Re: [R] Downloading Reuters data from R
Shubha I suspect it may be because it cannot find a dependent DLL. I'll email you off-list and we can work through it. Cheers Rory Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: Shubha Vishwanath Karanth [mailto:shub...@ambaresearch.com] Sent: 12 December 2008 11:29 To: WINSTON, Rory, GBM; r-h...@stat.math.ethz.ch Subject: RE: Downloading Reuters data from R Thank you very much for this. But since I don't know much of DLL, I am kind of a stuck with how to proceed with 'reuters_ts1.zip'. This zip file contains the 'reuters_ts.dll' file. dyn.load(reuters_ts.dll) generates the error, dyn.load(Z:\\reuters_ts1\\package\\reuters_ts.dll) Error in inDL(x, as.logical(local), as.logical(now), ...) : unable to load shared library 'C:/Documents and Settings/shubhak/reuters_ts1/package/reuters_ts.dll': LoadLibrary failure: This application has failed to start because the application configuration is incorrect. Reinstalling the application may fix this problem. Where should the 'reuters_ts1.zip' to be stored? And how can I access 'reuters_ts.dll' file for my use? Even checked ?dyn.load, but a bit confused. How do we use this? I am sorry, if this troubles. Mine is a Windows XP Config. Thanks again, Shubha -Original Message- From: rory.wins...@rbs.com [mailto:rory.wins...@rbs.com] Sent: Thursday, December 11, 2008 9:44 PM To: Shubha Vishwanath Karanth; r-h...@stat.math.ethz.ch Subject: RE: Downloading Reuters data from R Hi Shubha I have created an extension DLL for downloading time series data from Reuters. You can download it from here: http://www.theresearchkitchen.com/blog/archives/287 There is also a short manual available at the same location: http://www.theresearchkitchen.com/blog/wp-content/uploads/2008/12/intro. pdf I am currently in the process of uploading a separate extension DLL for retrieval of real-time data from Reuters. Thanks Rory Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Shubha Vishwanath Karanth Sent: 11 December 2008 07:41 To: r-h...@stat.math.ethz.ch Subject: [R] Downloading Reuters data from R Hi R, Can we download Reuters (3000 Xtra) data from R? Does ODBC package help me in this? Or otherwise, is there a way to extract daily closing prices data of Reuters from R? Thank you very much, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}} __ 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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the a...{{dropped:30}} __ 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] Downloading Reuters data from R
Hi Shubha I have created an extension DLL for downloading time series data from Reuters. You can download it from here: http://www.theresearchkitchen.com/blog/archives/287 There is also a short manual available at the same location: http://www.theresearchkitchen.com/blog/wp-content/uploads/2008/12/intro.pdf I am currently in the process of uploading a separate extension DLL for retrieval of real-time data from Reuters. Thanks Rory Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Shubha Vishwanath Karanth Sent: 11 December 2008 07:41 To: [EMAIL PROTECTED] Subject: [R] Downloading Reuters data from R Hi R, Can we download Reuters (3000 Xtra) data from R? Does ODBC package help me in this? Or otherwise, is there a way to extract daily closing prices data of Reuters from R? Thank you very much, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}} __ 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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] very long integers
Have you looked at the R interface to gmp? http://cran.r-project.org/web/packages/gmp/index.html Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Aaron Robotham Sent: 11 December 2008 17:07 To: r-help@r-project.org Subject: [R] very long integers A quick question really: I have a database with extremely long integer IDs (eg 588848900971299297), which is too big for R to cope with internally (it appears to store as a double), and when I do any frequency tables erroneous results appear. Does anyone know of a package that extends internal storage up to LONG, or is the only solution to read it in as a character from the original data? In case anyone is curious, I didn't create the IDs, and in some form I must conserve all of the ID information for later use. Thanks, Aaron __ 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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] Lexical Permutation Algorithm in R
