Dear all
I have a Windows Server 2008 R2 Enterprise machine, with 64bit R installed
running on 2 x Quad-core Intel Xeon 5500 processor with 24GB DDR3 1066 Mhz
RAM. I am seeking to analyse very large data sets (perhaps as much as
10GB), without the addtional coding overhead of a package such
Hi Ista, David,
your answers indeed helped me to solve the problem!
So thanks to you and have a good day!
Stephan
--- On Wed, 2/23/11, David Winsemius wrote:
> From: David Winsemius
> Subject: Re: [R] Plot Stepped Line chart with multiple lines
> To: "Ista Zahn"
> Cc:
A 15 30.0
4 B 10 7.5
5 B 15 10.0
6 C 5 3.0
7 C 13 7.0
8 C 15 10.0
I now want to plot three stepped lines into a x-y chart, the lines representing
A, B, C. The x-axis is given by V2, the y-axis by V3, thus each line will be
“ascending”
It must be so
Is anyone aware of a way to seasonally adjust time series data using X-12 ARIMA
and TRAMO/SEATS from within R? I know that that one can seasonally adjust data
with gretl, which I understand offers some level of R integration. However, all
the examples I've seen of gretl/R integration in
I have a vector of monthly log asset price returns. I would like use the boot
package to sample one-year returns, and then calculate confidence intervals on
the loss distribution only. More concretely, I would like to say something like
"99% of LOSSES (not RETURNS) are above cutoff X.&quo
at2.locf)[ix]
mat1
}
Abiel Reinhart
-Original Message-
From: Gabor Grothendieck [mailto:ggrothendi...@gmail.com]
Sent: Wednesday, May 12, 2010 12:00 PM
To: Abiel X Reinhart
Cc: r-help@r-project.org
Subject: Re: [R] Vectorized expression to extrapolate matrix columns with
colu
, 1], x = m[, 2], rule=2)
1970-01-02 1970-01-03 1970-01-04 1970-01-05 1970-01-06 1970-01-07 1970-01-08
1.02.02.73.75.05.05.0
Abiel Reinhart
-Original Message-
From: Gabor Grothendieck [mailto:ggrothendi...@gmail.com]
Sent: Wednesday,
2010 8:37 AM
To: Abiel X Reinhart
Cc: r-help@r-project.org
Subject: Re: [R] Vectorized expression to extrapolate matrix columns with
columns of another matrix
Try this using the zoo package. See ?na.approx for more and note that
this functionality requires zoo 1.6-3 or later.
.> m <- zoo(
I have two identically sized matrices of data that represent time series (I am
storing the data in zoo objects, but the idea should apply to any matrix of
data). The time series in the second matrix extend further than in the first
matrix, and I would like to use the data in matrix 2 to extrapol
Is there a way to recover the model matrix that is being used by the plm
package? For example, if you run a panel regression with fixed effects, the
model matrix would contain the generated dummy variables for the groups.
Thanks.
Abiel Reinhart
This communication is for informational purpose
Is there a way to force a certain block of captured output to fit onto a single
printed page, where one can specify the properties of the page (dimensions,
margins, etc)? For example, I might want to generate 10 different cuts of a
data table and then capture all the output into a PDF, ensuring
I am trying to run na.approx on a zoo object in which some of the columns
contain nothing by NA values. When I do this I get the following error:
Error in approx(x[!na], y[!na], xout, ...) :
need at least two non-NA values to interpolate
Is there a way I can use na.approx with my dataset so
When using the tis time series package (v1.9), I cannot select or alter a
subset of a time series when the time series is created from a matrix and the
matrix contains NA values.
Example:
x<-tis(t(c(1:10,NA)), start=c(2000,1), freq=12)
x[x>0]<-0
The second line yields "Erro
I am using RCurl's curlPerform command to send an XML string to an HTTP server
running on the localhost. The command is something like this:
reader <- basicTextGatherer()
curlPerform(url="http://127.0.0.1/";,
httpheader=c('Content-Type' = "text/xml; charset=utf-8"),
postfields=t
kVectorType"
Error in plot(henon(start = rnorm(2), a = 1.4, b = 0.3, n.sample = 2000, :
error in evaluating the argument 'x' in selecting a method for function 'plot'
I've loaded "fractal" package. An other fractal, "loren
print() fixed it. Thank you!
sp
--- On Tue, 5/5/09, Rolf Turner wrote:
> From: Rolf Turner
> Subject: Re: [R] xYplot() produces empty pdf
> To: "to_rent_2...@yahoo.com"
> Cc: "r-help@r-project.org"
> Date: Tuesday, May 5, 2009, 9:26 PM
> On 6/05/2009
Hi,
While xYplot(...) below produces an empty pdf file, plot(...) works fine. The
same xYplot(...) produces correct output if tried directly in R console. Any
suggestions?
