[R] Help required: binomial option pricing using package

2010-12-23 Thread sonal
I'm using the CRRBinomialTreeOption function (in package "fOptions") with a loop for pricing a large number of options. But I can't transfer the values obtained from this function to a "numeric" matrix as the outcome of this function is not a simple numeric. The following is the piece of code: #

[R] dynamic model strategy

2010-12-23 Thread Vassily Shvets
Hello, I'm hoping someone may know the most likely R package for a multivariate population model for comparing groups? That is, I'd like to estimate a (stochastic) model for one batch of experiments against a different batch growing under different conditions. I'm a bit familiar with grofit, but

[R] lattice regression coefficients

2010-12-23 Thread Tautz, Art ENV:EX
Dear list I am sorry to have to ask this question, but I have not been able to find a solution to what seems a simple problem. I have created a lattice plot of a number of regression points and lines using a function containing panel.xyplot and panel.lmline. The result is what is expected ,

[R] initial values garchFit-formula

2010-12-23 Thread sybren kramer
He guys, I'm trying to fit an arma(1,1)-garch(1,1) model with gaussian innovations, by manually implementing the likelihoodfunction, and subsequently using maxLik() to find the required estimates of the parameters. I know there is a garchFit()-command that does the same, and I use this comma

Re: [R] Non-uniformly distributed plot

2010-12-23 Thread David Winsemius
On Dec 23, 2010, at 6:41 PM, David Winsemius wrote: On Dec 23, 2010, at 5:55 PM, Eric Hu wrote: Thanks David. I am reposting the data here. Jorge has already responded masterfully. He's apparently less lazy that I and did all the editing. A log transformation as he illustrated can be v

Re: [R] Non-uniformly distributed plot

2010-12-23 Thread David Winsemius
On Dec 23, 2010, at 5:55 PM, Eric Hu wrote: Thanks David. I am reposting the data here. Jorge has already responded masterfully. He's apparently less lazy that I and did all the editing. A log transformation as he illustrated can be very useful with bivariate skewed distributions. The onl

Re: [R] Bayesian Belief Networks

2010-12-23 Thread Søren Højsgaard
Probability propragation is provided in the gRain package. Regards Søren Fra: r-help-boun...@r-project.org [r-help-boun...@r-project.org] På vegne af Michael Bedward [michael.bedw...@gmail.com] Sendt: 24. december 2010 00:01 Til: Data AnalyticsCorp. Cc: r-

Re: [R] Non-uniformly distributed plot

2010-12-23 Thread Jorge Ivan Velez
Hi Eric, You can try plot(x, y, log = 'xy') fit <- lm(log(y)~log(x)) abline(fit, col = 2, lty = 2) summary(fit) par(mfrow = c(2,2)) plot(fit) HTH, Jorge On Thu, Dec 23, 2010 at 5:55 PM, Eric Hu <> wrote: > Thanks David. I am reposting the data here. > > Eric > > > > Hi, > > > > I would like t

Re: [R] Bayesian Belief Networks

2010-12-23 Thread Marco Scutari
On Fri, Dec 24, 2010 at 12:01 AM, Michael Bedward wrote: > Hello Walt, > > Have a look at the bnlearn and deal packages. > > Michael Dear Walt, take a look also to the catnet/mugnet and pcalg packages, and if you have questions about bnlearn feel free to ask. Regards, Marco, author and main

Re: [R] data frame with nested data frame

2010-12-23 Thread Gabor Grothendieck
On Thu, Dec 23, 2010 at 5:06 PM, Vadim Ogranovich wrote: > Dear R-users, > > I am somewhat puzzled by how R treats data frames with nested data frames. > Below are a couple of examples, maybe someone could help explain what the > guiding logic here is. > > ## construct plain data frame >> z <- d

Re: [R] data frame with nested data frame

2010-12-23 Thread David Winsemius
On Dec 23, 2010, at 5:06 PM, Vadim Ogranovich wrote: Dear R-users, I am somewhat puzzled by how R treats data frames with nested data frames. Speaking as a fellow user, why? Why would we want dataframes inside dataframes? Why wouldn't lists of dataframes be more appropriate if you

Re: [R] Bayesian Belief Networks

2010-12-23 Thread Michael Bedward
Hello Walt, Have a look at the bnlearn and deal packages. Michael On 24 December 2010 01:29, Data Analytics Corp. wrote: > Hi, > > Does anyone know of a package for or any implementation of a Bayesian Belief > Network in R? > > Thanks, > > Walt > > > > Walter R. Paczkow