Hi all Here is a rather naive implementation of the SEPA algorithm for generating lexical permutations: lexperm3 - function(x, n=length(x)) { perms - list() k - 1 perms[[k]] - x k - k + 1 for (y in 1:(factorial(n)-1)) { i - n-1 while (x[i] x[i+1] i 0) { i - i - 1 } # i is largest index st x[i] x[i+1] j - n # find min{ x[j], st n=j=i+1 and x[j]x[i] } while (x[j] = x[i] j i) { j - j - 1 } # swap x[i] and x[j] tmp - x[i];x[i] - x[j]; x[j] - tmp # now sort everything from x[i+1]..x[n] # by reversing the elements within p - i + 1 q - n while (p q) { tmp - x[p]; x[p] - x[q]; x[q] - tmp p - p + 1 q - q - 1 } perms[[k]] - x k - k + 1 } perms } This, as you can imagine, is severely slow. I would like to speed up this function if possible, which I guess would involve vectorizing the inner loop..does anyone have any ideas about how to improve this code's runtime? One small potential optimization I tried was to shorten the sort by reverse ordering near the end of the inner loop : I tried replacing it with rev() and sort(decreasing=TRUE) over a partial subset of the x vector: however rev() was much slower, and I dont think sort() supports lexicographic ordering, so that didnt work. Thanks rory Rory Winston RBS Global Banking Markets 280 Bishopsgate, London, EC2M 4RB Office: +44 20 7085 4476 *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:25}} __ 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] Cartesian Product Of Character Vectors
Hi all (I'm sure this question has been asked before, but I cant find it). If I have two character vectors: x - c(aaa,bbb,ccc) y - c(1,2,3) How can I get the cartesian product of the string values? expand.grid(x,y) Gives me a data frame with separate columns...however, I cant seem to get *apply to paste the column values together. Thanks Rory Rory Winston RBS Global Banking Markets 280 Bishopsgate, London, EC2M 4RB Office: +44 20 7085 4476 *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:25}} __ 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] Cartesian Product Of Character Vectors
Hi David Perfect - if I specify sep=, it gives me exactly what I need. Cheers Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: David Winsemius [mailto:[EMAIL PROTECTED] Sent: 05 December 2008 14:16 To: WINSTON, Rory, GBM Cc: r-help@r-project.org Subject: Re: [R] Cartesian Product Of Character Vectors Does this satisfy? levels(interaction(x,y)) [1] aaa.1 bbb.1 ccc.1 aaa.2 bbb.2 ccc.2 aaa.3 bbb.3 ccc.3 -- David Winsemius On Dec 5, 2008, at 8:12 AM, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote: Hi all (I'm sure this question has been asked before, but I cant find it). If I have two character vectors: x - c(aaa,bbb,ccc) y - c(1,2,3) How can I get the cartesian product of the string values? expand.grid(x,y) Gives me a data frame with separate columns...however, I cant seem to get *apply to paste the column values together. Thanks Rory Rory Winston RBS Global Banking Markets 280 Bishopsgate, London, EC2M 4RB Office: +44 20 7085 4476 ** * The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped: 25}} __ 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] Cartesian Product Of Character Vectors
Sorry, I spoke too soon... interaction() only works for sequences of equal length. Anyone know a method that works with unequal-length vectors? Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of WINSTON, Rory, GBM Sent: 05 December 2008 14:20 To: [EMAIL PROTECTED] Cc: r-help@r-project.org Subject: Re: [R] Cartesian Product Of Character Vectors Hi David Perfect - if I specify sep=, it gives me exactly what I need. Cheers Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: David Winsemius [mailto:[EMAIL PROTECTED] Sent: 05 December 2008 14:16 To: WINSTON, Rory, GBM Cc: r-help@r-project.org Subject: Re: [R] Cartesian Product Of Character Vectors Does this satisfy? levels(interaction(x,y)) [1] aaa.1 bbb.1 ccc.1 aaa.2 bbb.2 ccc.2 aaa.3 bbb.3 ccc.3 -- David Winsemius On Dec 5, 2008, at 8:12 AM, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote: Hi all (I'm sure this question has been asked before, but I cant find it). If I have two character vectors: x - c(aaa,bbb,ccc) y - c(1,2,3) How can I get the cartesian product of the string values? expand.grid(x,y) Gives me a data frame with separate columns...however, I cant seem to get *apply to paste the column values together. Thanks Rory Rory Winston RBS Global Banking Markets 280 Bishopsgate, London, EC2M 4RB Office: +44 20 7085 4476 ** * The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped: 25}} __ 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-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] Cartesian Product Of Character Vectors
