easier.)
sincerely, /iaw
Ivo Welch (ivo.we...@gmail.com)
[[alternative HTML version deleted]]
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PLEASE do read the posting guide http://www.R-project.org/posting
dear R experts: I am writing my own little newey-west standard error
function, with heteroskedasticity and arbitrary x period
autocorrelation corrections. including my function in this post here
may help others searching for something similar. it is working quite
well, except on occasion, it com
:41 PM, Achim Zeileis wrote:
> On Wed, 22 Sep 2010, ivo welch wrote:
>
>> dear R experts: I am writing my own little newey-west standard error
>> function, with heteroskedasticity and arbitrary x period
>> autocorrelation corrections. including my function in this post
find the
answer.)
> a=c(2,3)
> b=c(4,5,6,7)
> a+b
[1] 6 8 8 10
when I really want recycling, I would rather do it explicitly with rep.
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
__
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d just write "if (is.defined(d$z)".
* is there a way to turn off automatic recycling? I would rather get
an error than unexpected recycling. I can force recycling with rep()
when I need to.
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
_
yikes. this is all my fault. it was the first thing that I ever
defined when I started using R.
is.defined <- function(name) exists(as.character(substitute(name)))
I presume there is something much better...
/iaw
On Wed, Nov 3, 2010 at 2:12 PM, Erik Iverson wrote:
>
>
> ivo
xist either
FALSE
how would I define this function?
regards,
/iaw
On Wed, Nov 3, 2010 at 2:48 PM, Barry Rowlingson
wrote:
> On Wed, Nov 3, 2010 at 6:17 PM, ivo welch wrote:
>> yikes. this is all my fault. it was the first thing that I ever
>> defined when I started using
ed" variable name. how do I stringify in R?
PS: btw, is it possible to weave documentation into my user function,
so that I can type "?is.defined" and I get a doc page that I have
written? Ala perl pod. I think I asked this before, and the answer
was no.
/iaw
Ivo Welc
R parse the Rd files on demand?
so, is there a primer on installing Rd files?
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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PLEASE do read the posting gui
es y1,y2,y3,..., and cares about (maximizes)
pb(x1,x2,x3,...,y1,y2,y3)
I can tune it to my problem, but if someone has already invented this,
please point me to it, so that I do not have to reinvent the wheel.
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu,
Dear R experts---is it possible to plot the \ell symbol in R under the
pdf device? the following did not work:
pdf(file="ell.pdf");
plot( c(0,1), c(0,1) );
text( 0.5, 0.5, "\u2113" )
dev.off()
my guess is that this cannot be done, but I thought I would ask
970-01-01")))
The lower axis is drawn from the plot() with dates. The upper axis
from axis() is drawn with numbers, not dates.
(PS: Is there an easier way to tell R that I want a whole lot more
tick marks and/or labels than what it gives me by default?)
regards,
/iaw
since it
stumped me for a while (in a more complex program, of course), I
thought I would drop this note.
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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21, 2010 at 6:04 AM, Jim Lemon wrote:
> On 08/21/2010 12:35 AM, ivo welch wrote:
>>
>> ...
>> (PS: Is there an easier way to tell R that I want a whole lot more
>> tick marks and/or labels than what it gives me by default?)
>>
> Hi Ivo,
> I haven't been
ow, I sprinkle "cat" statements everywhere, just
to locate the line where the error appears.) Of course, I would
really love to see the line in my program that triggered this, but I
have asked this before, and I understand this is too difficult to get
into the R language.
regards,
/iaw
yes, thank you. is it possible to have it invoked to STDERR
automatically on a program abort?
/iaw
On Sun, Aug 22, 2010 at 11:50 AM, Matt Shotwell wrote:
> On Sun, 2010-08-22 at 11:41 -0400, ivo welch wrote:
>> Dear R Wizards---is it possible to get R to show its current call
m like unexpected behavior,
though, without an error. there probably is some reason why this does
not ring an alarm bell...
/iaw
----
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wrote:
>
>
> ivo welch wrote:
>>
>> quizz---what does this produce?