Re: [R] Non-uniformly distributed plot

2010-12-23 Thread Eric Hu
Thanks David. I am reposting the data here. Eric > Hi, > > I would like to plot a linear relationship between variable x and y. > Can anyone help me with scaled plotting and axes so that all data > points can be visualized somehow evenly? Plaint plot(x,y) will > generate condensed points n

Re: [R] Non-uniformly distributed plot

2010-12-23 Thread David Winsemius
On Dec 23, 2010, at 5:37 PM, Eric Hu wrote: Hi, I would like to plot a linear relationship between variable x and y. Can anyone help me with scaled plotting and axes so that all data points can be visualized somehow evenly? Plaint plot(x,y) will generate condensed points near (0,0) due t

[R] Non-uniformly distributed plot

2010-12-23 Thread Eric Hu
Hi, I would like to plot a linear relationship between variable x and y. Can anyone help me with scaled plotting and axes so that all data points can be visualized somehow evenly? Plaint plot(x,y) will generate condensed points near (0,0) due to several large data points. Thank you. Eric > x

[R] data frame with nested data frame

2010-12-23 Thread Vadim Ogranovich
Dear R-users, I am somewhat puzzled by how R treats data frames with nested data frames. Below are a couple of examples, maybe someone could help explain what the guiding logic here is. ## construct plain data frame > z <- data.frame(x=1) ## add a data frame member > z$y <- data.frame(a=1,b=2)

Re: [R] Reconcile Random Samples

2010-12-23 Thread Daniel Nordlund
> -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On Behalf Of Mike Harwood > Sent: Thursday, December 23, 2010 9:19 AM > To: r-help@r-project.org > Subject: [R] Reconcile Random Samples > > Is there a way to generate identical random samples

Re: [R] Finding flat-topped "peaks" in simple data set

2010-12-23 Thread Carl Witthoft
Hi. First, you might have more success with turnpoints() in the pastecs package. Next, consider an approach which makes your peaks truly flattopped. The sample dataset appears to show that the data on each side of your peaks are down by at least 6 counts or so, so try running the phase values

Re: [R] problem installing R on ubuntu

2010-12-23 Thread Barry Rowlingson
On Thu, Dec 23, 2010 at 7:15 PM, Horace Tso wrote: > Barry, my reporting error, my ubuntu is 10.04, which is Hardy I believe. It > was a straight build from the source. No funny stuff done on it. My lsb_release says my 10.04 is Lucid. # lsb_release -a No LSB modules are available. Distribu

Re: [R] problem installing R on ubuntu

2010-12-23 Thread Horace Tso
Barry, my reporting error, my ubuntu is 10.04, which is Hardy I believe. It was a straight build from the source. No funny stuff done on it. H -Original Message- From: b.rowling...@googlemail.com [mailto:b.rowling...@googlemail.com] On Behalf Of Barry Rowlingson Sent: Thursday, December

Re: [R] forcing evaluation of a char string argument

2010-12-23 Thread William Dunlap
> -Original Message- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of Charles C. Berry > Sent: Thursday, December 23, 2010 9:39 AM > To: rballen > Cc: r-help@r-project.org > Subject: Re: [R] forcing evaluation of a char string argument > > On Wed,

Re: [R] problem installing R on ubuntu

2010-12-23 Thread Barry Rowlingson
On Thu, Dec 23, 2010 at 6:30 PM, Horace Tso wrote: > Following the official instructions to install R on ubuntu 10.04, I issued > this command on the prompt, > > sudo apt-get install r-base > The following packages have unmet dependencies: >  r-base: Depends: r-base-core (>= 2.12.1-1hardy0) but

[R] problem installing R on ubuntu

2010-12-23 Thread Horace Tso
Following the official instructions to install R on ubuntu 10.04, I issued this command on the prompt, sudo apt-get install r-base Here is the error msg, Reading package lists... Done Building dependency tree Reading state information... Done Some packages could not be installed. This may mean

Re: [R] R-way to doing this?

2010-12-23 Thread Bogaso Christofer
Thanks Patrick for you input. That is what I wanted. I must have read the R-Inferno long time back. -Original Message- From: Patrick Burns [mailto:pbu...@pburns.seanet.com] Sent: 23 December 2010 15:01 To: r-help@r-project.org; bogaso.christofer Subject: Re: [R] R-

[R] Reconcile Random Samples

2010-12-23 Thread Mike Harwood
Is there a way to generate identical random samples using R's runif function and SAS's ranuni function? I have assigned the same seed values in both software packages, but the following results show different results. Thanks! R === > set.seed(6) > random <- runif(10) > random [1] 0.6062683 0.9