Got it...I completely overlooked the collapse argument to paste(): apply(expand.grid(x,y),1,function(x) paste(x,collapse=)) Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: WINSTON, Rory, GBM Sent: 05 December 2008 14:30 To: WINSTON, Rory, GBM; [EMAIL PROTECTED] Cc: r-help@r-project.org Subject: RE: [R] Cartesian Product Of Character Vectors Sorry, I spoke too soon... interaction() only works for sequences of equal length. Anyone know a method that works with unequal-length vectors? Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of WINSTON, Rory, GBM Sent: 05 December 2008 14:20 To: [EMAIL PROTECTED] Cc: r-help@r-project.org Subject: Re: [R] Cartesian Product Of Character Vectors Hi David Perfect - if I specify sep=, it gives me exactly what I need. Cheers Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: David Winsemius [mailto:[EMAIL PROTECTED] Sent: 05 December 2008 14:16 To: WINSTON, Rory, GBM Cc: r-help@r-project.org Subject: Re: [R] Cartesian Product Of Character Vectors Does this satisfy? levels(interaction(x,y)) [1] aaa.1 bbb.1 ccc.1 aaa.2 bbb.2 ccc.2 aaa.3 bbb.3 ccc.3 -- David Winsemius On Dec 5, 2008, at 8:12 AM, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote: Hi all (I'm sure this question has been asked before, but I cant find it). If I have two character vectors: x - c(aaa,bbb,ccc) y - c(1,2,3) How can I get the cartesian product of the string values? expand.grid(x,y) Gives me a data frame with separate columns...however, I cant seem to get *apply to paste the column values together. Thanks Rory Rory Winston RBS Global Banking Markets 280 Bishopsgate, London, EC2M 4RB Office: +44 20 7085 4476 ** * The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped: 25}} __ 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-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] TreeMap Graphs
Hi all Is there an R package that enables me to generate squarified treemap plots? Thanks Rory Rory Winston RBS Global Banking Markets 280 Bishopsgate, London, EC2M 4RB Office: +44 20 7085 4476 *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:25}} __ 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] Can't load Rgraphviz on windows-based R
You can get LoadLibrary failures if a dependency is not found (e.g. a required dll or shlib used by the dll that you are explicitly loading). So make sure that all necessary dependencies (e.g. graphviz libs) are available in the system path. Rory Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Daren Tan Sent: 02 December 2008 09:37 To: [EMAIL PROTECTED] Subject: [R] Can't load Rgraphviz on windows-based R Hi, I have problem loading Rgraphviz. Following the instructions specified by the README in Rgraphviz_1.20.3.tar.gz didn't help either. o. set the following Windows environment variables accordingly (control panel - systems - Advanced - Environment Variables ): (a) create new user variables: GRAPHVIZ_INSTALL_DIR (e.g., C:\Graphviz-2.21) -- I stated C:\Graphviz-2.21 (I also tried C:\/Graphviz-2.21) GRAPHVIZ_INSTALL_MAJOR (e.g., 2) -- I stated 2 GRAPHVIZ_INSTALL_MINOR (e.g., 20) -- I stated 21 Notice the way \/ are used for the paths above. (b) add to user variable 'path': $GRAPHVIZ_INSTALL_DIR/bin e.g., C:\Graphviz-2.21\bin -- I stated C:\Graphviz-2.21\bin (I also tried C:\/Graphviz-2.21\/bin) library(Rgraphviz) Error in inDL(x, as.logical(local), as.logical(now), ...) : unable to load shared library 'D:/PROGRA~1/R/R-28~1.0/library/Rgraphviz/libs/Rgraphviz.dll': LoadLibrary failure: The specified module could not be found. In addition: Warning messages: 1: closing unused connection 4 (D:/PROGRA~1/R/R-28~1.0/library/Rgraphviz/libs/Rgraphviz.dll) 2: closing unused connection 3 (D:/PROGRA~1/R/R-2.8.0/library/Rgraphviz/libs/Rgraphviz.dll) Error : .onLoad failed in 'loadNamespace' for 'Rgraphviz' Error: package/namespace load failed for 'Rgraphviz' file.exists(D:/PROGRA~1/R/R-28~1.0/library/Rgraphviz/libs/Rgraphviz.d ll) [1] TRUE sessionInfo() R version 2.8.0 (2008-10-20) i386-pc-mingw32 locale: LC_COLLATE=English_United States.1252;LC_CTYPE=English_United States.1252;LC_MONETARY=English_United States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252 attached base packages: [1] grid stats graphics grDevices utils datasets methods base other attached packages: [1] graph_1.20.0 loaded via a namespace (and not attached): [1] cluster_1.11.11 tools_2.8.0 __ 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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] Line color based on data values?