Thanks,
sp
# empty pdf
trellis.device("pdf", file="./resid1_lat.pdf");
xYplot(resid(f) ~ fitted(f), method='quantile', nx
I have: f <- ols( y1 ~ (rcs(x1,3) + rcs(x2,3) + rcs(x1,3) %ia% rcs(x2,3) ) )
Then I do: plot(f)
This plots y1 against x2 for a given value of x1.
Is there a way to make it *also* plot y1 against x1 for a given value of x2?
If not, I guess I can do coplot(y1 ~ x1 | x2).
Thanks in advance,
sp
> > x wrote:
> > > x2NA 1.797e+14NA NA
> > > x2' NA 6.475e+14NA
> NA
> > >
> > > Residual standard error: 82.44 on 95 degrees of
> > freedom
> > > Adjusted R-Squared: 0.9992
&g
Hi,
My code, output, error message, and sample data are all below. As always, all
help is appreciated.
Code:
library(Design); library(lattice)
df = read.table("./data_cub4.txt", header=TRUE, nrows=100)
attach(df); dd = datadist(df); options(datadist = 'dd'); describe(df);
m = (y1 ~ ( rcs
Hi all,
I'm reposting this with a more appropriate subject.
Do I need to define limits as the error message seems to suggest? If so, how?
The error message, my code, the output and the first few lines of my data are
all below.
Thank you!
"Error in Getlim(at, allow.null = TRUE, need.all = TRU
Hi all,
Do I need to define limits as the error message seems to suggest? The error
message, my code, the output and the first few lines of my data are all below.
Thank you!
"Error in Getlim(at, allow.null = TRUE, need.all = TRUE) :
variable dmodel.df does not have limits defined in fit or
Nordlund that the problem must be
> that you are not
> attaching the data to directly access x and y. Try to do
> that with
> attach(data_model.df) right after reading the data.
>
> Talita
>
> 2009/4/15 x
>
> >
> > I forgot to show that my file indeed contai
I forgot to show that my file indeed contains x, y values:
x y
1 8.2
2 18
3 -17.6
4 -3.4
5 6.8
6 11.3
7 1.5
8 11
9 -3.3
10 8.1
--- On Wed, 4/15/09, x wrote:
> From: x
> Subject: RE: [R] problem with read.table
> To:
Thank you for the reply. That format works but since I need access to x, y
subsequent to lm() also, I tried the following but now I'm back to the same old
error message of "object y not being found".
data_model.df = read.table("./verify.txt", header=TRUE, nrows=10);
dd
Hi all,
I've simple code to read a file (verify.txt in the same directory as the script
file) but when I run this I get
"Error in eval(expr, envir, enclos) : object "y" not found".
data_model.df = read.table("./verify.txt", header=TRUE, nrows=10);
f <
David Winsemius wrote:
> help.search did not offer any clues. Using Baron's search page, I got
> reference to r-help entries from 2004, but looking at the current
> documentation , I see no such function. I am wondering if the name of the
> function was changed in later versions of the package
Hey,
My dataset has 1 dependent variable(Logloss) and 7 independent dummy
variables(AS,AM,CB,CF,RB,RBR,TS) , it's attached in this email. The problem
is I cant finish Khmaladze test because there's an error "Error in
switch(mode(x), "NULL" = structure(NULL, class = "
Dear Experts,
I am trying to do a time-stratified case-crossover analysis on air pollution
data and number of myocardial infarctions. In order to avoid model selection
bias, I started with a simple simulation.
I'm still not sure if my simulation is right. But the results I get from the
"ts-ca
Dear Experts,
I am trying to do a time-stratified case-crossover analysis on air
pollution data and number of myocardial infarctions. In order to avoid
model selection bias, I started with a simple simulation.
I'm still not sure if my simulation is right. But the results I get from
the "ts
Dear R-users,
If you use the exact Wilcoxon test in the coin package, I would like
make you aware of that SPSS/StatXact MAY perform a round-off before
doing their exact Wilcoxon-Mann-Whitney test (if you ever are unlucky
enough not to use R).
I have data from two treatments and was surprised to f
Dear John,
Forgive me for putting my nose out, I hope that I'm not rude, but I am a bit
bewildered by your mail (and by statistical modelling).
I agree that if your model is:
Lawndepression~lawn.roller.weight +(1|lawn.id),
When, in fact, it *should be* (because you simulated the data or you're
Dear Warren,
I had similar problems, this is (roughly) how I solved it translated to your
problem:
x <- c(-0.06,-0.04,-0.025,-0.015,-0.005,0.005,0.015,0.025,0.04,0.06)
y <- c(1866760,1457870,1314960,1250560,1184850,1144920,
1158850,1199910,1263850,1452520)
dafa<-data.frame(x,y)
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