Hi
I have a question (which may be an obvious one). It is about an idiom which I
have seen quite often:
o <- order(x); <- x[o]
vs. the alternative
x <- sort(x)
I am just wondering as to the rationale behind the order/reindex idiom vs
sorting. Especially as there seems to be a marked performa
Hi
Apart from database interfaces such as sqldf which Gabor has mentioned, there
are also packages specifically for handling large data: see the "ff" package,
for instance.
I am currently playing with parallelizing R computations via Hadoop. I haven't
looked at PIG yet though.
Rory
-Ori
Maybe
?system
Might be what you need here?
-Rory
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Jay an
Sent: 22 August 2008 03:08
To: r-help@r-project.org
Subject: [R] call perl
Hi,
It may be the old question.
can anyone tell me how to call perl in
I think the answer is in this line in hist.default():
breaks <- pretty(range(x), n = breaks, min.n = 1)
> length(pretty(c(1:1000), 100))
[1] 101
> length(pretty(c(1:1000), 200))
[1] 201
> length(pretty(c(1:1000), 250))
[1] 201
> length(pretty(c(1:1000), 300))
[1] 201
> length(pretty(c(1:1000),
See
http://cran.r-project.org/bin/windows/base/rw-FAQ.html#There-seems-to-be-a-limit-on-the-memory-it-uses_0021
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Hayes, Daniel
Sent: 02 Sep
Hi
I have a data frame which looks like the following (it is a table of commit
logs to a source repo). The Author column
is treated as a factor, by virtue of stringsAsFactors being set to TRUE, so I
can extract the number of commits
per author by using table(logs$Author).
Is there an elegant wa
Maybe something like:
k <- kernel(...)
spectrum(c(rev(k$coef),k$coef))
Since the kernel is symmetric?
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED]
Sent: 17 September
>could this be an intentional attack to compromise a very popular download, and
>infect thousands of people.what could be the motivations...i hope its not
>some corporate thug here
No. False positives are relatively common.
What exactly does the Win32/Adclicker.JO trojan do ???
Ajay
www.
The book "Modern Applied Statistics in S-Plus" has a section on using the nnet
package. I believe it was originally created by the authors of the book. There
are some other bits of literature with nnet examples, for instance
www.liaad.up.pt/~ltorgo/DataMiningWithR/.
HTH
Rory
-Original Me
Dealing with accounting data is, in statistical terms, an ill-posed problem -
there is not much data and quite a few dimensions. That said, there is a lot of
research out there on applying statistical techniques to accounting data for
the purposes of prediction and classification. But most predi
Try
?diag
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of A Ezhil
Sent: 21 November 2008 12:28
To: r-help@r-project.org
Subject: [R] Extracting diagonal matrix
Dear All,
I have a corre
Hi all
If I have a string, say "ABCDA", and I want to convert this to the sum of the
letter values, e.g.
A -> 1
B -> 2
etc, so "ABCDA" = 1+2+3+4+1 = 11
Is there an elegant way to do this? Trying something like
which(LETTERS %in% unlist(strsplit("ABCDA", "")))
is not quite correct, as it does
Hi Mark
Thanks, that's almost exactly what I need...theres just a slight difference
with my requirement, in that I am looking for the actual index value in the
alphabetical sequence, so that instead of:
as.numeric(factor(unlist(strsplit("XYZ",""
[1] 1 2 3
I would expect to see
[1] 24 25 2
Thanks a lot for the solutions everyone...really appreciated.
Cheers
Rory
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: Marc Schwartz [mailto:[EMAIL PROTECTED]
Sent: 24 November 2008 15:24
To: WINSTON, Rory, GBM
Cc: r-help@r-project.org
Subje
Hi all
Does anyone know if it is possible when plotting a line or scatter plot, to
selectively color the data points based on the data value? i.e. if plotting say
the percentage change in stock price movements, to color +ve points in green
and -ve points in red? And extending this to a user-def
You can get LoadLibrary failures if a dependency is not found (e.g. a required
dll or shlib used by the dll that you are explicitly loading). So make sure
that all necessary dependencies (e.g. graphviz libs) are available in the
system path.
Rory
Rory Winston
RBS Global Banking & Markets
Offi
Hi all
Is there an R package that enables me to generate "squarified treemap" plots?
Thanks
Rory
Rory Winston
RBS Global Banking & Markets
280 Bishopsgate, London, EC2M 4RB
Office: +44 20 7085 4476
***
The Royal
Hi all
Here is a rather naive implementation of the SEPA algorithm for generating
lexical permutations:
lexperm3 <- function(x, n=length(x)) {
perms <- list()
k <- 1
perms[[k]] <- x
k <- k + 1
for (y in 1:(factorial(n)-1)) {
i <- n-1
while (x[i] > x[i+1] && i > 0) {
i <- i - 1
}
Hi all
(I'm sure this question has been asked before, but I cant find it).
If I have two character vectors:
> x <- c("aaa","bbb","ccc")
> y <- c("1","2","3")
How can I get the cartesian product of the string values?
> expand.grid(x,y)
Gives me a data frame with separate columns...however, I c
Hi David
Perfect - if I specify sep="", it gives me exactly what I need.
Cheers
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: David Winsemius [mailto:[EMAIL PROTECTED]
Sent: 05 December 2008 14:16
To: WINSTON, Rory, GBM
Cc: r-help@r-projec
Sorry, I spoke too soon...
interaction() only works for sequences of equal length. Anyone know a method
that works with unequal-length vectors?
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Beh
Got it...I completely overlooked the collapse argument to paste():
apply(expand.grid(x,y),1,function(x) paste(x,collapse=""))
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: WINSTON, Rory, GBM
Sent: 05 December 2008 14:30
To: WINSTON, Rory, G
Hi Shubha
I have created an extension DLL for downloading time series data from Reuters.
You can download it from here:
http://www.theresearchkitchen.com/blog/archives/287
There is also a short manual available at the same location:
http://www.theresearchkitchen.com/blog/wp-content/uploads/200
Have you looked at the R interface to gmp?
http://cran.r-project.org/web/packages/gmp/index.html
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Aaron Robotham
Sent: 11 December 2008 17:
Shubha
I suspect it may be because it cannot find a dependent DLL. I'll email you
off-list and we can work through it.
Cheers
Rory
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-Original Message-
From: Shubha Vishwanath Karanth [mailto:shub...@ambaresearch.com]
Se
25 matches
Mail list logo