be
known beforehand, I think. Does anyone know
if there is an equivalent of the VAR function in Eric Zivot's
S+Finmetrics package
I would like to estimate bivariate VAR(X) models where I don't know the
optimal lag length X and would also like to use
F-tests to determine the granger causality of each of the variables. I'm
aware of Achim's econometric packages description but I was wondering if
someone could recommend a
There is a function in the fCalendar package called xts.dvs but I m
unable to see the code inside the function.
Is this common with functions in the fCalendar package or maybe there is
something else that I have to
do first or use the colon colon command in some manner I want to see
the function
You're not doing anything wrong. You fit an arima(0,1,2) so it doesn't
know the epsilon terms going
forward are after the first step so it assumes them to be zero so you
get the same forecast every day. I think you would have to
re-estimate each day if you want different forecasts every day.
i have been trying to load the package ncdf using the command
library(ncdf).
below is my hardware information.
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
I have an object, ARestopt, that is the result of a call to the arima
function. I want to calculate test statistics ( null is coeffs are zero
) for each of the estimated coefficients.
My coefficents are in a vector called ARestopt$coef and my covariance
matrix is ARestopt$var.coef.
I thought
I had a couple of questions about the ar function that i was hoping
someone could answer.
I have the structure below
testSeries-structure(c(-3.88613620955214e-05, 0, -7.77272551011343e-05,
0, -0.000194344573539562, -0.000116624876218163, -3.88779814601281e-05,
0, 3.88779814601281e-05,
I think the best explanation of dates and times is in r-news 2.4.1 but
2.4.1 might be off so someone will hopefully correct me if I'm wrong.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Ben Fairbank
Sent: Thursday, January 04, 2007 12:43 PM
To:
I wrote my own ewma function to deal with the somewhat odd way that
filter handles missing values.
The function I wrote works as long as the NA isn't first but when it is
first I still get a zero in the output.
I'm not expert enough to look at filter and undeerstand what it is
doing.
# 1) THE
you have to be really careful because
There are two versions of the kalman filter in terms of notation ( even
where you don't have exogenous )
Y_t = F_tprime*theta_t-1 + epsilon_t
G_t = G_t*theta_t-1 + omega_t
-
Y_t = F_tprime*theta_t + epsilon_t
G_t =
I think you can fit them using arima() whch I think is part of the
base.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Santiago
Cilintano
Sent: Friday, December 15, 2006 10:41 AM
To: r-help@stat.math.ethz.ch
Subject: [R] daily time series
Is there
ifelse is vectorized but there is no way you could know what's
happening with that command
because you have rnorm(1) for both conditions. I think you mean to have
something different in one of them ?
Whewn I run your code in my R session, I get 10 values for y1, so there
isn't anything wrong
I have the ewma function as shown below. I think I copied it from an
oldSplus help page on filter and
then modified it with a lot of help from Achim.
ewma-function(x,lambda = 1, init = x[1]) {
rval-filter(lambda*coredata(x),filter=(1-lambda),method=recursive,ini
t=init)
know how to do that, the help would be appreciated.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Leeds, Mark (IED)
Sent: Monday, December 11, 2006 3:15 PM
To: r-help@stat.math.ethz.ch
Subject: [R] behavior of ewma function
I have the ewma function
I think this modified version of ewma works for anyone who is
interested. It gets rid of any NAs, smoothes the
resulting series and then puts the NAs back in at their correct spots.
The only catch is that the input has to be a zoo object.
Sometimes I shock myself.
ewmab-function(x,lambda = 1,
The code bekow works so this is why I didn't include the data to
reproduce it. The loops about 500
times and each time, a zoo object with 1400 rows and 4 columns gets
created. ( the rows represent minutes so each file is one day
worth of data). Inside the loop, I keep rbinding the newly created
to avoid rbind ? I apologize because I don't think I
understand what you are saying. Or maybe it's not possible to avoid
rbind ? Thanks.
-Original Message-
From: Ravi Varadhan [mailto:[EMAIL PROTECTED]
Sent: Friday, December 08, 2006 5:21 PM
To: Leeds, Mark (IED); r-help@stat.math.ethz.ch
if you read them in as zoo objects , you can then use merge.zoo but but
I need to
Send you an example of reading them in as zoo objects.
Hold on.
I also have your binders on my shelf ready to send. I've just been
forgetting/busy.
-Original Message-
From: [EMAIL PROTECTED]
If do a scattrplot of data ( x and y ) and there are two clouds of
points. One cloud is in the left
bottom corner of the plot and the other cloud is in the upper right.