Hi all Does anyone know if it is possible when plotting a line or scatter plot, to selectively color the data points based on the data value? i.e. if plotting say the percentage change in stock price movements, to color +ve points in green and -ve points in red? And extending this to a user-defined range of colors based on the quartile of the data points? Thanks Rory Rory Winston RBS Global Banking Markets 280 Bishopsgate, London, EC2M 4RB Office: +44 20 7085 4476 *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:25}} __ 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] Calculating sum of letter values
Hi all If I have a string, say ABCDA, and I want to convert this to the sum of the letter values, e.g. A - 1 B - 2 etc, so ABCDA = 1+2+3+4+1 = 11 Is there an elegant way to do this? Trying something like which(LETTERS %in% unlist(strsplit(ABCDA, ))) is not quite correct, as it does not count repeated characters. I guess what I need is some kind of lookup table? Cheers Rory Rory Winston RBS Global Banking Markets 280 Bishopsgate, London, EC2M 4RB Office: +44 20 7085 4476 *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:25}} __ 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] Calculating sum of letter values
Hi Mark Thanks, that's almost exactly what I need...theres just a slight difference with my requirement, in that I am looking for the actual index value in the alphabetical sequence, so that instead of: as.numeric(factor(unlist(strsplit(XYZ, [1] 1 2 3 I would expect to see [1] 24 25 26 I have got it to work in a fairly non-elegant manner, using the following code: sum ( unlist(lapply(strsplit(TESTING,), function(x) match(x,LETTERS) )) ) And over a list of names, this becomes: lapply(namelist, function(Z) { sum ( unlist(lapply(strsplit(Z,), function(x) match(x,LETTERS) )) ) } ) But this is kind of ugly Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: Marc Schwartz [mailto:[EMAIL PROTECTED] Sent: 24 November 2008 15:09 To: WINSTON, Rory, GBM Cc: r-help@r-project.org Subject: Re: [R] Calculating sum of letter values on 11/24/2008 08:57 AM [EMAIL PROTECTED] wrote: Hi all If I have a string, say ABCDA, and I want to convert this to the sum of the letter values, e.g. A - 1 B - 2 etc, so ABCDA = 1+2+3+4+1 = 11 Is there an elegant way to do this? Trying something like which(LETTERS %in% unlist(strsplit(ABCDA, ))) is not quite correct, as it does not count repeated characters. I guess what I need is some kind of lookup table? Cheers Rory sum(as.numeric(factor(unlist(strsplit(ABCDA, ) [1] 11 Convert the letters to factors, after splitting the vector, which then enables the use of the underlying numeric codes: as.numeric(factor(unlist(strsplit(ABCDA, [1] 1 2 3 4 1 HTH, Marc Schwartz *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] Calculating sum of letter values
Thanks a lot for the solutions everyone...really appreciated. Cheers Rory Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: Marc Schwartz [mailto:[EMAIL PROTECTED] Sent: 24 November 2008 15:24 To: WINSTON, Rory, GBM Cc: r-help@r-project.org Subject: Re: [R] Calculating sum of letter values Yep, my error...it should be: as.numeric(factor(unlist(strsplit(ABCDA, )), levels = LETTERS)) [1] 1 2 3 4 1 as.numeric(factor(unlist(strsplit(XYZ, )), levels = LETTERS)) [1] 24 25 26 The step that I missed was setting the factor levels to the full set of LETTERS. HTH, Marc on 11/24/2008 09:14 AM [EMAIL PROTECTED] wrote: Hi Mark Thanks, that's almost exactly what I need...theres just a slight difference with my requirement, in that I am looking for the actual index value in the alphabetical sequence, so that instead of: as.numeric(factor(unlist(strsplit(XYZ, [1] 1 2 3 I would expect to see [1] 24 25 26 I have got it to work in a fairly non-elegant manner, using the following code: sum ( unlist(lapply(strsplit(TESTING,), function(x) match(x,LETTERS) )) ) And over a list of names, this becomes: lapply(namelist, function(Z) { sum ( unlist(lapply(strsplit(Z,), function(x) match(x,LETTERS) )) ) } ) But this is kind of ugly Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: Marc Schwartz [mailto:[EMAIL PROTECTED] Sent: 24 November 2008 15:09 To: WINSTON, Rory, GBM Cc: r-help@r-project.org