>>
>> d=data.frame( a=1:1000, b=2001:3000, z= 5001:6000 )
>> attach(d); c <- (a+b)>25; detach(d)
>> d= subset(d, TRUE, select=c( a, b, c ))
>>
>> yes, I know I h
. it does seem like unexpected behavior,
>> though, without an error. there probably is some reason why this does
>> not ring an alarm bell...
>>
>> /iaw
>>
>> Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
>>
>> __
produce
charid m s
A 2 3
B 4 5
working with data frames is often more intuitive than working with the
output of by(). the R wizards are probably chuckling now about how
easy this is...
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.
quot;' into a data.frame
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
On Mon, Aug 30, 2010 at 9:36 AM, Henrique Dallazuanna wrote:
> Try this:
>
> as.data.frame(by( indf, indf$charid, function(x) c(m=mean(x), s=sd(x)) ))
>
> On Mon, Aug 30, 2010 at 10:19 AM,
perfect. this is the R way to do it quick and easy. thank you, marc.
(PS, in my earlier example, what I wanted was aggregate( . ~ key,
data=indf, FUN = function(x) c(m=mean(x), s=sd(x))) )
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
On Mon, Aug 30, 2010 at 10:47 AM, Marc
mercy!!! ;-)
thanks, everyone. sure beats me trying to reinvent a slower version of the
wheel. came in very handy.
I think it would be nice to see some of these pointers in the "?by" manual
page. not sure who to ask to do this, but maybe this person reads r-help.
/iaw
;)
dev.off()
(these are the characters that I need the most NOW, but this is a more
generic question.)
sincerely, /iaw
Ivo Welch (ivo.we...@gmail.com)
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PLEAS
Dear R experts---I would like to estimate a non-linear least squares
expression that looks something like
y ~ a+b*min(c,x)
where a, b, and c are the three parameters. how do I define a min
function in the formula language of R? advice appreciated.
sincerely,
/iaw
_
ion. will figure this one out next.
regards,
/iaw
On Tue, May 4, 2010 at 3:40 PM, David Winsemius wrote:
>
> On May 4, 2010, at 3:33 PM, ivo welch wrote:
>
>> Dear R experts---I would like to estimate a non-linear least squares
>> expression that looks something like
>
w 'minFactor' of 0.000976562
I really don't care about this example, of course---only about
learning how to avoid nls() from dying on me. so, any advice would be
appreciated.
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
On Tue, May 4, 2010 at 3:59 PM, David
PU (taking a few days, which would be ok), but overwhelm
my memory, too. maybe it is just plain infeasible.
has anyone seen someone else work on such a problem?
sincerely,
/ivo welch
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
_
that is not even
specified (i.e., y~x really is y~a+b*x). so, is there a reference to
formula objects somewhere?
sincerely,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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not
figure out how I have miscoded this. I hope the problem is obvious to
regular users...thanks for any helpful eyes here.
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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here tried out their enterprise version on a linux
machine, but it had ugly problems in the creation of the top-level
Makefile. so, my initial impression is not overwhelming. are they
for real?
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...
thank you, everybody, for enlightening me and others about the
relationships involved. I hope Revolution R and other companies like
it will succeed. I don't mind RR being free to academics---if nothing
else, I like it for the fact that I can install RR without worry on a
couple of different compu
firmid )
does this already exists as a package? or has someone figured out how to
program this?
as I wrote---this is a curiosity question, not a substance question.
regards,
/iaw
----
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
[[alternative HTML version d
extend the lm() function? I googled
"course notes on advanced programming Venables", but did not find it. Do
you have a better link? (hopefully, this is a short explanation---I know
the algorithm. I want to learn how to coax it into an lm statement.)
regards,
/iaw
Ivo Welch
mber of fixed effects, but work through averaging], but
I presume that they do. this is of course useful for very large panel
data sets with many thousands of fixed effects.)
and, thanks, Yves and Giovanni for writing plm().
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
__
rmula, data=d, start=list(a=1, c=1), trace= TRUE); rm(b)
cat("\nbut how do I pass a local parameter into my formula? \n");
f = function(c) nls( myformula, data=d, start=list(a=1, b=1), trace= TRUE)
f(c=1);
advice, as always, appreciated. /iaw
Ivo Welch (ivo.we...@
iables contains only NA's. I believe I now cannot use
lm(y ~ X), because one of the regressions will throw the lm.fit
exception. (all the other y vectors should have worked.)
or is there a way to get lm() to work in such situations?
