Many thanks, Tolga
Albyn Jones <[EMAIL PROTECTED]> 08/12/2008 17:16 To [EMAIL PROTECTED] cc r-help@r-project.org Subject Re: [R] statistics on "runs" of numbers rle(x) gives the run length encoding of x. rle(x>0) or rle(sign(x)) will do this for positive and negative values of x. albyn On Mon, Dec 08, 2008 at 03:24:50PM +0000, [EMAIL PROTECTED] wrote: > Dear R Users, > > Is there a package or some functionality in R which returns statistics on > "runs" of numbers, i.e. series of numbers with similar qualities in a time > series ? For example, the number of +ves,-ves, histograms on cumulations > in runs, etc. ? > > Thanks in advance, > Tolga > > > > Generally, this communication is for informational purposes only > and it is not intended as an offer or solicitation for the purchase > or sale of any financial instrument or as an official confirmation > of any transaction. In the event you are receiving the offering > materials attached below related to your interest in hedge funds or > private equity, this communication may be intended as an offer or > solicitation for the purchase or sale of such fund(s). All market > prices, data and other information are not warranted as to > completeness or accuracy and are subject to change without notice. > Any comments or statements made herein do not necessarily reflect > those of JPMorgan Chase & Co., its subsidiaries and affiliates. > > This transmission may contain information that is privileged, > confidential, legally privileged, and/or exempt from disclosure > under applicable law. If you are not the intended recipient, you > are hereby notified that any disclosure, copying, distribution, or > use of the information contained herein (including any reliance > thereon) is STRICTLY PROHIBITED. Although this transmission and any > attachments are believed to be free of any virus or other defect > that might affect any computer system into which it is received and > opened, it is the responsibility of the recipient to ensure that it > is virus free and no responsibility is accepted by JPMorgan Chase & > Co., its subsidiaries and affiliates, as applicable, for any loss > or damage arising in any way from its use. If you received this > transmission in error, please immediately contact the sender and > destroy the material in its entirety, whether in electronic or hard > copy format. Thank you. > Please refer to http://www.jpmorgan.com/pages/disclosures for > disclosures relating to UK legal entities. > [[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. > Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are receiving the offering materials attached below related to your interest in hedge funds or private equity, this communication may be intended as an offer or solicitation for the purchase or sale of such fund(s). All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is privileged, confidential, legally privileged, and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities. [[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.
