[R] bySum error in ffbase package ?
Hi all, Since I upgraded to R3.0.1 and also upgraded ffbase package, I got the following error when using bySum( ) funciton in ffbase. For example: > library(ffbase) > bySum(iris$Sepal.Length,iris$Species) Error in bySum(iris$Sepal.Length, iris$Species) : REAL() can only be applied to a 'numeric', not a 'symbol' Any idea ? Steve Chen [[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.
Re: [R] Meaning of "lag 0.2, 0.4,..." ?
Hi Bogaso,
You could try this to get integer x-axis values:
library(zoo)
z = zooreg(rnorm(39), start=as.yearmon("2008-01-01"), frequency=12)
acf(ts(z,freq=1))
Steve Chen
On 2010/4/8 下午 03:32, Bogaso wrote:
>
> Please see that correlogram for a arbitrary time series :
>
> acf(zooreg(rnorm(39), start=as.yearmon("2008-01-01"), frequency=12))
>
> What is the meaning of lag 0.2, 0.4, in the plot? Those should not
> be integers? Or I am missing something?
>
> Thanks
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[R] about ARMA(p,q) SCAN method: SAS vs. R
Hi all,
I am modifying a program I wrote before to perform smallest canonical
(SCAN) correlation method for identification of ARMA(p,q) orders in Time
Series, but when I compared the output with SAS, there are some differences.
My SCAN R code can be downloaded in the following URL:
http://netstat.stat.tku.edu.tw/download/arma_scan_R.txt
I used Series_R (LA Ozone data) in Box and Jenkins(4th edition) as
example. A sample run can be done via
# ozone = scan("http://netstat.stat.tku.edu.tw/download/box_ozone.txt";)
# source("http://netstat.stat.tku.edu.tw/download/arma_scan_R.txt";)
# arma.scan(ozone)
First is the output of Squared Canonical Correlation Estimates:
SAS:
Squared Canonical Correlation Estimates
LagsMA 0MA 1MA 2MA 3MA 4MA 5
AR 0 0.5352 0.2423 0.0696 0.0035 0.0112 0.0183
AR 1 0.0074 0.0199 0.0304 0.0399 0.0185 0.0052
AR 2 0.0173 0.0005 0.0003 0.0167 0.0123 0.0198
AR 3 0.0190 0.0003 0.0002 0.0230 0.0026 0.0287
AR 4 0.0130 0.0262 0.0214 0.0054 0.0206 0.0302
AR 5 0.0143 0.0068 0.0229 0.0230 0.0171 0.0187
My R-code:
MA-0 MA-1 MA-2 MA-3 MA-4 MA-5
AR-0 0.5264 0.2342 0.0668 0.0033 0.0105 0.
AR-1 0.0080 0.0197 0.0299 0.0399 0.0183 0.0052
AR-2 0.0158 0.0005 0.0003 0.0167 0.0122 0.0198
AR-3 0.0153 0.0003 0.0002 0.0229 0.0025 0.0283
AR-4 0.0099 0.0262 0.0214 0.0054 0.0204 0.0302
AR-5 0.0116 0.0066 0.0225 0.0229 0.0174 0.0190
The results are similar. The main differences is in
the Chi-Square P-values:
SAS:
SCAN Chi-Square[1] Probability Values
LagsMA 0MA 1MA 2MA 3MA 4MA 5
AR 0 <.0001 <.0001 0.0148 0.6003 0.3472 0.2307
AR 1 0.2073 0.0407 0.0164 0.0183 0.2326 0.3313
AR 2 0.0532 0.7927 0.8537 0.1190 0.1934 0.2555
AR 3 0.0435 0.8326 0.8736 0.1273 0.5318 0.0537
AR 4 0.0960 0.0356 0.1365 0.4074 0.1100 0.0910
AR 5 0.0812 0.3110 0.0288 0.0997 0.1517 0.1440
My R-code:
Chi-Square(1) Test p-value
MA-0MA-1MA-2MA-3MA-4MA-5
AR-0 0. 0.0004 0.0749 0.6971 0.4903 0.
AR-1 0.1880 0.2355 0.1496 0.1129 0.3625 0.5475
AR-2 0.0648 0.8515 0.9024 0.3151 0.3900 0.3592
AR-3 0.0696 0.8813 0.9112 0.2237 0.6875 0.1978
AR-4 0.1458 0.1738 0.2666 0.5628 0.2827 0.2174
AR-5 0.1168 0.4962 0.2103 0.2507 0.3148 0.3021
I check the original paper by Tsay and Tiao:
Tsay, R.S. and Tiao, G.C. (1985). Use of Canonical Analysis in Time
Series Model Identification. Biometrika,72 ,299-315.
and comapre the formula with SAS ETS manual, e.g.
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/etsug_arima_sect031.htm
I found that the formula of d(m,j) in SAS manual is wrong. The correct
fomula for d(m,j) should be something like
d(m,j) = 1 + 2*(r_1^2 + r_2^2 + ... + r_j^2)
but in SAS ETS manual, it is
d(m,j) = 1 + 2*(r_1 + r_2 + ... + r_(j-1))
I plan to wrap my SCAN code and some other R codes for Time Series into
a package, but with the P-value difference from SAS output, I am not
sure whether my R-code for SCAN is fine enough for real application.
Any suggestion ? Thank you in advance.
Steve Chen
Associate Professor, Department of Statistics
Tamkang University, Taiwan
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Re: [R] creating a variable using concatenation
You can try this:
library(tutoR)
plot(eval.string(toplot))
Steve Chen
On 2010/3/31 上午 09:24, zubin wrote:
> A general problem i run into, i know there must be a simple solution.
>
> I like to create a variable by appending a 1 for example, (i need to
> loop later on from 1 to X, thus the reason for this). So i assign the
> variable vplot with this value, however it has quotes and when i use it
> in a barplot, it throws an error. but the tcenter$X1 does exist, its an
> element of a data frame. So if i type directly it works, but i like to
> do this programmatically, as i have to generate a bunch of these plots
> and need to loop.
>
> So how do i concatenate to create a variable, then reference that
> variable in a function call?
>
>
> R> x<- data.frame(1,2,3,4,5,6,7,8)
> R> x
>X1 X2 X3 X4 X5 X6 X7 X8
> 1 1 2 3 4 5 6 7 8
> R> x$X1
> [1] 1
>
> R> i=1
> R> toplot<- paste("x$X",i,sep="")
> R> toplot
> [1] "x$X1"
>
> okay lets test:
>
> R> plot(x$X1)
> -it works i see the plot
>
> however this DOES not work
>
> R> plot(toplot)
>
> Error in plot.window(...) : need finite 'ylim' values
> In addition: Warning messages:
> 1: In xy.coords(x, y, xlabel, ylabel, log) : NAs introduced by coercion
> 2: In min(x) : no non-missing arguments to min; returning Inf
> 3: In max(x) : no non-missing arguments to max; returning -Inf
>
>
> Thus, that's my problem, i know it must be simple - the variable is equal to
> x$X1 but it does not work in a function call? i tried many functions -
> always some type of error.
>
> __
> 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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[R] About new CRAN mirror site application
Hi all, I couldn't find other appropriate place to ask this question, so I am posting the message to R-help mailling list. Our department had set up a new CRAN mirror site and is working fine so far. According CRAN mirror Howto, I sent an email to c...@r-project.org about 5 days ago to sumit our new CRAN site, but got no response at all. I sent out another email yesterday, but still no response. If anyone know where or who should I cantact, please let me know. Thank you in advance. Steve Chen Associate Professor Department of Statistics, TamKang University, Taiwan __ 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.