/iaw
Ivo Welch (ivo.we...@brown.edu,
aps ?try could help.
>
> ivo welch wrote:
>>
>> this is not an important question, but I wonder why lm returns an
>> error, and whether this can be shut off. it would seem to me that
>> returning NA's would make more sense in some cases---after all, the
>
ted = melt( subset(mydataframe, select=c(yid,xid,zcontent),
id=c("xid", "yid") )
outcome = cast( zcontent, xid ~ yid )
takes about 875 seconds.
so, for large reshape jobs from long to wide, the reshape library is
much more efficient. YMMV.
/iaw
I
it there instead.)
hope this helps someone else...
iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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some hints for the search engines.
I just did
install.packages("foreach")
install.packages("doMC")
library(doMC)
registerDoMC()
library(foreach)
> foreach(i = 1:3) %dopar% sqrt(i)
The process has forked and you cannot use this CoreFoundation
functionality safely. You MUST exec().
Br
es.)
regards,
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
CV Starr Professor of Economics (Finance), Brown University
http://welch.econ.brown.edu/
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PLEASE
d g() for
all values first, and presumably then just picks left or right results
based on t%%2. uggh... wouldn't it make more sense to evaluate only
the relevant parts of each vector and then reassemble them?
/iaw
Ivo Welch
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R-help@r-project
t and iff functions will always be evaluated before the function
call happens, even with lazy evaluation. :-(
I still think that it makes sense to have a smarter vectorized %if% in
a vectorized language like R. just my 5 cents.
/iaw
----
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
O
27;t have to
> think about those cases.
>
> Would you want it to depend only on a logical
> vector or perhaps also on a factor (a vectorized
> switch/case function)?
>
> Bill Dunlap
> Spotfire, TIBCO Software
> wdunlap tibco.com
>
>> -----Original Message-
>>
val=rnorm(9))
highestvals <- by( d, d$group, function(d)(max(d$val)) )
## and now? iterate over levels( d$group ) ? how do I merge
highestvals back into d?
advice appreciated.
sincerely,
/iaw
----
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gma
thank you, william and bill. wow, this was fast. I have been tearing
my hair out over this one, trying to work the wrong tool. (this would
make a good "see also" in the "by" function.)
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
On Mon, Mar 21, 2011 at 7:0
package that does this?
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and pro
dear R-experts---can someone please refer me to the latest
installation instructions for graphics fonts in R (the pdf device)?
(I would like to install the Charter font from the texlive 2011
distribution under OSX.)
sincerely,
/iaw
Ivo Welch (ivo.we...@gmail.com
e="testcharter.pdf")
> plot( c(0,1), c(0,1) )
> text( 0.5, 0.5, "This is Bitstream Charter")
> dev.off
[h] use Adobe Acrobat -> File -> Properties to confirm that your new
font is really Bitstream Charter.
/iaw
Ivo Welch (ivo.we...@gmail.com)
__
arter font, though.)
[2] pdf("testfile") creates a file without a .pdf extension.
CairoPDF("testfile") creates testfile.pdf . not a big deal---just a
small inconsistency if someone is switching from pdf to CairoPDF .
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
PS: Trie
, type="n" )
clr <- c("black", "red", "red", "black")
for (i in 1:4) {
hline <- function( yloc, ... ) for (i in 1:length(yloc)) lines(
c(-1,6), c(yloc[i],yloc[i]), col="gray")
hline(0.9); hline(1.0); hline(1.1); hline(1
user R code, I invoke it as library(cairo)), but also for others who
may use it and be surprised when they run into the same issue,
wondering if it is their code, or a more general issue..
/iaw
Ivo Welch (ivo.we...@gmail.com)
On Wed, Aug 17, 2011 at 5:18 AM, Gavin Simpson wrote:
> On Tue
lor to map
perfectly.
