On Mon, 4 Apr 2005 13:46:46 -0400 Omar Lakkis wrote:
I have two data sets that I converted to its objects to get:
ts1
date settle
1 2000-09-29 107.830
2 2000-10-02 108.210
3 2000-10-03 108.800
4 2000-10-04 108.800
5 2000-10-05 109.155
ts2
date settle
1 2000-09-25
On Tue, 29 Mar 2005, Jan Sabee wrote:
This dataset below is one sample answer the questioner from our customer.
testbank - read.table(testbank.txt, header=T)
testbank
age married income gender ownhouse class
1 20-30 no high female yes 1st
2 30-40 no high
This is the second time within 24 hours that you cross-posted the same
question to two of the R mailing lists, please read the posting guide
linked at the bottom of this mail on how to properly ask your questions.
As for your question: I'm not aware of an R package that would be able to
do what
On Mon, 21 Mar 2005 12:07:16 +0100 Jan Sabee wrote:
I have a problem about how to count missing variables in dataset.
I have a question for my customer. They are must choice one of answer
for example: A, B, C, D and E.
Now, I have dataset which is the result from my question, for
instance:
Bjoern,
thanks for your mail. But when reporting problems with a contributed
package, please contact the maintainer first or at least Cc him when
writing to R-help.
The problem below is in the formula method of sigest because the frac
argument gets passed on to model.frame which causes the
On Mon, 14 Mar 2005 18:36:30 +0100 Belén Martín Peiro wrote:
Dear All,
I am trying to use kpss.test function so as to perform a stationarity
test on a data sample. Is it possible to know the associated
confidence level for this test?
As for most other tests implemented in R, a p value is
On Wed, 9 Mar 2005 14:32:09 -0500 (EST) Weiguang Shi wrote:
--- Achim Zeileis [EMAIL PROTECTED]
wrote:
First of all, could you tell me what the KPSS
Level
in the output of the test means?
Thanks. But I meant to also ask about the number after
that, e.g.,
KPSS Level = 0.0027
Jean:
On Tue, 18 Nov 2003 23:32:05 Jean Vidal wrote:
I tried this :
mosaicplot(stoc ~ q9r + segca,data=tmp2,color=T) : works fine.
And now, this :
mosaicplot(stoc ~ q9r + segca, data=tmp2, color=T, main=Big title)
Error in model.frame(formula, rownames, variables, varnames, extras,
On Wed, 9 Mar 2005 14:57:27 +0100 Ronny Klein wrote:
Hi,
I've written a function in order to plot the same graph in a postcript
and in a pdf file. Unfortunately, the second graph is always empty,
i.e.:
plot.both - function{myplot, filename}{
pdf(file=paste(filename, .pdf, sep=))
On Wed, 9 Mar 2005 15:24:48 +0100 Ronny Klein wrote:
What are the myplot objects? Expressions or graphical objects that
are printed?
The myplot is something like this:
plot(x)
text(foo)
Aha, I was surprised that this worked for one of the two plots.
You could pass myplot as an
On Wed, 9 Mar 2005 18:21:41 +0100 Ronny Klein wrote:
The myplot is something like this:
plot(x)
text(foo)
Aha, I was surprised that this worked for one of the two plots.
You could pass myplot as an expression, e.g. myplot =
expression(plot(x)), and then eval() that in the body
On Wed, 9 Mar 2005 13:31:16 -0500 (EST) Weiguang Shi wrote:
Hi All,
First of all, could you tell me what the KPSS Level
in the output of the test means?
It means that you tested for level stationarity and gives you the test
statistic.
I have a series, x, of periodic data and tried
As help(kpss.test) tells you: kpss.test() approximates the p values by
interpolation from a simulated table of critical values. As p values
larger than 0.1 are typically regarded to be non-significant and p
values smaller than 0.01 are typically regarded to be highly
significant, the corresponding
On Tue, 08 Mar 2005 20:51:44 + Federico Calboli wrote:
Dear All,
I saved by mistake the environment I was working in after typing q(),
and now I get the annoying message:
[Previously saved workspace restored]
I have already deleted all the objects in the environment, saving it
as
Please stop posting (almost) identical questions!
You already posted a very similar question to R-help (and received
two answers) and you posted the same question on R-SIG-Finance!