Re: [R] forcing evaluation of a char string argument

2010-12-23 Thread Charles C. Berry
On Wed, 22 Dec 2010, rballen wrote: Why does x in "assign(x)" correctly evaluate to "rank" where UseMethod(func) does not get correctly evaluated? Because it is the body of a function definition. If you want to plug in the value of 'func' in the body of that function, you need to do somethi

[R] Finding flat-topped "peaks" in simple data set

2010-12-23 Thread Nathan Miller
Hello, Thank you to all those great folks that have helped me in the past (especially Dennis Murphy). I have a new challenge. I often generate time-series data sets that look like the one below, with a variable ("Phase") which has a series of flat-topped peaks (sample data below with 5 "peaks"). I

Re: [R] Removing elements of a list object

2010-12-23 Thread Eduardo de Oliveira Horta
Thanks! On Thu, Dec 23, 2010 at 3:24 PM, Henrique Dallazuanna wrote: > Try this: > > x$second <- NULL > > > On Thu, Dec 23, 2010 at 3:21 PM, Eduardo de Oliveira Horta < > eduardo.oliveiraho...@gmail.com> wrote: > >> Hello, >> >> say I have an object >> >> > x = list(first = 10, second = 20, thir

Re: [R] Integration with LaTex and LyX

2010-12-23 Thread Eduardo de Oliveira Horta
Thanks! On Mon, Dec 13, 2010 at 7:10 PM, Yihui Xie wrote: > I tried hard to write an automagic script to configure LyX so that you > don't need to go to the instructions on CRAN > (http://cran.r-project.org/contrib/extra/lyx/): > > > http://yihui.name/en/2010/10/how-to-start-using-pgfsweave-in-l

Re: [R] Removing elements of a list object

2010-12-23 Thread Henrique Dallazuanna
Try this: x$second <- NULL On Thu, Dec 23, 2010 at 3:21 PM, Eduardo de Oliveira Horta < eduardo.oliveiraho...@gmail.com> wrote: > Hello, > > say I have an object > > > x = list(first = 10, second = 20, third = "Yeah!") > > and want to remove the $second element of that list. My first try was,

[R] Removing elements of a list object

2010-12-23 Thread Eduardo de Oliveira Horta
Hello, say I have an object > x = list(first = 10, second = 20, third = "Yeah!") and want to remove the $second element of that list. My first try was, of course, > rm(x$second) which gave me the following error message > Error in rm(x$second) : ... must contain names or character strings An

Re: [R] Writing a single output file

2010-12-23 Thread Gabor Grothendieck
On Thu, Dec 23, 2010 at 8:07 AM, Amy Milano wrote: > Dear R helpers! > > Let me first wish all of you "Merry Christmas and Very Happy New year 2011" > > "Christmas day is a day of Joy and Charity, > May God make you rich in both" - Phillips Brooks > > ## >

Re: [R] Writing a single output file

2010-12-23 Thread Hadley Wickham
>> input <- do.call(rbind, lapply(fileNames, function(.name){ > +     .data <- read.table(.name, header = TRUE, as.is = TRUE) > +     # add file name to the data > +     .data$file <- .name > +     .data > + })) You can simplify this a little with plyr: fileNames <- list.files(pattern = "file.*.c

Re: [R] Vioplot / list help

2010-12-23 Thread Dennis Murphy
Hi: There appear to be several options, but it also seems that the amount of work required to achieve the goal varies among options. In situations like this, the sos package comes in handy. For example, it showed me that your vioplot() function was in package vioplot (unmentioned): library(sos)

Re: [R] speed issues? read R_inferno by Patrick Burns: & a memory query

2010-12-23 Thread Uwe Ligges
Actually the issue is not the size of memory that is consumed, but that memory allocation takes place and the object is copied in each iteration of the "bad" loop you have given below. This is not required for the second loop, where R can allocate the memory at once and does not need to copy th

Re: [R] Forcing results from lm into datframe

2010-12-23 Thread beatlebg
Hi all, This subject treats exactly what I am looking for, thank you. Only I would like to include the p-values (or t-values) in the dataframe, like this: .id (Intercept) p-value(intercept) quartile p-value(intercept) 1 CBP090802020.92140 0.00

Re: [R] make check from R2.12.0.exe installation

2010-12-23 Thread Uwe Ligges
Looks liek there was no answer to this question. If you are installing R, you can select to install the tests directory in the installer (default is not to install the tests). Uwe Ligges On 06.12.2010 12:21, elliott harrison wrote: Hi, I typically install new versions of R on windows usi

Re: [R] Fitting a Triangular Distribution to Bivariate Data

2010-12-23 Thread David L Lorenz
Dave, I am a little confused. You ask about a triangle distribution, but describe the situation as a relation between y and x. Do you really want a piecewise linear fit of y to x? That could be gotten using nonlinear least squares. Dave From: Jinsong Zhao To: r-help@r-project.org Date: 12/