Subject: Re: [R] Calculating sum of letter values on 11/24/2008 08:57 AM [EMAIL PROTECTED] wrote: Hi all If I have a string, say ABCDA, and I want to convert this to the sum of the letter values, e.g. A - 1 B - 2 etc, so ABCDA = 1+2+3+4+1 = 11 Is there an elegant way to do this? Trying something like which(LETTERS %in% unlist(strsplit(ABCDA, ))) is not quite correct, as it does not count repeated characters. I guess what I need is some kind of lookup table? Cheers Rory sum(as.numeric(factor(unlist(strsplit(ABCDA, ) [1] 11 Convert the letters to factors, after splitting the vector, which then enables the use of the underlying numeric codes: as.numeric(factor(unlist(strsplit(ABCDA, [1] 1 2 3 4 1 HTH, Marc Schwartz *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] Extracting diagonal matrix
Try ?diag Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of A Ezhil Sent: 21 November 2008 12:28 To: r-help@r-project.org Subject: [R] Extracting diagonal matrix Dear All, I have a correlation matrix of size 100 x 100 and would like to extract the diagonal matrix from it. I have used the for loop to store tha correlation values of the diagonal matrix. Is there a 'R way' of doing this? Thanks in advance. Kind regards, Ezhil __ 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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
Dealing with accounting data is, in statistical terms, an ill-posed problem - there is not much data and quite a few dimensions. That said, there is a lot of research out there on applying statistical techniques to accounting data for the purposes of prediction and classification. But most prediction based on financial statements is based on much more fundamental techniques (e.g. a discounted cash flow analysis). Rory Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Sent: 22 October 2008 23:26 To: r-help; [EMAIL PROTECTED] Subject: [R-SIG-Finance] forecasting earnings, sales and gross margin of a company... Hi all, I am playing with some companies' balance sheets and income statements and want to apply what I've just learned from Stats class to see if I can forecast the companies earnings, sales and gross margin in the short term (3rd and 4th Quarter), mid-term (2009) and long term (2011, etc. ) I pulled up some data from companies' financial statements over the past a few years. The companies are techs so don't have long history. And given regime switching and big changes in the macro condition, I think long historical data have no use any way... so I have quarterly and annual data... and I probably need some other time series, for example the GDP, interest rate, consumer spending, etc. How do I forecast the performance of the firms using R? I don't have much experience yet, for example, I probably have to de-trend the timeseries first, and then do some seasonality adjustment, etc. but I think it's very fun. Are there good hands-on tutorials about how to do these things in R, with realistic examples? Thanks a lot! ___ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] nnet support
The book Modern Applied Statistics in S-Plus has a section on using the nnet package. I believe it was originally created by the authors of the book. There are some other bits of literature with nnet examples, for instance www.liaad.up.pt/~ltorgo/DataMiningWithR/. HTH Rory -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Tristan S B Fletcher Sent: 25 September 2008 14:46 To: R-help@r-project.org Subject: [R] nnet support Hi I have recently started using the nnet package but cannot find any documentation other than the one page titled 'nnet {nnet}' which is replicated several times over the internet and is found in the help file for this package. I would like more information on how to use the package and have searched extensively over the internet but cannot find anything more. Do you know of any other sources of information on the package, perhaps a book that I should get hold of? Or has the package been replaced by another more recent one for which there is more support. Any advice would be appreciated. Thanks! Tristan __ 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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] R-2.7.2 infected?
