[R] What is the best way to lag a time series?

Dear R-users, I've been using R for a while and I am very satisfied! Unfortunately, I still have not figured out an efficient and general way to construct and use lags of time series, especially when I need to work with different packages. Let me give an example. I have two time series x and y a

Re: [R] predict.lrm vs. predict.glm (with newdata)

Please follow the posting guide. Please provide the smallest possible self-contained example and note that conveys the problem. Note that the rms package has now replaced the Design package. Details at http://biostat.mc.vanderbilt.edu/Rrms Frank - Frank Harrell Department of Biostatistics,

Re: [R] Extracting a dataframe column as a dataframe

x['price'] price 1 321.0 2 323.5 - Phil Spector Statistical Computing Facility Department of Statistics UC Berkeley

Re: [R] Lost in POSIX

.. One issue with the solution proposed by Jeff is that the transformed column does not have the original's type: > x = structure(list(time = structure(c(1020232904.818, 1020232904.818 ), class = c("POSIXt", "POSIXct"), tzone = ""), price = c(321, 323.5), minute = c(1020232860, 1020232860)), .Na

[R] Extracting a dataframe column as a dataframe

> x = structure(list(time = structure(c(1020232904.818, 1020232904.818 ), class = c("POSIXt", "POSIXct"), tzone = ""), price = c(321, 323.5)), .Names = c("time", "price"), row.names = 1:2, class = "data.frame") > x1 = x[,c("price")] > dput(x1) c(321, 323.5) Is there similar syntax that gets "pri

Re: [R] Lost in POSIX

df = structure(list(t = structure(c(1033963406.044, 1033974144.847, + 1033988418.836), class = c("POSIXt", "POSIXct"))), .Names = "t", row.names = c(NA, + 3L), class = "data.frame") df$min = trunc(df$t,units="mins") does not work, Jeff; you will see that my original post suggests familiarity

Re: [R] Writing a single output file

Many ways of doing this and you have to think about efficiency and logisitcs of different approaches. If the data is not large, you can read all n files into a list and then combine. If data is very large, you may wish to read one file at a time, combining and then deleting it before reading t

Re: [R] need help with data management

On Sat, Dec 25, 2010 at 8:08 AM, analys...@hotmail.com wrote: > I have a data frame that reads > > client ID date transcations > > 323232   11/1/2010 22 > 323232   11/2/2010 0 > 323232   11/3/2010 missing > 121212   11/10/2010 32 > 121212    11/11/2010 15 > . > > >

Re: [R] need help with data management

On Dec 25, 2010, at 10:45 AM, analys...@hotmail.com wrote: On Dec 25, 10:17 am, David Winsemius wrote: On Dec 25, 2010, at 8:08 AM, analys...@hotmail.com wrote: I have a data frame that reads client ID date transcations 323232 11/1/2010 22 323232 11/2/2010 0 323232 11/3/20

Re: [R] selection of outputs from the function

Thanks so much Joshua Wiley you are right your function better than mine :) -- View this message in context: http://r.789695.n4.nabble.com/selection-of-outputs-from-the-function-tp3163361p3163853.html Sent from the R help mailing list archive at Nabble.com. _

Re: [R] need help with data management

On Dec 25, 10:17 am, David Winsemius wrote: > On Dec 25, 2010, at 8:08 AM, analys...@hotmail.com wrote: > > > > > > > I have a data frame that reads > > > client ID date transcations > > > 323232   11/1/2010 22 > > 323232   11/2/2010 0 > > 323232   11/3/2010 missing > > 121212   11/10/2010 32 >

Re: [R] need help with data management

On Dec 25, 2010, at 8:08 AM, analys...@hotmail.com wrote: I have a data frame that reads client ID date transcations 323232 11/1/2010 22 323232 11/2/2010 0 323232 11/3/2010 missing 121212 11/10/2010 32 12121211/11/2010 15 . I want to order the row

Re: [R] Where to find "rcompgen" package?

On Dec 25, 2010, at 8:08 AM, Megh Dal wrote: Dear all, can somebody point me from where to download "rcompgen" package? CRAN does not seem to hold that. http://lmgtfy.com/?q=rcompgen Installing this package through install.packages() tells this package is not available. Thanks

[R] need help with data management

I have a data frame that reads client ID date transcations 323232 11/1/2010 22 323232 11/2/2010 0 323232 11/3/2010 missing 121212 11/10/2010 32 12121211/11/2010 15 . I want to order the rows by client ID and date and using a black-box forecasting meth

[R] Where to find "rcompgen" package?

Dear all, can somebody point me from where to download "rcompgen" package? CRAN does not seem to hold that. Installing this package through install.packages() tells this package is not available. Thanks [[alternative HTML version deleted]] __ R

Re: [R] Help required: binomial option pricing using package

Hi Sonal, The example you gave is not reproducible since we don't have "data" as you do. However, here is an example of how to access the object you are after: tmp <- CRRBinomialTreeOption(TypeFlag = "pa", S = 50, X = 50, Time = 5/12, r = 0.1, b = 0.1, sigma = 0.4, n = 5) t...@price Cheers

[R] predict.lrm vs. predict.glm (with newdata)

Hi all I have run into a case where I don't understand why predict.lrm and predict.glm don't yield the same results. My data look like this: set.seed(1) library(Design); ilogit <- function(x) { 1/(1+exp(-x)) } ORDER <- factor(sample(c("mc-sc", "sc-mc"), 403, TRUE)) CONJ <- factor(sample(c("als",