Re: [R] python-like dictionary for R

2010-12-23 Thread Seth Falcon
On Wed, Dec 22, 2010 at 7:05 PM, Martin Morgan wrote: > On 12/22/2010 05:49 PM, Paul Rigor wrote: >> Hi, >> >> I was wondering if anyone has played around this this package called >> "rdict"? It attempts to implement a hash table in R using skip lists. Just >> came across it while trying to look f

[R] Bayesian Belief Networks in R

2010-12-23 Thread Data Analytics Corp.
Hi, Does anyone know of a package for or any implementation of a Bayesian Belief Network in R? Thanks, Walt Walter R. Paczkowski, Ph.D. Data Analytics Corp. 44 Hamilton Lane Plainsboro, NJ 08536 (V) 609-936-8999 (F) 609-936-3733 w...@dataana

[R] Bayesian Belief Networks

2010-12-23 Thread Data Analytics Corp.
Hi, Does anyone know of a package for or any implementation of a Bayesian Belief Network in R? Thanks, Walt Walter R. Paczkowski, Ph.D. Data Analytics Corp. 44 Hamilton Lane Plainsboro, NJ 08536 (V) 609-936-8999 (F) 609-936-3733 w...@dataana

[R] Vioplot / list help

2010-12-23 Thread Matthew Vernon
Hi, I have some data (lots of year,distance pairs), which I can straightforwardly boxplot: dists <- read.table("movedists.dat") with(dists,plot(as.factor(V1),V2)) If I want to plot these data as violin plots using vioplot, this approach doesn't work: > with(dists,vioplot(as.factor(V1),V2)) Erro

[R] speed issues? read R_inferno by Patrick Burns: & a memory query

2010-12-23 Thread maddox
Hi, I'm just starting out with R and came across R_inferno.pdf by Patrick Burns just yesterday - I recommend it! His description of how 'growing' objects (e.g. obj <- c(obj, additionalValue) eats up memory prompted me to rewrite a function (which made such calls ~210 times) so that it used index

Re: [R] Piece-wise continuous regression with one knot

2010-12-23 Thread Duncan Murdoch
On 23/12/2010 9:03 AM, John Sorkin wrote: Windows Vista R 2.10 - I know it is old, I will update later today. How might I perform a piece-wise linear regression where two linear segments are separated by a single knot? In addition to estimating the slopes of the two segments (or the slope in o

Re: [R] Piece-wise continuous regression with one knot

2010-12-23 Thread Achim Zeileis
On Thu, 23 Dec 2010, John Sorkin wrote: Windows Vista R 2.10 - I know it is old, I will update later today. How might I perform a piece-wise linear regression where two linear segments are separated by a single knot? In addition to estimating the slopes of the two segments (or the slope in on

[R] Piece-wise continuous regression with one knot

2010-12-23 Thread John Sorkin
Windows Vista R 2.10 - I know it is old, I will update later today. How might I perform a piece-wise linear regression where two linear segments are separated by a single knot? In addition to estimating the slopes of the two segments (or the slope in one segment and the difference between the sl

Re: [R] Fitting a Triangular Distribution to Bivariate Data

2010-12-23 Thread Jinsong Zhao
On 2010-12-23 2:19, David Bapst wrote: Hello, I have some xy data which clearly shows a non-monotonic, peaked triangular trend. You can get an idea of what it looks like with: x<-1:20 y<-c(2*x[1:10]+1,-2*x[11:20]+42) I've tried fitting a quadratic, but it just doesn't the data-structure with th

Re: [R] Writing a single output file

2010-12-23 Thread jim holtman
This should get you close: > # get file names > setwd('/temp') > fileNames <- list.files(pattern = "file.*.csv") > fileNames [1] "file1.csv" "file2.csv" "file3.csv" "file4.csv" > input <- do.call(rbind, lapply(fileNames, function(.name){ + .data <- read.table(.name, header = TRUE, as.is = TRUE

Re: [R] Fitting a Triangular Distribution to Bivariate Data

2010-12-23 Thread Jonathan P Daily
I don't know if any specific package has a triangular distribution, but I know you can fit a model using first degree b-splines with a single knot. library(splines) ?bs x <- 1:100 y <- rnorm(100, ifelse(x <50, x, 100-x), 15) fit <- lm(y ~ bs(x, knots = 50, degree = 1)) --

[R] Writing a single output file

2010-12-23 Thread Amy Milano
Dear R helpers! Let me first wish all of you "Merry Christmas and Very Happy New year 2011" "Christmas day is a day of Joy and Charity, May God make you rich in both" - Phillips Brooks ## ---