could this be an intentional attack to compromise a very popular download, and infect thousands of people.what could be the motivations...i hope its not some corporate thug here No. False positives are relatively common. What exactly does the Win32/Adclicker.JO trojan do ??? Ajay www.decisionstats.com www.iwannacrib.com On Tue, Sep 23, 2008 at 9:11 AM, Duncan Murdoch [EMAIL PROTECTED] wrote: Dave DeBarr wrote: I tried downloading R-2.7.2 (http://cran.cnr.berkeley.edu/bin/windows/base/R-2.7.2-win32.exe, both from Berkeley and cran) and both times I got a warning from Computer Associates eTrust Antivirus (version 7.1.710) that the Win32/Adclicker.JO trojan was detected: The Win32/Adclicker.JO was detected in C:\USERS\USER\APPDATA\LOCAL\MICROSOFT\WINDOWS\TEMPORARY INTERNET FILES\LOW\CONTENT.IE5\61HAYRTG\R-2.7.2-WIN32[1].EXE. Has anyone else seen this? You're the first to report it, and 2.7.2 has been out for almost a month, so I think it's likely that the CRAN copy is uninfected. Did you check the md5 checksum on it? It matches on the original, so if it doesn't match at your end, you've got a bad download. If it matches and you still get the virus checker reporting, please let me know the details about that infection, and I'll try to do a manual inspection for it. Duncan Murdoch __ 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. -- Regards, Ajay Ohri http://tinyurl.com/liajayohri __ 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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] Spectrum of a kernel
Maybe something like: k - kernel(...) spectrum(c(rev(k$coef),k$coef)) Since the kernel is symmetric? Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] Sent: 17 September 2008 17:20 To: r-help@r-project.org Subject: [R] Spectrum of a kernel For purely educational purposes I would like to see the spectrum of a kernel. I tried: spectrum(kernel(daniell, 100), taper=0, log=no) but I get: Error in complete.cases(object) : not all arguments have the same length I can plot the kernel but that is only in the time-domain. I would like to see the spectrum of the kernel. Any ideas? Kevin __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Extracting subsets by factor level?
Hi I have a data frame which looks like the following (it is a table of commit logs to a source repo). The Author column is treated as a factor, by virtue of stringsAsFactors being set to TRUE, so I can extract the number of commits per author by using table(logs$Author). Is there an elegant way to extract all subsets of this frame by the Author column - i.e. that returns say a list of data frames, each containing just the records for a specific value of Author? Thanks Rory head(logs) Revision AuthorDate LinesChanged 16 user1 13/11/2007 15:41:53 488 2 11 user1 14/11/2007 09:04:433 3 12 user2 16/11/2007 12:26:04 522 4 13 user1 16/11/2007 12:27:55 90 5 14 user3 19/11/2007 09:32:54 159 6 15 user1 21/11/2007 13:38:41 1986 *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:25}} __ 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] receiving Error: cannot allocate vector of size 1.5 Gb
See http://cran.r-project.org/bin/windows/base/rw-FAQ.html#There-seems-to-be-a-limit-on-the-memory-it-uses_0021 Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Hayes, Daniel Sent: 02 September 2008 14:48 To: r-help@r-project.org Subject: [R] receiving Error: cannot allocate vector of size 1.5 Gb Dear all, In my attempt to run the below modelling command in R 2.7.0 under windows XP (4GB RAM with /3GB switch set) I receive the following error: Error: cannot allocate vector of size 1.5 Gb I have searched a bit and have tried adding: --max-mem-size=3071M to the command line (when set to 3G I get the error that 3072M is too much) I also run: memory.size() [1] 11.26125 memory.size(max=T) [1] 13.4375 Modelling script: model.females - quote(gamlss(WAZ11~cs(sqrtage,df=12)+country, sigma.formula=~cs(sqrtage,df=3)+country, nu.formula=~cs(sqrtage,df=1), tau.formula=~cs(sqrtage,df=1), data=females, family=BCPE, control=con)) fit.females - eval(model.females) the females (1,654KB) that is being modelled by the GAMLSS package contains 158,533 observations I have further installed various memory optimization programs under XP but to no avail. I believe that I perhaps need to set the Vcells and Ncells but am not sure which nor to what limits. Any other help in maximizing my RAM usage in R would be great I am quite a novice so please excuse any obvious mistakes or omissions. Thank you in advance for your help Dr. Daniel Hayes [[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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] Odd behavior in histogram breaks?
