Here is another way
require(stringr)
aaa<-paste0("a", 1:20)
bbb<-paste0("b", 101:120)
ab<-paste0(aaa,bbb)
ab
ptrn<-"([ab][[:digit:]]*)"
unlist(str_extract_all(ab, ptrn))
> Hi,
>
> I have a vector of strings like:
> c("a1b1","a2b2","a1b2") which I want to spilt into two parts like:
> c("a1"
is still a problem please let me know.
Also I read the digests daily. What is the best way to reply to a message in
the digest?
Thanks for the help,
KW
> On 26/02/2013 14:45, Keith Weintraub wrote:
>> Folks,
>> I have been using the cf function from the "financial" pack
Folks,
I have been using the cf function from the "financial" package for a few
years now.
Upon updating my version of R to ... I found that the package no longer exists
in the main collection of R packages.
Has this package been renamed or merged with another package?
If the functionality i
Folks,
As the subject describes: I would like to know if there are packages that have
functionality tailored for standard Oil/Gas exploration and monetization.
Thanks,
KW
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Bruce,
Have you looked at the Edgar database here: http://www.sec.gov/edgar.shtml
You should be able to get daily mutual fund quotes.
KW
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Folks,
I run R on a early 2009 MacBook Pro running Mountain Lion.
I have a bunch of fonts in my user Library one of which is Garamond.
I have tried the ttf_import function to no avail. I played with this for a
couple of hours at least and I have gotten nowhere.
Here is a bit of one of my sess
Folks,
I have been using the VAR {vars} program to find a fit for the following
bi-variate time series (subset):
bivariateTS<-structure(c(0.950415958293559, 0.96077848972081,
0.964348957109053,
0.967852884998915, 0.967773510751625, 0.970342843688257, 0.97613937178359,
0.980118627997436, 0.98
names(res) <- as.integer(names(res)) + 1L
>res
> }
>
> fun(2010:2011, 1)
> fun(2010:2011, 2)
> fun(2010:2011, 4)
> fun(2010:2011, 12)
>
>
> Hope this helps,
>
> Rui Barradas
> Em 09-11-2012 03:39, Keith Weintraub escreveu:
>> Folks,
>>
Folks,
This question is somewhat related to a previous posting of mine.
I just can't seem to create a generic solution.
Here is a function that I found searching around the internet:
splitIt <- function(x, n) {split(x, sort(rank(x) %% n))}
I use it like so:
> splitIt(1:12, 2)
$`0`
[1] 1 2 3 4
Arun, Jeff, Bert,
Thanks for your help.
I have put a subset of my data below in mySubset.
I would like to be able to sum the rows by year. In this case the results would
be the result data.frame below.
How can I automate something like this and how would I do it quarterly if
necessary.
The
Folks,
I have a data frame with columns 200401, 200402, ..., 201207, 201208.
These represent years/months. What would be the best way to sum these columns
by year? What about by quarter?
Thanks for your time,
KW
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Folks,
I am working on a credit card defaults and transition probabilities. For
example a single credit card account could be in a number of states:
up-to-date, 30, 60, 90 days in arrears or in default.
* Are there packages in R that do estimation of the transition probabilities
given historica
Folks,
I just upgraded my Mac to Mountain Lion and on running R.app I get the
following message:
mach_override: some instructions unknown! Need to update mach_override.c
err = f801
/Volumes/Haxdisk/Projects/DefaultFolderX/DFCarbonPatch/../../Libraries/mach_star-1.2-intel-0.3/mach_override/m
X 77843-4352
>
>> -Original Message-
>> From: r-help-boun...@r-project.org [mailto:r-help-bounces@r-
>> project.org] On Behalf Of Keith Weintraub
>> Sent: Tuesday, June 19, 2012 11:00 AM
>> To: Bert Gunter
>> Cc: r-help@r-project.org
>> Subject: Re: [R] Sc
you
> actually have by employing complex (if possible) statistical methods. *
>
> -- Bert
>
> * A common practice in many scientific fields these days, I admit. One would
> hope that practical arenas like yours would avoid this, however.
>
>
>
> On Tue, Jun 19, 2012
Folks,
I have a small dataset of counts of recoveries on defaulted loans:
recoveries<-structure(c(0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1,
0, 0, 0, 0, 0, 4, 0, 1, 2, 2, 12), .Dim = c(11L, 2L), .Dimnames = list(
NULL, c("pcts", "counts")))
Here is the data in columnar form:
##.#. Live Go...
> Live: OO#.. Dead: OO#.. Playing
> Research Engineer (Solar/BatteriesO.O#. #.O#. with
> /Software/Embedded Controllers) .OO#. .OO#. rocks...1k
> -
Folks,
I call the function calcAmorts like so:
calcAmorts(prevAm, amort, myDates)
Note that I use the package lubridate.
