Hi Hadley,
have a look at:
http://www.riani.it/pub/zrc-csda98.pdf
and some Gauss code:
http://www.riani.it/Gauss/procedures/BOXPLOTB.G
Best regards,
Daniele
2011/9/21 Hadley Wickham :
> Hi all,
>
> Does anyone have an R implementation of the queplot (K. M. Goldberg
> and B. Iglewicz. Bivariate
I found a faster implementation (by an order of magnitude from my
tests) than the one using xts, split, merge (from Joshua).
I report the two fastest solution below with code to generate a test
case; some work still to be done for columns order and naming,
Test case has grown from my previous post
I found a faster implementation (by an order of magnitude from my
tests) than the one using xts, split, merge (from Joshua).
I report the two fastest solution below with code to generate a test
case; some work still to be done for columns order and naming,
Test case has grown from my previous post
lt;- daply(X, "ID", buildXtsFromDataFrame,
env = e1)
return(get("xx", e1))
}
Time04 <- replicate(100,
system.time(xtsDaply(X, X$ID))[[1]])
2011/4/4 Joshua Ulrich :
> Hi Dan,
>
> On Mon, Apr 4, 2011 at 7:49 AM, Den Alpin wrote:
>> I retrieve
I retrieve for a few hundred times a group of time series (10-15 ts
with 1 values each), on every group I do some calculation, graphs
etc. I wonder if there is a faster method than what presented below to
get an appropriate timeseries object.
Making a query with RODBC for every group I get a d
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