[R] epidemiology ode likelihood, hierarchical model

2010-12-23 Thread Melen
Hi all, I study epidemiology of soilborne disease. I have this ode model dS/dt = - (rp(t) X + rs(t) I) * S with X=1 ; rp(t) = ap exp( - bp*t) ; rs(t) = as exp (-0.5 ( ln (t/ds) / bs)² ) The data I have are not directly the infected individuals (which is a hidden state) but the Diseases ones (

Re: [R] R CMD build/install: wrong Rtools include path is passed to g++

2010-12-23 Thread Uwe Ligges
Actually, this is described in "R Installation and Administration". Best, Uwe Ligges On 21.12.2010 05:51, Andy Zhu wrote: Never mind. Found the solution: the package coded the rtools path in Makevars.win. So I was able to compile (but have another problem though). But not sure if there is a

Re: [R] loading workspace- getting annoying

2010-12-23 Thread Uwe Ligges
Thanks for your answers on R-help, although it is not very helpful - not to cite / quote the original question - not to answer to the questioner who may not be subscribed to the mailing list and hence may not recognize your answer at all. Best wishes, Uwe Ligges On 21.12.2010 10:42, Angel Sa

Re: [R] monthly median in a daily dataset

2010-12-23 Thread Uwe Ligges
On 21.12.2010 08:15, SNV Krishna wrote: Hi Dennis, I am looking for similar function and this post is useful. But a strange thing is happening when I try which I couldn't figure out (details below). Could you or anyone help me understand why this is so? df = data.frame(date = seq(as.Date("20

Re: [R] Running sweave automatically using cygwin

2010-12-23 Thread Uwe Ligges
On 23.12.2010 02:17, Raquel Rangel de Meireles Guimarães wrote: Hi all, Hope someone could help me. I am trying to run automatically the conversion of an Rwn file to a tex file. I am using windows 7, and cygwin. I tried to run automatically the Sweave.sh script, in its the most recent versi

Re: [R] randomForest: tuneRF error

2010-12-23 Thread Uwe Ligges
Since we do not have the data, it is hard for us to reproduce and debug. Uwe Ligges On 21.12.2010 23:48, Dennis wrote: Just curious if anyone else has got this error before, and if so, would know what I could do (if anything) to get past it: mtry<- tuneRF(training, trainingdata$class, ntre

Re: [R] plot more plots from one matrix

2010-12-23 Thread Uwe Ligges
On 21.12.2010 00:25, AlexZolot wrote: See library(reshape) Thanks for your answers on R-help, although it is not very helpful - not to cite / quote the original question - not to answer to the questioner who may not be subscribed to the mailing list and hence may not recognize your answer

Re: [R] How to suppress plotting for "xyplot(zoo(x))"?

2010-12-23 Thread Gabor Grothendieck
On Tue, Dec 21, 2010 at 8:40 AM, Gabor Grothendieck wrote: > On Tue, Dec 21, 2010 at 7:53 AM, Marius Hofert wrote: >> Hi, >> >> I found the thread >> http://r.789695.n4.nabble.com/Matrix-as-input-to-xyplot-lattice-proper-extended-formula-syntax-td896948.html >> I used Gabor's approach and then t

Re: [R] vectorised recovery of strsplit value ??

2010-12-23 Thread maddox
Thanks Jorge, for your reply. In the end I changed my approach and used a sub() strategy I found on this forum to recover the prefixes as below. IDs.prefix <- sub("([^*])(_.*)", "\\1" , sampleIDs ) IDs.split <- cbind(sampleIDs , IDs.prefix) Regards M -- View this message in context: http://r.

Re: [R] recovering names of factor levels ??

2010-12-23 Thread maddox
Thanks Peter, for your succinctly helpful reply The way R works is still a learning experience for me. I hope I'll be asking fewer of these type of questions as I get to grips with R. In the meantime, thanks for the help (and patience) regards M -- View this message in context: http://r.78969

Re: [R] R-way to doing this?

2010-12-23 Thread Patrick Burns
If I understand your question properly, then you are looking for 'try' or 'tryCatch'. There is an example of using these on page 89 of 'The R Inferno'. On 23/12/2010 04:13, Bogaso Christofer wrote: Dear friends, hope I could be able to explain my problem through following example. Please consid

[R] force tree to use certain attributes

2010-12-23 Thread Akmal Aulia
Hi, I'm currently using the 'rpart' package, and curious on whether we can enforce the package to utilize some specified attributes, rather than having it choose on its own. Thanks. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/lis