[R] R compilation
Hi Mates,
I have a very long R code that needs to go to production but my portfolio
managers do not use R language and the software is not supported by my bank.
Is there any way I can compile the code to an executable file and make it
usable to my portfolio managers who have no knowledge at all of R?
Thanks
Mama
-
Mama Attiglah, PhD
Quantitative Strategist
Liability Driven Investment
State Street Global Advisors
25 Bank Street, London E14 5NU
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Authorised and regulated by the Financial Services Authority.
State Street Global Advisors Limited, a company registered in England with
company number 2509928
and VAT number 5576591 81 and whose registered office is...{{dropped:12}}
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Re: [R] re stricting points in a data frame
Let's A = expand.grid(xk1=xk1,xk2=xk2) B = A[A[,1] %in% x1 & A[,2] %in% x2, ] Should in principle produce the desired result. Mama - Mama Attiglah, PhD Advanced Research Center Quantitative Research Analyst State Street Bank +44(0)20 7698 6290 (Direct Line) +44 (0)207 004 2968 (Direct Fax) Please visit our Web site at www.ssga.com -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of dxc13 Sent: 30 January 2008 16:20 To: r-help@r-project.org Subject: [R] re stricting points in a data frame useR's, Consider some variables and a data frame of points: x1 <- c(1,2,3) x2 <- c(3,4,5) xk1 <- seq(min(x1)-.5, max(x1)+.5,.5) xk2 <- seq(min(x2)-.5, max(x2)+.5,.5) expand.grid(xk1=xk1,xk2=xk2) xk1 xk2 1 0.5 2.5 2 1.0 2.5 3 1.5 2.5 4 2.0 2.5 5 2.5 2.5 6 3.0 2.5 7 3.5 2.5 ... 46 2.0 5.5 47 2.5 5.5 48 3.0 5.5 49 3.5 5.5 I want to restrict the data frame to only contain points that are within the x1 and x2 range. So for this example, only points between 1 and 3 should be kept for x1 and values between 3 and 5 should be kept for x2. This condition needs to be satisfied for both points, not just one of them; i.e., if an x1 point satisfies this, but its corresponding x2 point does not, then this point should be removed. Does anyone know a way to do this, in general, for any data frame? Hope this is not confusing. Thanks in advance dxc13 -- View this message in context: http://www.nabble.com/restricting-points-in-a-data-frame-tp15184381p1518 4381.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Non linear optimising with a linear equality constraints
Hi room, Is there any R package that solves a non linear objective pb, with linear equality constraint? A simple example a =c (2, 5, 6, 7, 2) b = c (7, 1, 4, 5, 6) a and b are vectors of length 5 minimise f(x, a) = sum( (x-a)^2) such that sum( x*b) = 50. where x is the control variable. N.B. For your info, I believe the structure of these solvers: nlm, nlimb, lp, optim, optimize, constrOptim, solveLP, solve.QP, etc... are not appropriate for it. Solve.QP is the closest to a quad pb with inequality constraints which when changed to two inequality constraints produces a degenerated solution due to the fact that the Amat matrix's rows are dependent. Thanks Mama - Mama Attiglah, PhD Advanced Research Center Quantitative Research Analyst State Street Bank +44(0)20 7698 6290 (Direct Line) +44 (0)207 004 2968 (Direct Fax) Please visit our Web site at www.ssga.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Concatenate xyplots
Hi room, Is there any R package that solves a non linear objective pb, with linear equality constraint? A simple example a =c (2, 5, 6, 7, 2) b = c (7, 1, 4, 5, 6) a and b are vectors of length 5 minimise f(x, a) = sum( (x-a)^2) such that sum( x*b) = 50. where x is the control variable. N.B. For your info, I believe the structure of these solvers: nlm, nlimb, lp, optim, optimize, constrOptim, solveLP, solve.QP, etc... are not appropriate for it. Solve.QP is the closest to a quad pb with inequality constraints which when changed to two inequality constraints produces a degenerated solution due to the fact that the Amat matrix's rows are dependent. Thanks Mama - Mama Attiglah, PhD Advanced Research Center Quantitative Research Analyst State Street Bank +44(0)20 7698 6290 (Direct Line) +44 (0)207 004 2968 (Direct Fax) Please visit our Web site at www.ssga.com __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Multiplying each row of a big matrix with a vector
I understood that you only need to multiply each row of Ret by the
vector Pos but it seems that you would like to sum the resulting vector
element in order to have a vector of length 500.
That is merely the matrix multiplication in R!!!
i.e. Ret %*% Pos.
Am I getting the question wrong?
