Dear Glenn,
We need more details on the function. Please provide a commented, minimal,
self-contained version of the function that reproduces the problem (as the
posting guide asks you to do).
Best regards,
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Natu
Hi Tsjerk,
Yes, I understand your point. Thanks for drawing my attention on that aspect.
Let me then rephrase my question.
I would need some R package function able to compute the variance-covariance
matrix
for multivariate series as defined at:
http://stattrek.com/matrix-algebra/covar
i don't know the answer to your larger question, but for confidence
intervals around proportions you might look at ?svyciprop. one of the
method= options might yield the same result as your approximation, not sure
On Mon, May 11, 2015 at 12:40 AM, Brown, Tony Nicholas <
tony.n.br...@vanderbilt.ed
I just landed in Paris, and haven't read backwards in this thread, but I've
done 3.2.0 builds for all current Fedora releases, they're all in
updates-testing (I think the Fedora 22 builds are in updates stable now).
The thing that changed is that R doesn't bundle a number of libraries like it
u
Hello,
I am using the lmom and lmomRFA to compute the return frequencies using
the GEV distribution.Iam trying to generate upper and lower bound
frequency estimates.
I provided a working example of the code that I am using to estimate the
upper and lower bounds. Specific questions I have are:
All:
I need to generate confidence intervals for differences in proportions using
data from a complex survey design. An example follows where I attempt to
estimate the difference in depression prevalence by sex.
# Data might look something like this:
Dfr<-data.frame(depression=sample(c("yes","n
Hello All,
Testing my code on a Windows based machine today. There seems to be an offending line of
code. I have pasted it below. Basically, I check to see if the user passed a fit method
to TermStructure and if not then default to "ns".
The above works fine on my Mac but a windows build
On 11/05/15 12:06, M. Edward (Ed) Borasky wrote:
1. R 3.2.0 is packaged for Fedora now; it's in Rawhide and Fedora 22.
I'm running Fedora 22 (late beta) and haven't had any problems with R.
RStudio Desktop Preview (0.99.435) from the RStudio Fedora RPM is also
running fine. You might save yoursel
Hi all,
I compiled R-3.2.0 from source a few weeks ago and was surprised to
find that the only font that appeared on plots was the System font,
not the most elegant. I had R-3.1.3 previously and all fonts seemed to
be available on my system (Fedora 21). I have the latest version of
urw-fonts (2.4-1
You can do the timing yourself on a dataset which you feel is typical of
your usage.
E.g., define a function the implements each algorithm
> f1 <- function(foo) lapply(foo, function(x) { if (x[1] == 1) x[2] <- 0
; x })
> f2 <- function(foo) { for(i in seq_along(foo)) if (foo[[i]][1] == 1)
foo[[
I am cross-posting this to r-sig-fedora (I hope that's not an egregious
sin) in the hope that doing so might provide some source of insight.
I tried
sudo yum install zlib
and was told
Package zlib-1.2.5-7.fc17.x86_64 already installed and latest version
Likewise for "zlib-devel".
I
Hi Giorgio,
This is for a multivariate time series. x1 is variable 1 of the observation
vector x, x2, variable 2, etc. If you need x(i) and x(i+1), etc, then
you're looking for the autocovariance/autocorrelation matrix, which is a
quite different thing (and David showed the way). You can easily se
Hi Tsjerk,
Yes, seriously.
Time series:
X = [x1, x2, x3, ,xn]
The variance-covariance matrix is V matrix:
V=
Σ x12 / (N-1)
Σ x1 x2 / (N-1)
. . .
Σ x1 xn / (N-1)
Σ x2 x1 / (N-1)
Σ x22 / (N-1)
. . .
Σ x2 xn / (N-1)
. . .
. . .
. . .
. . .
Σ xn x1 / (N-1)
Σ xn x
Hi Giorgio,
For a univariate time series? Seriously?
data <- rnorm(10,2,1)
as.matrix(var(data))
Cheers,
Tsjerk
On Sun, May 10, 2015 at 9:54 PM, Giorgio Garziano <
giorgio.garzi...@ericsson.com> wrote:
> Hi,
>
> Actually as variance-covariance matrix I mean:
>
> http://stattrek.com/ma
Hi,
Actually as variance-covariance matrix I mean:
http://stattrek.com/matrix-algebra/covariance-matrix.aspx
that I compute by:
data <- rnorm(10,2,1)
n <- length(data)
data.center <- scale(data, center=TRUE, scale=FALSE)
var.cov.mat <- (1/(n-1)) * data.ce
On May 10, 2015, at 4:27 AM, Giorgio Garziano wrote:
> Hi,
>
> I am looking for a R package providing with variance-covariance matrix
> computation of univariate time series.