As both Uwe and Christian indicated in their answers, your question is
very vague. If you want to receive better
Please contact (or at least Cc) the maintainer of contributed packages
when reporting problems with contributed packages. (I've added Bernhard
to Cc: now.)
I can't figure out how to get the summary method in the URCA package
to work. E.g. when I use the following code fragment in the help for
On Tue, 22 Feb 2005 20:21:46 -0600 Dirk Eddelbuettel wrote:
On 22 February 2005 at 14:58, [EMAIL PROTECTED] wrote:
| side note 2: For make afficionados the follwing 2 rules in
| combination with the Sweave script from the FAQ do almost the same
| (that's what I use :-)
Sure, but it
On Wed, 23 Feb 2005 11:42:05 +0100 K. Steinmann wrote:
Question:
How can I get access to the bias value of a boot statistic?
Details:
Boot function:
boot(data, statistic, R, sim=ordinary, stype=i,
strata=rep(1,n), L=NULL, m=0, weights=NULL,
ran.gen=function(d, p)
On Tue, 22 Feb 2005 08:41:07 -0800 Berton Gunter wrote:
bounds for each group. My question is, is there a function
in R that can do
the same thing for more complex and subtle groupings in
univariate data, and
** provide a statistical basis for the result? **
No. Others
On Mon, 21 Feb 2005, Allen Hathaway wrote:
If I have a vector, x, such that
x - c(1,2,3,4,5,8,9,10,11,12,15,16,17,18,19,22,23,24,33,34,35)
if I plot that vector
plot(x)
it is visibly obvious that the data groups or clusters into distinct
groupings. The data trends along a more-or-less
On Fri, 18 Feb 2005 13:00:40 +0100 T Petersen wrote:
Wow, I'm getting confused...The syntax Petr suggested does what I
wanted, but things are stille wrong...Maybe a bug? Let me explain.
I got two vectors:
x = c(3, 3, 3, 4, 3, 4, 3, 4, 3, 4)
y = c(5, 2, 5, 5, 2, 2, 5, 5, 4, 2)
then
I think a workaround, that will do what you want is:
barplot(c(101,102,103) - 100, offset = 100)
hth,
Z
On Fri, 18 Feb 2005 14:47:24 + (GMT) Dan Bolser wrote:
The following single line of code shows what I am trying to do, and
the problem I am having...
On Fri, 18 Feb 2005 10:50:37 -0500 Campo Elías PARDO wrote:
Thank for your help
I obtained profiles and I found mosaicplot as an interesting
alternative.
I don't like my solution about legend in profiles graphics: I inserted
empty extra columns in order to avoid tue superimposed of
On Fri, 18 Feb 2005 11:03:13 -0800 (PST) Yen H., Tong wrote:
Hi,
I am using the Strucchange package in R to test for structural change
in regression coeffcient. Given a model y = b0 + b1*X + b2*Z, the
Fstats test whether there is a change in both b1 and b2 over a time
period.
Is there
On Fri, 18 Feb 2005 20:14:23 +0100 Romain Francois wrote:
Hello,
one way could be to compute the residuals of the regression y=b0 +
b2*Z, let's call them U, and then test the structural change on the
model U=c0+c1*X.
The approach of Andrews (1993, Econometrica) would be preferrable where
On Wed, 16 Feb 2005, Yen H., Tong wrote:
Hi,
I have recently use the strucchange package in R with a single time
series observation. I found it extremely useful in the testing of
change points.
Now, I am thinking of using the strucchange package with panel data
(about 500 firms, with 73
On Wed, 16 Feb 2005 15:44:00 +0200 Sander Oom wrote:
Thanks Peter!
Of course I only have (nx-1)(ny-1) facets in a x*y plot!
The help page line:
...
col the color(s) of the surface facets. Transparent colours are
ignored. This is recycled to the (nx-1)(ny-1) facets.
...
just did not
On Tue, 8 Feb 2005 12:35:17 +0100 (CET) [EMAIL PROTECTED] wrote:
I am a student and for my R project I have to program a memory game,
that is a game for the children with cards and you have to find pairs.