If I fit a regression line to this data ( or equivalently , calculate a
correlation ), then obviously, it is going to seem like
My problem is the following : I create 2 zoo objects and then I try to
subset one of them using logic. indicesthatpass is a vector of trues and
falses but when I send it into bckret, it returns an empty bckret.
Obviously it has something to do with bckret being a zoo object and if I
do the same
: Wednesday, November 29, 2006 8:43 PM
To: 'jim holtman'; Leeds, Mark (IED)
Cc: r-help@stat.math.ethz.ch
Subject: RE: [R] better define: matrix comparison and cbind issue
Ok, so columns are fixed and my apologizes, for the incorrect
subscripting.
So I have the matching down because I'm matching
temp-apply(A,1,sum(diff(x)) == -1 )
but check it because I haven't tested it and when things are not tested
there
can often be unforeseen problems. Also, may have to declare sum(diff(x))
== -1 as a separate function and then call it.
I'm not sure aobut that.
-Original Message-
I'm having that problem where I am sometimes using an object that's from
a previous workspace when I don't want to be doing that. I was thinking
of putting rm(objects=ls()) in my first.R function But, the problem with
doing this, is that it doesn't prompt you with are you sure and there
could be
there are probably many other ways but check out read.zoo. I cans end you of
read.zoo also if you like.
Let me know.
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of James J. Roper
Sent: Wednesday, November 22, 2006 4:18 PM
To: r-help@stat.math.ethz.ch
In my code below tempa and tempb are numeric vectors that I combined
into a dataframe along with the deciles of tempa.
I have an lapply statement that goes through the dataframe and does ten
plots according to the appropriate decile.
The code is below and it works fine. There are no bugs so I
I have two variables, minutereturnsa which can be thought of as my
independent variable and minutereturnsb which can be thought of as my
dependent variable. When I run correlations on the two variables,
depending on which of the three methods I use, I get values of between
-.15 through -.19.
oops, I forgot to square !! Thanks Chuck. I would have
spent the rest of the day and then some trying to figure that one out
-Original Message-
From: Chuck Cleland [mailto:[EMAIL PROTECTED]
Sent: Wednesday, November 15, 2006 11:46 AM
To: Leeds, Mark (IED)
Subject: Re
does anyone know how to put a column name on a zoo object. I think achim
and gabor are off line or they have gotten totally tired of me
an decided to ignore me ( which is totalyy understandable ).
logbidask-log((aggfxdata[,bid] + aggfxdata[,ask])/2.0)
logbidask doesn't have a name and I can't
let me try colnames. I thought I tried that earlier and got an error
but I've been wrong before.
Thanks.
-Original Message-
From: Horace Tso [mailto:[EMAIL PROTECTED]
Sent: Tuesday, November 14, 2006 4:29 PM
To: Leeds, Mark (IED); r-help@stat.math.ethz.ch
Subject: Re: [R] putting
,
1144025100, 1144025160, 1144025220))
-Original Message-
From: Leeds, Mark (IED)
Sent: Tuesday, November 14, 2006 4:39 PM
To: 'Horace Tso'; r-help@stat.math.ethz.ch
Subject: RE: [R] putting a column name on a zoo object
let me try colnames. I thought I tried that earlier and got an error
I made smaller zoo object with one column with the structure below
smooththirtylogbidask-structure(c(4.77126598671015, 4.77127449545028,
4.77128569715842,
4.77129917), index = structure(c(1144022520, 1144022580,
1144022640, 1144022700), class = c(POSIXt, POSIXct)), class = zoo)
And then I
I have the following set of indices, call it idx, that correspond to the
indices of a vector say temp.
[1] 31 36 41 61 66 71 91 96 101 121 126 131 151
156 161 181 186 191 211 216 221 241 246 251 271 276 281
301 306 311 331 336 341 361 366
[36] 371 391
, November 13, 2006 3:18 PM
To: Leeds, Mark (IED)
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] indexing question
diff(tmp[idx])
cheers,
b
On Nov 13, 2006, at 3:06 PM, Leeds, Mark ((IED)) wrote:
I have the following set of indices, call it idx, that correspond to
the indices of a vector say
I think I remember seeing something called sem ? It's listed as on the
packages on
www.r-project.org and the explanation is what you want. I just can't be
sure of the name.
