[R] Lisp-like primitives in R

2007-09-06 Thread Chris Elsaesser
I mainly program in Common Lisp and use R for statistical analysis.

While in R I miss the power and ease of use of Lisp, especially its many
primitives such as find, member, cond, and (perhaps a bridge too far)
loop.

Has anyone created a package that includes R analogs to a subset of Lisp
functions?


Chris Elsaesser, PhD
Principal Scientist, Machine Learning
SPADAC Inc.
7921 Jones Branch Dr. Suite 600  
McLean, VA 22102  

703.371.7301 (m)
703.637.9421 (o)

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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] using lm() with variable formula

2007-05-17 Thread Chris Elsaesser
New to R; please excuse me if this is a dumb question.  I tried to RTFM;
didn't help.

I want to do a series of regressions over the columns in a data.frame,
systematically varying the response variable and the the terms; and not
necessarily including all the non-response columns.  In my case, the
columns are time series. I don't know if that makes a difference; it
does mean I have to call lag() to offset non-response terms. I can not
assume a specific number of columns in the data.frame; might be 3, might
be 20. 

My central problem is that the formula given to lm() is different each
time.  For example, say a data.frame had columns with the following
headings:  height, weight, BP (blood pressure), and Cals (calorie intake
per time frame).  In that case, I'd need something like the following:

lm(height ~ weight + BP + Cals)
lm(height ~ weight + BP)
lm(height ~ weight + Cals)
lm(height ~ BP + Cals)
lm(weight ~ height + BP)
lm(weight ~ height + Cals)
etc.

In general, I'll have to read the header to get the argument labels.

Do I have to write several functions, each taking a different number of
arguments?  I'd like to construct a string or list representing the
varialbes in the formula and apply lm(), so to say  [I'm mainly a Lisp
programmer where that part would be very simple. Anyone have a Lisp API
for R? :-}]

Thanks,
chris

Chris Elsaesser, PhD
Principal Scientist, Machine Learning
SPADAC Inc.
7921 Jones Branch Dr. Suite 600  
McLean, VA 22102  

703.371.7301 (m)
703.637.9421 (o)

__
R-help@stat.math.ethz.ch 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] Modified Sims test

2007-04-09 Thread Chris Elsaesser
Does anyone know of a package that includes the Modified Sims test
[Gewerke, 1983, Sims, 1972]?

This test is used in econometrics and is a kind of alternative to the
Granger test [Granger, 1969], which is in the package lmtest.

Thanks in advance,
chris


Refernces:

Gewerke, J., R. Meese, and W. Dent (1983), "Comparing Alternative Tests
of Causality in Temporal Systems: Analytic Results and Experimental
Evidence." Journal of Econometrics, 83, 161-194. 

Granger, C.W.J. (1969), "Investigating Causal Relations by Econometric
Methods and Cross-Spectral Methods," Econometrica, 34, 424-438.

Sims, C. (1972), "Money, Income and Causality," American Economic
Review, 62, 540-552.


Chris Elsaesser, PhD703.637.9421 (o)
Principal Geospatial Scientist  703.371.7301 (m)
SPADAC Inc.
7921 Jones Branch Dr. Suite 600
McLean, VA 22102

__
R-help@stat.math.ethz.ch 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] ISO Sims test

2007-04-05 Thread Chris Elsaesser
Does anyone know of a package that includes the Modified Sims test
[Sims, 1972]?

This test is used in econometrics and is a kind of alternative to the
Granger test [Granger, 1969], which is in the package lmtest.

Thanks in advance,
chris


Refernces:

Granger, C.W.J. (1969), "Investigating Causal Relations by Econometric
Methods and Cross-Spectral Methods," Econometrica, 34, 424-438.

Sims, C. (1972), "Money, Income and Causality," American Economic
Review, 62, 540-552.


Chris Elsaesser, PhD703.637.9421 (o)
Principal Geospatial Scientist  703.371.7301 (m)
SPADAC Inc.
7921 Jones Branch Dr. Suite 600
McLean, VA 22102

__
R-help@stat.math.ethz.ch 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.