Wouldnt you have this program in your computer for make an example
for me. Thanks for
On Tue, 8 Feb 2005 01:15:06 +0100 [EMAIL PROTECTED] wrote:
Hello,
I would like to make a contourplot of the following data;
x - 1:10
y - 1:10
z - 100:110
By doing contour(x,y,z) I get the following error;
Error in contour.default(x, y, z) : no proper `z' matrix specified
How
Dear useRs,
version 1.1-0 of the fortunes package is available from CRAN. It now
contains 100 R fortunes. Thanks to all who contributed.
Best wishes,
Z
___
R-packages mailing list
[EMAIL PROTECTED]
https://stat.ethz.ch/mailman/listinfo/r-packages
On Thu, 03 Feb 2005 14:57:58 -0500 Tim Howard wrote:
I am trying to extract rows from a data.frame based on the
presence/absence of a single value in any column. I've figured out
how to do get the positive matches, but the remainder (rows without
this value) eludes me. Mining the help pages
On Wed, 2 Feb 2005 14:29:49 -0600 [EMAIL PROTECTED] wrote:
Dear all,
I have the following data format
cellnumberforce
1 100
1 230
1 100
1 200
1 130
1 210
2 179
2 298
2
On Tue, 25 Jan 2005 14:57:18 +0100 Joakim Hove wrote:
Hello,
I have x and y data to plot (synthetic example):
x - seq(0,4*pi,by=0.1)
y - sin(x)
I then want to plot (x,y) in those points where abs(y) is smaller than
0.5. As a first approximation
plot(x[abs(y) 0.5],y[abs(y)
On Fri, 21 Jan 2005 16:42:41 -0500 Steve McIntyre wrote:
I've cited R in an article accepted by a journal using the following
reference:
R Development Core Team (2004), R: A language and environment for
statistical computing. R Foundation for Statistical Computing,
Vienna, Austria. ISBN
-
From: Achim Zeileis [EMAIL PROTECTED]
To: Steve McIntyre [EMAIL PROTECTED]
Cc: [EMAIL PROTECTED]
Sent: Friday, January 21, 2005 5:06 PM
Subject: Re: [R] R Citation
On Fri, 21 Jan 2005 16:42:41 -0500 Steve McIntyre wrote:
I've cited R in an article accepted by a journal using
On Wed, 19 Jan 2005 21:20:22 -0500 K Fernandes wrote:
Hello,
I would like to use lm to model the equation y=x^2.
However, when I use
z-lm(formula=y~x^2)
summary(z)
I obtain results that are equivalent to when I use
z-lm(formula=y~x)
summary(z)
In formulas ^ specifies
On Tue, 18 Jan 2005 17:16:46 + (GMT) Dan Bolser wrote:
This may sound crazy but...
I have data like this...
results.matrix
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
[1,] 949 932 11 26 2076 10 5 0 3
[2,] 1233 124 24
On Mon, 17 Jan 2005 14:57:33 + Tobias Muhlhofer wrote:
Hi!
I need to run ols regressions with Huber-White sandwich estimators and
the correponding standard errors, without an intercept. What I'm
trying to do is create an ols object and then use the robcov()
function, on the order of:
On Mon, 17 Jan 2005 16:49:35 +0100 (MET) Christian Hennig wrote:
Hi,
I would like to use the format function to get numbers all with three
digits to the right of the decimal point, even in cases where there is
no significant digit left. For example, I would like to get
On Fri, 14 Jan 2005, Dan Bebber wrote:
Dear list,
there are now 400 packages available on CRAN.
Would it be useful to classify these packages
according to what they do (e.g. classification,
graphics, spatial statistics), to assist the user in
finding the appropriate package for their
this proposal isn't so bad, so long as people know about search.
It is not meant to replace any search facilities! It should help users
who come to CRAN and say: I want to do biostatistics with R, which of the
400 packages do I need to look at?
Z
Jon
On 01/14/05 18:08, Achim Zeileis wrote:
We
On Thu, 13 Jan 2005 13:54:43 +0100 (CET) Vito Ricci wrote:
Hi,
you can address to a single ts in a multivariate ts
object by namets[,index]. See this example:
Note, that index can also be a string and not only the index number. You
wanted to have the analogue of z$energy which could also be
On Thu, 13 Jan 2005 18:23:37 +0100 (CET) Vito Ricci wrote:
Dear R-Users,
How can I use chisq.test() as a goodness of fit test?
Reading man-page Ive some doubts that kind of test is
available with this statement. Am I wrong?