>
> Please, any suggestions ?
If you mean the auto-correlation function, then the stats package (loaded by
default at
On May 10, 2015, at 2:26 AM, Ragia Ibrahim wrote:
> Dear group
> kindly
>
> I have a logical data type
> ISINFCluster:
>1 2 3 4 5 6 7 8 910111213
> 14
> FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
> FALS
On May 10, 2015, at 6:11 AM, ce wrote:
>
> yes indeed :
>
> foo <- lapply(foo, function(x) if(x[1] == 1 ) {x[2] <- 0; x }else{x} )
>
> would work. But if the list is too long, would it be time consuming rather
> than just updating elements that meet the if condition?
Any change to an object
Welcome to R and the R-help list
Not oriented to finance but just general info
A good source of introductory sources is available at
http://www.introductoryr.co.uk/R_Resources_for_Beginners.html. BTW I've never
seen the author's book but it does look interesting. :)
I have had a look at most o
yes indeed :
foo <- lapply(foo, function(x) if(x[1] == 1 ) {x[2] <- 0; x }else{x} )
would work. But if the list is too long, would it be time consuming rather
than just updating elements that meet the if condition?
thx
ce
-Original Message-
From: "David Winsemius" [dwinsem...@comca
I think the "record number" i.e. the indices of the elements were asked for.
That would be:
which(5 <= allrecords & allrecords <= 9)
Cheers,
B.
On May 10, 2015, at 7:33 AM, Rui Barradas wrote:
> Hello,
>
> You should learn about indexing in R. Read the pdf R-intro.pdf that comes
>
> On 10 May 2015, at 14:15 , Rolf Turner wrote:
>
>
>
> I am just now getting around to upgrading from 3.1.2 to 3.2.0 and am getting
> hammered by a problem which is beyond my limited capabilities of handling.
>
> I executed
>
> ./configure --with-tcltk --with cairo
>
> which seemed to go
I am just now getting around to upgrading from 3.1.2 to 3.2.0 and am
getting hammered by a problem which is beyond my limited capabilities of
handling.
I executed
./configure --with-tcltk --with cairo
which seemed to go just fine, and then did:
make
In fairly short order I started g
Hello,
You should learn about indexing in R. Read the pdf R-intro.pdf that
comes with your installation of R.
allrecords[5 <= allrecords & allrecords <= 9]
should do it.
Hope this helps,
Rui Barradas
Em 10-05-2015 11:00, Ragia Ibrahim escreveu:
Dear group
I have this numeric object
allrec
Hi,
I am looking for a R package providing with variance-covariance matrix
computation of univariate time series.
Please, any suggestions ?
Regards,
Giorgio
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list -- To UN
It looks to me like you need to understand
subscripting in R. One place (among many)
to learn subscripting is:
http://www.burns-stat.com/documents/tutorials/impatient-r/
Pat
On 10/05/2015 10:26, Ragia Ibrahim wrote:
Dear group
kindly
I have a logical data type
ISINFCluster:
1 2
Dear group
I have this numeric object
allrecords
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27
28 29
1 1 2 1 3 1 1 2 5 4 1 6 8 1 2 1 3 3 2 13 1 4 2 4 7 1
14 1 1
30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
1 1
Hi Ragia,
This is a bit cryptic. "ISINFCluster" looks like a 50 element logical
vector with two TRUE values.
"all" looks like a 50 element numeric vector of counts for each value.
"firstclass" contains the 20th and 27th elements of "all", selected
with "ISINFCluster".
As "firstclass" is a two eleme
Dear group
kindly
I have a logical data type
ISINFCluster:
1 2 3 4 5 6 7 8 910111213
14
FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
FALSE
1516171819202122232425
Boris Chow [2015-05-09 20:04]:
I want to do a pricing of an American option as my first exercise. Can some
experienced users give me some pointers to do so?
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
http://cran.r-project.org/web/packages/AmericanCallOpt/AmericanCallOpt.pdf
http:/
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