Mama
-
Mama Attiglah, PhD
Advanced Research Center
Quantitative Research Analyst
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Please visit our Web site at
www.ssga.com
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On Behalf Of Attiglah, Mama
Sent: 30 January 2008 11:32
To: Megh Dal; [EMAIL PROTECTED]
Subject: Re: [R] Multiplying each row of a big matrix with a vector
Ret= matrix(sample( 1:1000, 500*9), nrow=500, ncol=9)
Pos= c( 2593419 ,2130220, 6198197, 1673888, 198 , 1784732 ,
2052120 ,-7490228 ,-5275000)
Solution = Ret * matrix( rep(Pos, 500), nrow=500, byrow=TRUE)
Use the element-wise multiplication rather than a matrix multiplication.
Hope this helps.
Mama
-
Mama Attiglah, PhD
Advanced Research Center
Quantitative Research Analyst
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Please visit our Web site at
www.ssga.com
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On Behalf Of Megh Dal
Sent: 30 January 2008 07:20
To: [EMAIL PROTECTED]
Subject: [R] Multiplying each row of a big matrix with a vector
I have a big matrix 'ret'. I want to multiply each row of it with a 2nd
vector 'pos', resulting result, I want to save in a vector named 'port'.
I wrote following code:
> pos
[1] 2593419 2130220 6198197 1673888 198 1784732 2052120
-7490228 -5275000
> dim(ret)
[1] 500 9
> fu# user defined function
function(x)
{
fu = x %*% t(pos)
}
port = apply(ret, 1, fu)
> dim(port)
[1] 81 500
My desire is to get port as a vector with length 500. However I am not
getting that?
Can anyone tell me how to correct that?
Regards,
-
[[alternative HTML version deleted]]
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PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
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PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Multiplying each row of a big matrix with a vector
Ret= matrix(sample( 1:1000, 500*9), nrow=500, ncol=9)
Pos= c( 2593419 ,2130220, 6198197, 1673888, 198 , 1784732 ,
2052120 ,-7490228 ,-5275000)
Solution = Ret * matrix( rep(Pos, 500), nrow=500, byrow=TRUE)
Use the element-wise multiplication rather than a matrix multiplication.
Hope this helps.
Mama
-
Mama Attiglah, PhD
Advanced Research Center
Quantitative Research Analyst
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Please visit our Web site at
www.ssga.com
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On Behalf Of Megh Dal
Sent: 30 January 2008 07:20
To: [EMAIL PROTECTED]
Subject: [R] Multiplying each row of a big matrix with a vector
I have a big matrix 'ret'. I want to multiply each row of it with a 2nd
vector 'pos', resulting result, I want to save in a vector named 'port'.
I wrote following code:
> pos
[1] 2593419 2130220 6198197 1673888 198 1784732 2052120
-7490228 -5275000
> dim(ret)
[1] 500 9
> fu# user defined function
function(x)
{
fu = x %*% t(pos)
}
port = apply(ret, 1, fu)
> dim(port)
[1] 81 500
My desire is to get port as a vector with length 500. However I am not
getting that?
Can anyone tell me how to correct that?
Regards,
-
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
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PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: [R] How to get two y-axises in a bar plot?
Try this
X = rbind(y1, y2)
colnames(X) = as.character(x)
barplot( X, density=c(35,40), col=c("red","blue"), beside=FALSE)
barplot( X, density=c(35,40), col=c("red","blue"), beside=TRUE)
Alternatively,
barplot( y1, ylim = c(0, max(y1,y2)), col="blue", beside=FALSE)
par(new=TRUE)
barplot( y2, ylim = c(0, max(y1,y2)), col="red", beside=FALSE,
names.arg=as.character(x))
Mama
-
Mama Attiglah, PhD
Advanced Research Center
Quantitative Research Analyst
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Please visit our Web site at
www.ssga.com
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On Behalf Of Gustaf Granath
Sent: 29 January 2008 16:15
To: r-help@r-project.org
Subject: [R] How to get two y-axises in a bar plot?
Hi,
I have measured two response variables (y1, y2) at each treatment level
(x = 0, 1.5 or 3). Now I would like to show the y1 and y2 against x in a
bar plot. However, y1 and y2 differ in scale so I need two y-axises, one
on the left side and one on the right side (and I dont want to
standardize my responses). This is fairly easy if you want to show
points,lines etc, but gets more complicated with bars.Although these
kind of bar graphs are quite common, I have found very limited
information about how to do them in R. I have been struggling with the
barplot() command. My problem is that the bars for y1 and y2 end up at
the same place (blocking each other) and not beside each other when I
use par(new=TRUE). Is there a way to separate them so y1 and y2 are
placed beside each other at each x level, or is this easier to do this
with lattice?? I would also like to add error bars but I guess that
should not be a problem.
For code and data, see below.