X2=sum((O-E)^2)/E)
O=empirical frequencies
E=expected freq.
On Thu, 13 Jan 2005 13:44:58 -0500 roger bos wrote:
At the risk of ridicule for my deficient linear algebra skills, I ask
for help using the solve.QP function to do portfolio optimization. I
am trying to following a textbook example and need help converting the
problem into the format
Thanks,
Roger
showMethods(portfolio.optim)
Function portfolio.optim:
not a generic function
On Thu, 13 Jan 2005 19:58:33 +0100, Achim Zeileis
[EMAIL PROTECTED] wrote:
On Thu, 13 Jan 2005 13:44:58 -0500 roger bos wrote:
At the risk of ridicule for my deficient linear
On Tue, 11 Jan 2005 19:33:41 + Rick Ram wrote:
Groundwork for the choice of break method in my specific application
has already been done - otherwise I would need to rework the wheel
(make a horribly detailed comparison of performance of break
approaches in context of modelling post
On Tue, 11 Jan 2005 13:10:51 + Rick Ram wrote:
Dear all,
Does anyone know where there is R or S code for the CUSUM SQUARED
structural breaks approach? (Brown, Durban and Evans, 1975 - used in
Pesaran and Timmerman, 2002)
Not to my knowledge.
The problem is that the breaks package
On Fri, 7 Jan 2005, Dan Bolser wrote:
Hi,
I want to use hist with non-equi-spaced breaks, picked such that the
fraction of the data points falling in the cells (defined by 'breaks') is
roughly equal accross all cells.
Is there such a function that will automatically try to determine the
Dear useRs,
a new and much improved version of the zoo package for indexed totally
ordered observations (such as irregular time series) is available from
CRAN. It allows indexing observations with time/index vectors of arbitrary
class and extends many of the standard generic functions also
On Wed, 22 Dec 2004 13:06:02 +0100 Anne wrote:
Hello!
I would like to know if there is a simple way to reorder levels of a
given factor.Let's say that the vector
testf-factor(c(red,red,red,blue,blue,white))
levels(testf) : blue red white
should have reordered levels such as
On Wed, 22 Dec 2004 15:12:48 +0100 Angela Re wrote:
Good morning,
in my work I need to study data distributions and so I need to fit
the experimental distribution by theoretical curves such as normal,
Poison, binomial and so on. I'd like to know, given a vector of data,
for example
On Wed, 22 Dec 2004 16:33:52 +0100 Angela Re wrote:
Good evening,
I need to fit experimental distributions by theoretical ones. I know
that it is possible in the package MASS but I don't know how to
install it. Can you help me?
Please do read the basic manuals such as An Introduction to R
On Wed, 22 Dec 2004 17:16:03 +0100 (CET) Vito Ricci wrote:
Dear Angela,
to install MASS package you can choose installing from
CRAN.
Go to menu Packages-- Install package(s) from CRAN;
This is under Windows... Angela hasn't told us the OS she's using,
though.
appears a window (Select)
On Tue, 21 Dec 2004 12:06:47 -0800 (PST) avneet singh wrote:
Hello:
I am new to R and am going through the growing pains,
wonder if you could help alleviate some.
I wished to find the estimate for a categorical
variable without it being broken into levels but dont
know how to.
if I
On Tue, 21 Dec 2004 17:17:54 -0800 UW Email \(yunt\) wrote:
Hi,
I am trying to convert the SPSS data that I imported using the package
foreign into a matrix form in R. I tried using write.table() and
cbind() but the output still looks bizzarre. I have about 104 columns
and 21143 rows. Is the
On Wed, 15 Dec 2004, Diethelm Wuertz wrote:
[EMAIL PROTECTED] wrote:
Hello,
Does someone has experience working with time-series where the ocurrencies do
not happen at regular time spaces?
package fBasics from Rmetrics (www.rmetrics.org) has S4 timeDate and
timeSeries objects similar
Sending a help request once is enough! Even if you don't have an answer
after 1 hour.
I am trying to tune an svm by doing the following:
tune(svm, similarity ~., data = training, degree = 2^(1:2), gamma =
2^(-1:1), coef0 = 2^(-1:1), cost = 2^(2:4), type = polynomial)
I think you want to
On Tue, 16 Nov 2004 15:43:12 - Roger Gill wrote:
Dear all,
I have a very simple question. Simple, that is, if you know the
answer.