The last line where do.call is called to first divide all the rows by the first
row and then rbind gives the following error:
Error in do.call("rbind", apply(amor
Folks,
Can you point me to any examples of using the GSL library to generate
correlated uniform random variables?
I want to generate correlated defaults among portfolios of loans.
Currently I generate simulations by using rmvsnorm (and then inverting using
the standard normal distribution func
trings
with
substring() or gsub() or any wrapper of those functions.
There are many benefits of parsing the HTML, including not falling foul of
"as far as I can tell the the tag is always on it's own line" being not
true.
D.
On 5/15/12 4:06 AM, Keith Weintraub wrote:
> Than
Check out this site:
http://www.gummy-stuff.org/Yahoo-data.htm
It shows how to download a .csv file with the data you might want.
Here is an example URL:
http://finance.yahoo.com/d/quotes.csv?s=XOM+BBDb.TO+JNJ+MSFT&f=snd1l1yrr2
The "r2" in the above URL means P/E ratio.
You should be able to
Thanks Gabor,
Nifty regexp. I never used strapplyc before and I am sure this will become a
nice addition to my toolkit.
KW
Message: 5
Date: Tue, 15 May 2012 07:55:33 -0400
From: Gabor Grothendieck
To: Keith Weintraub
Cc: r-help@r-project.org
Subject: Re: [R] Scraping a web page.
Message-ID
Thanks,
That was very helpful.
I am using readLines and grep. If grep isn't powerful enough I might end up
using the XML package but I hope that won't be necessary.
Thanks again,
KW
--
On May 14, 2012, at 7:18 PM, J Toll wrote:
> On Mon, May 14, 2012 at 4:17 PM, Keith Wei
Folks,
I want to scrape a series of web-page sources for strings like the following:
"/en/Ships/A-8605507.html"
"/en/Ships/Aalborg-8122830.html"
which appear in an href inside an tag inside a tag inside a table.
In fact all I want is the (exactly) 7-digit number before ".html".
The good new
16:16, Keith Weintraub wrote:
Can you tell me the size of those 3 packages separately?
These are 5000 packages. If you want to kniow, why don't you try out?
I have them in one library only.
Uwe Ligges
That is CRAN, BioC software, BioC data.
If you can only give me CRAN vs the rest that&
Can you tell me the size of those 3 packages separately?
That is CRAN, BioC software, BioC data.
If you can only give me CRAN vs the rest that's fine too. Whatever is easiest.
Thanks,
KW
--
On Apr 16, 2012, at 9:12 AM, Uwe Ligges wrote:
>
>
> On 16.04.2012 00:16, Keith W
Folks,
If you know the answer great.
If you can tell me which command to use to find out that information please let
me know.
If this is the wrong forum, my apologies.
Thanks,
KW
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Folks,
How would I find the code for a plot function that is in a package?
I want to understand exactly what is being plotted.
Thanks,
KW
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Folks,
I have been working on VAR and VECM models and trying to simulate the results.
This is easy to do with a VAR model (in the "vars" package) as the covariance
matrix is easily extracted.
Unfortunately I can't figure out how to do this with a VECM fit.
I have used vec2var and created the
Folks,
This is more of a stat question than an R question.
Apologies in advance!
Suppose I fit an AR(1) to a time-series and also fit an AR(1) to the logs of
the same time-series and then simulate future paths.
In my case I see a big difference in the resulting paths. If I simulate
thousands
Folks,
What is the best way to simulate values from a fitted "VAR {vars}" model.
Also I have tried to use SVAR for a cointegration fit of y~x (just two
univariate time-series) but I can't figure out how to set up the "A" matrix so
that x_t can be used as a contemporaneous predictor of y_t.
Th
I hope the subject says it all.
I want to be able to use an lm object and the associated coefficients to create
function that can produce "expected" "y" values given inputs.
Thanks,
KW
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8833129
"3",0.17,0.00024891450838,0.00125478603676572
"4",0.18,8.62700534705944e-05,0.000575729980347196
"5",0.19,2.71841670884316e-05,0.000251684211328049
Here is the CSV file. I hope it's OK to send it to the mailing list.
Thanks again,
KW
--
On Feb 16, 2012,
Folks,
I want to automate some graphing using ggplot.
Here is my code
graphChargeOffs2<-function(coffs) {
ggplot(coffs, aes(levels))
dataNames<-names(coffs)[!names(coffs) == "levels"]
for(i in dataNames) {
thisData<-coffs[[i]]
last_plot() + geom_line(aes(y = thisData, colour = i))
A port of R to iOS?
Thanks for your time,
KW
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.htm
I think the subject says it all.
Thanks in advance,
KW
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PLEASE do read the posting guide http://www.R-project.org/posting
Folks,
My object oriented background is in Java and C++. I am a novice to using
S4/object-oriented coding in R but not to R. Below is an example that I found
that I have expanded on.
I am not getting how "prototype" and "initialize" work together, if at all.
Here is output from a short "sessi
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