Cheers,
Gustaf Granath, phd student
My code so far:
#Creating data
c(6.34,13.38,17.87)->y1
c(0.85,1.88,2.33)->y2
c(0,1.5,3)->x
cbind(y1,y2,x)->mydata
data.frame(mydata)->mydata
with(mydata, tapply(y1,x,mean))->mean.y1
with(mydata, tapply(y2,x,mean))->mean.y2
#Barplot
par(mar=c(5,4,4,4)+0,1)
barplot(mean.y1,density=1,las=1)
par(new=T)
barplot(mean.y2,density=3,angle=3,axes=F)
axis(4,las=1)
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PLEASE do read the posting guide
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Re: [R] how to generate sequence "a" - "z"
> letters [1] "a" "b" "c" "d" "e" "f" "g" "h" "i" "j" "k" "l" "m" "n" "o" "p" "q" "r" "s" "t" "u" "v" "w" "x" "y" "z" > LETTERS [1] "A" "B" "C" "D" "E" "F" "G" "H" "I" "J" "K" "L" "M" "N" "O" "P" "Q" "R" "S" "T" "U" "V" "W" "X" "Y" "Z" > Hope that will help. Mama - Mama Attiglah, PhD Advanced Research Center Quantitative Research Analyst State Street Bank +44(0)20 7698 6290 (Direct Line) +44 (0)207 004 2968 (Direct Fax) Please visit our Web site at www.ssga.com -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Bernd Weiss Sent: 29 January 2008 12:43 To: skestin; [EMAIL PROTECTED] Subject: Re: [R] how to generate sequence "a" - "z" -BEGIN PGP SIGNED MESSAGE- Hash: SHA1 skestin schrieb: | I suppose it's very simple but I can't find the way to generate a sequence of | characters, e.g. from "a" to "z". | Could you please help me with this? ?letters letters HTH, B. -BEGIN PGP SIGNATURE- Version: GnuPG v1.4.7 (MingW32) Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org iD8DBQFHnx9IUsbvfbd00+ERAuasAKCYIZ9KC4c3NoDFfkdDP0MyZckinwCbBQv7 CX249me9JFbVlWNPy/mDtV0= =Vaea -END PGP SIGNATURE- __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] pivot table in R
A = read.table("clipboard", header=TRUE)
> A
sex age region no_of_accidents
1 F young north 10
2 F young south 12
3 F old north 5
4 F old south 7
5 M young north 24
6 M young south 30
7 M old north 12
8 M old south 17
sum(A$no_of_accidents[which( A$sex=="F")])
should give you the required sum.
You have to remember that sex, age and region are Factors with their
respective levels and no_of_accidents is a numeric vector.
Do str( A) to see their type.
Hope that helps.
Mama
-
Mama Attiglah, PhD
Advanced Research Center
Quantitative Research Analyst
State Street Bank
+44(0)20 7698 6290 (Direct Line)
+44 (0)207 004 2968 (Direct Fax)
Please visit our Web site at
www.ssga.com
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On Behalf Of [EMAIL PROTECTED]
Sent: 29 January 2008 12:05
To: r-help@r-project.org
Subject: [R] pivot table in R
Hello,
I'm struggling with an elementary problem with R. I have a simple data
frame such as this one giving the number of accidents subdivided by sex,
age and region.
sex age region no_of_accidents
F young north 10
F young south 12
F old north 5
F old south 7
M young north 24
M young south 30
M old north 12
M old south 17
and I would like to build a pivot table, e.g. obtaining the sum of the
number of accidents for each sex:
sex age region no_of_accidents
F (any) (any) 34
M (any) (any) 83
but I can't seem to obtain this result simply in R, except by embarking
in
complicated "for" loops.
I have checked the documentation on such functions as "table()" and the
documentation on "An introduction to R" but couldn't solve the problem.
Could you please help me with this?
Cheers
Pete
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[R] Compiling R code
Hi all, I am struggling to compile a massive R code that I have written through some years, aiming to provide automated investment strategies to my Portfolio Managers. You may ask me why do I not rewrite the code in C or C++; the answer is it is really massive and that will take me lots of time. The pb is I will be moving from one team to another therefore I want to make it an exec program that the PMs can run in their investment universe without my help. I am using the very long method described in the R extension doc which is taking me time as each block of the code needs to be carefully evaluated. I researched about the RCC project aiming to do the job but it seems to me that the compiler is not yet available. Is anyone experienced in compiling R code to an exec file or had a similar experience in the past? Thanks Mama - Mama Attiglah, PhD Advanced Research Center Quantitative Research Analyst State Street Bank +44(0)20 7698 6290 (Direct Line) +44 (0)207 004 2968 (Direct Fax) Please visit our Web site at www.ssga.com [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