Yes, look at
?file.remove
Z
I wish to delete a file in a given directory after having first
checked its existence. I issue the following commands
On Thu, 11 Nov 2004 15:59:09 -0500 Liaw, Andy wrote:
Good idea, IMHO, but there are some practical difficulties:
I guess the XEmacs packages are (most, if not all) pure elisp code,
and do not need other stuff to work. However, quite a few CRAN
packages depend on external libraries or
Thomas:
I am just studying the following example from vignette:
strucchange-intro,
With problems like this, please contact the package maintainer, or at
least Cc.
contineousely ending up in an error.
This is the given code:
1. library(strucchange)
2. data(USIncExp)
3. if
Moved to R-help from R-SIG-gR.
On Thu, 21 Oct 2004 17:44:27 +0800 XP Sun wrote:
hi, everyone,
this is the first time for me to use R,
would you like to tell me how to use this command? thank you in
advance.
fit - principal.curve(y, plot = TRUE, smooth=periodic.lowess,
iter=0)
when i
On Sun, 03 Oct 2004 22:26:21 -0400 Kjetil Brinchmann Halvorsen wrote:
Hola!
I ask here since I learnt from this list that the LaTeX package
listings should be good
for typesetting R code. I encountered one problem:
\begin{lstlisting}
X %*% V
\end{lstlisting}
in the output the *
On Mon, 4 Oct 2004 09:00:46 -0400 John DeAngelis wrote:
Hello,
I am currently attempting to introduce R at my company and am trying
to import time series data from a text file into R to graph. The
format of the text file is in date, data (e.g., 20040929 3.361).
You can read in such
On Mon, 4 Oct 2004 16:21:14 +0200 Wolfram Fischer wrote:
I have:
d - sample(10:100, 9)
o - order(d)
r - d[o]
How I can get d (in the original order), knowing only r and o?
r[order(o)]
hth
Z
Thanks - Wolfram
__
[EMAIL PROTECTED]
On 01 Oct 2004 19:54:45 +0200 Peter Dalgaard wrote:
Barry Rowlingson [EMAIL PROTECTED] writes:
Marc Schwartz wrote:
The one advantage of the Beamer package, for those that require
it, is that it supports pdflatex, which the others do not. Though,
it can be used with dvips/latex +
simply add another fortune collection in .csv format.
Of course, it would also be great if you could contribute
some quotes to the package...simply send me an e-mail.
Enjoy!
Z
-
Package: fortunes
Version: 1.0-3
Date: 2004-08-10
Title: R Fortunes
Author: Achim Zeileis, fortune
Zeileis
Maintainer: Achim Zeileis [EMAIL PROTECTED]
Description: Model-robust standard error estimators for time series
and longitudinal data.
Depends: zoo, R (= 1.5.0)
License: GPL version 2
___
R-packages mailing list
[EMAIL PROTECTED]
https
of the
updates to this version.
Best wishes,
Z
Package: zoo
Version: 0.2-0
Date: 2004-08-12
Title: Z's ordered observations
Author: Achim Zeileis, Gabor Grothendieck
Maintainer: Achim Zeileis [EMAIL PROTECTED]
Description: A class with methods for totally ordered indexed
observations
: 1.2-4
Date: 2004-08-10
Title: Testing for Structural Change
Author: Achim Zeileis, Friedrich Leisch, Bruce Hansen,
Kurt Hornik, Christian Kleiber, Andrea Peters
Maintainer: Achim Zeileis [EMAIL PROTECTED]
Description: Testing, dating and monitoring of structural change
. See the help page
for examples.
Best wishes,
Z
-
Package: ineq
Version: 0.2-4
Date: 2004-08-10
Title: Measuring inequality, concentration and poverty
Author: Achim Zeileis
Maintainer: Achim Zeileis [EMAIL PROTECTED]
Description: Inequality, concentration and poverty measures
On Mon, 2 Aug 2004, Kevin Cummins wrote:
I have a system with a binary response variable that was hypothesized to
follow a simple logistic function. The relationship between the continuous
independent variable and the logit is clearly not monotonic. I have two
The logit is a monotonic
On Fri, 30 Jul 2004 08:13:05 -0700 (PDT) bob mccall wrote:
Greetings:
Is there an simple way to do dynamic regressions in R?