I think the answer is in this line in hist.default(): breaks - pretty(range(x), n = breaks, min.n = 1) length(pretty(c(1:1000), 100)) [1] 101 length(pretty(c(1:1000), 200)) [1] 201 length(pretty(c(1:1000), 250)) [1] 201 length(pretty(c(1:1000), 300)) [1] 201 length(pretty(c(1:1000), 500)) [1] 501 Rory Winston RBS Global Banking Markets Office: +44 20 7085 4476 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Glenn Lawyer Sent: 27 August 2008 13:27 To: r-help@r-project.org Subject: [R] Odd behavior in histogram breaks? I am looking at histogram breaks, and notice something odd: foo - hist(runif(1),breaks=20) length(foo$breaks) [1] 21 This makes sense to me. foo - hist(runif(1),breaks=200) length(foo$breaks) [1] 201 This also makes sense. BUT foo - hist(runif(1),breaks=250) length(foo$breaks) [1] 201 foo - hist(runif(10),breaks=250) length(foo$breaks) [1] 201 Why only 201 breaks? Where did the other 50 go? -- Here miracles become marvels, and marvels recurring wonders. -- William Beebe Dr. Glenn Lawyer +352 661 967 244 Instituttgruppe for psykiatri Seksjon Vinderen PB 85 Vinderen 0319 Oslo http://folk.uio.no/davidgl [[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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] Large data sets with R (binding to hadoop available?)
Hi Apart from database interfaces such as sqldf which Gabor has mentioned, there are also packages specifically for handling large data: see the ff package, for instance. I am currently playing with parallelizing R computations via Hadoop. I haven't looked at PIG yet though. Rory -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Roland Rau Sent: 21 August 2008 20:04 To: Avram Aelony Cc: r-help@r-project.org Subject: Re: [R] Large data sets with R (binding to hadoop available?) Hi Avram Aelony wrote: Dear R community, I find R fantastic and use R whenever I can for my data analytic needs. Certain data sets, however, are so large that other tools seem to be needed to pre-process data such that it can be brought into R for further analysis. Questions I have for the many expert contributors on this list are: 1. How do others handle situations of large data sets (gigabytes, terabytes) for analysis in R ? I usually try to store the data in an SQLite database and interface via functions from the packages RSQLite (and DBI). No idea about Question No. 2, though. Hope this helps, Roland P.S. When I am sure that I only need a certain subset of large data sets, I still prefer to do some pre-processing in awk (gawk). 2.P.S. The size of my data sets are in the gigabyte range (not terabyte range). This might be important if your data sets are *really large* and you want to use sqlite: http://www.sqlite.org/whentouse.html __ 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. *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] call perl
Maybe ?system Might be what you need here? -Rory -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Jay an Sent: 22 August 2008 03:08 To: r-help@r-project.org Subject: [R] call perl Hi, It may be the old question. can anyone tell me how to call perl in R? thanks Y. [[alternative HTML version deleted]] *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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] x[order(x)] vs sort(x)?
Hi I have a question (which may be an obvious one). It is about an idiom which I have seen quite often: o - order(x); - x[o] vs. the alternative x - sort(x) I am just wondering as to the rationale behind the order/reindex idiom vs sorting. Especially as there seems to be a marked performance difference (especially for integer vectors): x - trunc(runif(1E6, 1, 100)) system.time(y - x[order(x)]) user system elapsed 1.190.011.21 system.time(y - sort(x)) user system elapsed 0.220.000.22 I suspect that the propensity for the order/reindex idiom may be related to memory or space performance then, rather than time? Can anyone confirm if this is the case? Cheers Rory *** The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. Authorised and regulated by the Financial Services Authority This e-mail message is confidential and for use by the=2...{{dropped:22}} __ 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.