There are probably more than just sem.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On
you can just subtract 4.3 from the independent variable and then do
through zero. That will
Give you a force through 4.3. I don't undersarand the second part of
your statement.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Heather Maughan
Sent:
you should also write to the r-finance special interest group. also, you
can do all that stuff yourself
using the R tools/functions etc but I don't know of such functions have
already been written.
joe byers may be able to answer the question. my guess is that, if these
sort of things have
been
I have index ( of a vector ) values of say
tempin-c(1 31 61 91 121 all the way upto 1411)
What I want is a function that takes in a number say, x = 5, and gives
me an new vector
of
tempout-1 6 31 36 91 96 121 126 .. 1411 1416
This can't be so hard but I can't get it and
Hi : I'm a R novice but I consider myself reasonably versed in time
series related material and
I have never heard of an equivalence between Garch(1,1) for volatility
and an ARMA(1,1) in the squared returns
and I'm almost sure there isn't.
There are various problems with what you wrote.
1) r(t)
but not the return squared squared which is what was written previously.
.
From: Hannu Kahra [mailto:[EMAIL PROTECTED]
Sent: Tuesday, November 07, 2006 3:54 PM
To: Wensui Liu
Cc: Leeds, Mark (IED); r-help@stat.math.ethz.ch; Megh Dal
Subject: Re: [R] Comparison
one of the newsletters ( about a year ago ) has something about an ROC
package but I don't remember which one it is.
If you do a search for ROC on the search thing in www.project.org, I'm
sure you will find something
about it.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL
hi all : i have the data below and then below that, i call the hist
function three times using the Scott method for the widths of the bins.
the bin width is different for the three histograms but I would like it
to always be 0.05 regfardless of the data
set being histogrammed.
I'm sure there
i have the following code below and at the end there are some plotting
statements.
it actualy looks quite nice when you run it but there is just one
strange thing happening that
don't know how to fix.
the three things being plotted are
aggfxdata[,logbidask] which has its own set of times (
there is a green book by joe shafer ( I forget the name but it's
probsably on amazon ). I also
Can't say it's in the same format as faraday's book but I think it's
fairly popular for multiple
Imputation techniques etc.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED]
I think I had that similar problem at some point in the way past and got
around it by checking the length of dubious records before I
Sent it into the expression. If the length is zero don't send it into
the expression.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED]
i have the axis line of code below in a plotting command and it works
nicely but it puts tick values at every 5 of lt and i would like a tick
value at every value of lt. i read about pretty() but that sounded
tricky so instead , since i want a tick mark at every value of lt ( it's
discrete and
I familarized myelf with kalmanlike and structts which are approaches
for building and estimating ( and forecasting ) state space models ( or
the equivalent arima models ).
back in 2003, gavin simpson wrote an email describing the west and
harrison apprach to estimate state space models and asked
I send them all to one postscript file and then bring it up in
ghostview but maybe there is another way.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Rohini Mulford
Sent: Monday, October 30, 2006 5:29 PM
To: r-help@stat.math.ethz.ch
Subject: [R] plot
this is probably a question for gabor or achim but maybe someone else
can answer it in case they are not around ?
Ifr you paste the code below ( again you would need the zoo and chron
libraries to be installed ),
you should get the error
Error in Ops.POSIXt(frequency, freq) : %% not defined
oops, for the pasting to work,
You would have to get rid of the blank line that occurs during the
bayesfactor construction.
Thanks.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Leeds, Mark (IED)
Sent: Monday, October 30, 2006 6:15 PM
To: r-help
Hi : Whenever I try to run R in a second session( but not in the same
working directory ) , I get the error below
Error in dyn.load(x, as.logical(local), as.logical(now)) :
unable to load shared library
'/u/etlfs/dev/users/leedsmar/res/R/lib/chron/libs/chron.so':
/lib/i686/libc.so.6:
this one is not a false alarm like my previous message.
i have cut and paste the code below so if anyone could run it would be
appreciated. basically,
my question is why the horizontal axis of the acf plot is labelled with
such huge numbers when
the labels should be 1 through 10 since may
I don't know if there is one but if you use the t.test with df greater than 30,
you will
Get answers very close to that for the normal because the tables get pretty
close after
df of 30. I guess to be safe you can use set df to some huge #.
would someone be kind enough to paste the code below into an R session (
ir you
can paste it into a file and just source it ) and take a look at it ? I
must be doing something wrong but
i can't find it.
I start out with a zoo object that has 100 elements in it.
then, i only want to keep the
as jim pointed out ( i think we were figuring this out simultaneously.
thanks a lot jim ), it looks it does have something to do with the
fact that it's a zoo object because below i consider two cases.
in the first case, fxdatab is a zoo object and i get the length of temp
to be 1.
in the
also, i have a typo on the fifth to last line of what is pasted below (
should be fxdatac not fxdatab ) but it doesn't matter. what i said about
the results still holds. thanks.
From: Leeds, Mark (IED)
Sent: Friday, October 27, 2006 9:56 PM
To: r-help
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