From what I've seen, one must use arima() and construct the X matrix
with lagged values etc. and modify Y as well.
If you want OLS regression with lagged
On Thu, 22 Jul 2004 18:48:44 -0700 Spencer Graves wrote:
A search - R site search from www.r-project.org for vector
autoregression produced documentation of an mAr package for vector
autoregression. Beyond this, a search for kalman filter time series
produced 29 hits, most of which
On Wed, 21 Jul 2004 10:28:41 +0200 Pfaff, Bernhard wrote:
Hi,
I'm dealing with time series. I usually use stl() to
estimate trend, stagionality and residuals. I test for
normality of residuals using shapiro.test(), but I
can't test for autocorrelation and heteroskedasticity.
Is
I already replied privately to Thomas about this issue; here is a brief
reply to the list, just in case anyone is interested:
we want to identify breakpoints (different phases) in environmental
data, algae cell counts of three years with intervals between 7 and 30
days (N=40). We found that
On Sun, 11 Jul 2004, Andrew R. Criswell wrote:
Hello All:
This function obviously fails
x - function(z) paste(go, z, sep = .) - 10
x(now)
But is there a way to define the name of a variable through passing a
parameter in a function call?
I'm not exactly sure what you want to
Alexis:
according to the strucchange package .pdf, all procedures in this
package are concerned with testing or assessing deviations from
stability in the classical linear regression model.
i'd like to test/assess deviations from stability in the Poisson
model.
is there a way to modify
On Thu, 17 Jun 2004 22:56:29 +0530 Ajay Shah wrote:
I have an elementary programming question. Could someone please point
me in the right direction?
I have a function which will run for thousands of companies. At each
invocation, it returns 2 numbers. I plan to do something like:
On Thu, 17 Jun 2004 10:28:57 -0700 Rishi Ganti wrote:
Thanks, but even with axis() I can't get the x-axis to extend to the
sides.
Try, e.g.,
x = rnorm(1000)
you should have some values in excess of 3 (or below -3).
I want to draw the x-axis from -4 to 4, thus encapsulating all
On Tue, 15 Jun 2004 13:11:45 +0200 Petr Pikal wrote:
Dear all
Suppose I have teeth like data similar like
x - 1:200
y - 0.03*x[1:100]+rnorm(100, mean=.001, sd=.03)
z - 3-rep(seq(1,100,10),each=10)*.03+rnorm(100,mean=.001, sd=.03)
plot(x,c(y,z))
and I want to have a gradient
On Tue, 8 Jun 2004 13:09:25 +0200 Christian Schulz wrote:
Hi,
i would like recocde some numeric variables in one
step, but hanging unexpected in a level asignment problem?
for(i in 2:length(msegmente))
{ msegmente[,i] - as.factor(msegmente[,i])
}
Problem is that not every level is
Carsten,
the language on this list is English.
On Wed, 2 Jun 2004 11:17:04 +0200 [EMAIL PROTECTED] wrote:
Liebes r-help-Team,
ich bin gerade an meiner NDK-Abschlussarbeit und wollte anfragen, ob
Sie wissen, ob R und S-plus eine Kovarianz für robuste MM-Schätzer
zur Verfügung stellen,
Dear useRs,
there has been some interest on this list into material about the
presentations at useR! 2004.
The slides from the keynote lectures are now available from the
conference web page at
http://www.ci.tuwien.ac.at/Conferences/useR-2004/
thanks to the R-core team members who were
Chad:
Thanks again for the conference. We had good fun.
Thanks, we too ;-) If only I could get some sleep now...
I want a useR t-shirt. After lots of drinking and discussion with
Fritz Leisch at dinner on saturday, I feel there will be no chance for
an official T-shirt.
My question is:
On Tue, 25 May 2004 12:27:40 +0200 Cristian Pattaro wrote:
Dear all,
I have a surprising problem with the representation of frequencies in
a histogram.
Consider, for example, the R code:
b-rnorm(2000,3.5,0.3)
hist(b,freq=F)
When I plotted the histogram, I expected that values in
On Thu, 06 May 2004 20:10:18 -0700 Pier Luca Lanzi wrote:
Hi,
this is probably a very newbie statistical question.
I have some experimental data.
My hypothesis is that the data are binomially distributed with a known
N and p.
I am trying to obtain a sort of p-value to tell me
On Tue, 04 May 2004 11:21:37 -0400 Sung Kim wrote:
Dear expert,
I have two coefficients and covariance matrix.
My objective is sampling 1000 times from the mean and covariance
matrix.
In order to get that, what kind of commend should I use?
If you do not mind, could you tell me the
On Tue, 20 Apr 2004 15:39:07 +0200 Tamas Papp wrote:
I have the following problem.
Use the same algorithm (with different parameters) to generate
simulation results. I store these in variables, eg A, B, C, which I
save into a file with
save(A, B, C, file=solution001.Rdata)
I do this
On Mon, 19 Apr 2004 14:27:00 +0530 Ajay Shah wrote:
does anybody know of a nice test to detect trend turning points
in time series? Possibly with reference?
You can look at the function breakpoints() in the package
strucchange and the function segmented() in the package segmented
On Fri, 16 Apr 2004 13:21:13 -0400 [EMAIL PROTECTED] wrote:
Hola!
I am using package strucchange, and encounters the following:
bp - breakpoints(diesel90 ~ regress -1, h=NULL)
Error in La.chol2inv(x, size) : element (14, 14) is zero, so the
inverse cannot be computed
The obvious
On Wed, 14 Apr 2004 19:05:32 +0200 Joerg Schaber wrote:
Hi,
does anybody know of a nice test to detect trend turning points in
time series? Possibly with reference?
You can look at the function breakpoints() in the package strucchange
and the function segmented() in the package segmented
On Thu, 1 Apr 2004 17:19:55 -0500 Morris, Jeffrey [OCDUS] wrote:
What in the world am I missing??
The help page?
As help(boot) tells you:
statistic: snip
In all other cases 'statistic'
must take at least two arguments. The first argument passed
will always be
On Tue, 30 Mar 2004 12:31:36 -0500 [EMAIL PROTECTED] wrote:
Hello,
I'm using R1.8.1 on windows 2000 and version 1.8.1 of the tools
package.
I am attempting to have Sweave write files to a different directory
via:
testfile - system.file(Sweave, Sweave-test-1.Rnw,
On Tue, 30 Mar 2004 00:06:39 +0400 (MSD) Oleg Bartunov wrote:
Eric,
thanks for quick reply. at first look I thought it is what I need,
but, unfortunately, it doesn't applied to original data - it
creates new data with loosing original indexes ! I want to keep
indexes of original data, but
in which R is used. This is reflected in the program and I
think we can look forward to a very interesting useR! conference.
Note that the early registration deadline is 2004-03-31 so that you can
still register as an early bird if you want to visit this event.
For the organizing committee,
Achim
On Fri, 27 Feb 2004 13:09:40 -0800 (PST) Susan Lin wrote:
I want to get three .gif image files test.1.gif,
test.2.gif, test.3.gif by using a loop. The code I
tried is like this:
x=c(0, 1, 2, 3, 4)
y=c(1, 2, 3, 4)
for(i in 1:3)
{
x11()
On Fri, 20 Feb 2004 09:53:31 +0100 Henrik Bengtsson wrote:
Hi, I think about everyone asks the same question as you. A quick and
dirty way to fix it is to copy Sweave.sty from$R_HOME/share/texmf/ to
the same directory as your Sweave/R/TeX files.
BTW: Would it be possible to add a comment
On Thu, 19 Feb 2004 16:14:17 +0200 Mahmoud K. Okasha wrote:
Hello,
I know a few papers in economics and econometrics using R. One of them
in the Journal of Applied Econometrics. You may have a look at the
following link:
On Tue, 03 Feb 2004 13:57:53 +0200 allan clark wrote:
Hi all
I want to calculate certain lags of a time series and plot them
simultaneously on a graph. can anyone help?
Something like this?
R x - ts(cumsum(rnorm(20)), start = 0, freq = 10)
R plot(x)
R lines(lag(x, k = -1), col = 4)
hth
Z
On Wed, 14 Jan 2004, Simon Ohrem wrote:
Hello,
my intention is to test a given timeseries (vector) for heteroscedastic.
Now I found the gqtest/bptest/hmctest in the lmtest package but a
formula as argument is needed.
What is meant by formula and how du I interpret the timeseries as
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