I wonder whether I should switch to the tikzDevice. (I know it exists, but
I have not used it yet. is it reliable and is it reasonably well comparable
to pdf device capabilities)
advice appreciated.
sincerely,
/ivo welch
Ivo Welch (ivo.we...@gmail.com)
http
obviously not. thank you, henrik. going back to square 101. (I just
googled, because I usually find stuff faster by googling. cmyk and R
brought up nothing.)
apologies for the bandwidth, everyone.
Ivo Welch (ivo.we...@gmail.com)
On Tue, Sep 13, 2011 at 4:24 PM, Henrik Bengtsson wrote
TPATH=", absolute.path.to.font.files, sep="")
stopifnot(system( paste(commandline, paste(fname, ".PDF", sep=""),
paste(fname, ".pdf", sep="") ) ) ==0 )
options( pdf.current= NULL )
}
# and a test
pdf.start("test-berasans")
plot( 1:10
dear R experts---is there a function that prints a data frame to a string?
cat() cannot handle lists, so I cannot write cat("your data frame is:\n",
df, "\n").
regards, /iaw
Ivo Welch (ivo.we...@gmail.com)
[[alternative
thanks, jeff. no, not capture.output(), but thanks for pointing me to it
(I did not know it). capture.output flattens the data frame. I want the
print.data.frame output, so that I can feed it to cat, and get reasonable
newlines, too.
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
J. Fred
great. thanks. exactly what I wanted. /iaw
Ivo Welch (ivo.we...@gmail.com)
On Thu, May 31, 2012 at 2:53 PM, David L Carlson wrote:
> a <- data.frame(x=runif(4), y=runif(4), z=runif(4))
> b <- capture.output(a)
> c <- paste(b, "\n", sep=""
on my Mac Pro 3,1 (2 quad-cores), R 2.12.0, which reports 8 cores,
"plain" takes about 68 seconds (real and user, using the unix timing
function).
"do-onecore" takes about 300 seconds.
"do-multicore" takes about 210 seconds real, (300 seconds user).
this see
?
regards,
/iaw
2011/7/2 Uwe Ligges :
>
>
> On 02.07.2011 19:32, ivo welch wrote:
>>
>> dear R experts---
>>
>> I am experimenting with multicore processing, so far with pretty
>> disappointing results. Here is my simple example:
>>
>>
frame into a matrix, do the operations, and then copy them back.
not ideal, either.
In my opinion, this is an R design flow. Data frames are the
fundamental unit of much statistical analysis, and should be fast. I
think R lacks any indexing into data frames. Turning on indexing of
data fram
of dealing with multiple processes. is this interpretation
correct?
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
http://www.ivo-welch.info/
2011/7/2 Uwe Ligges :
>
>
> On 02.07.2011 20:04, ivo welch wrote:
>>
>> thank you, uwe. this is a little disappointing. paral
fs---which is most
people considering to adopt R.
/iaw
----
Ivo Welch (ivo.we...@gmail.com)
2011/7/2 Uwe Ligges
> Some comments:
>
> the comparison matrix rows vs. matrix columns is incorrect: Note that R has
> lazy evaluation, hence you construct your matrix in the timing for the
erwrites every
entry. I guess I can keep only the first column of a, and add it to
d, but this seems a rather ugly and inefficient way. How is this done
better?
Question 3: repeat question 2, but keep both the intercept and the slope.
thanks in advance, as
r-help-boun...@r-project.org
> > [mailto:r-help-boun...@r-project.org] On Behalf Of ivo welch
> > Sent: Friday, July 08, 2011 3:43 PM
> > To: r-help
> > Subject: [R] manipulating "by" lists and "ave()" functions
> >
> > dear R wizards---more igno
s the recommended way?
sincerely,
/iaw
----
Ivo Welch (ivo.we...@gmail.com)
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide comm
iles. I could put each column
into its own vector and then combine into a data frame, but this seems
ugly. is there a better way to embed data frames? I searched for the
answer via google, but could not find it. it wasn't obvious in the
data import/export guide.
re
Dear R experts---I may have asked this in the past, but I don't think
I figured out how to do this. I would like to execute traceback()
automatically if my R program dies---every R programI ever invoke. I
guessed that I could have wrapped my entire R code into
tryCatch(
... oodles of R code
,
Dear R experts---I think I need to figure out how to stop in my error
function without triggering an error again. so, I think I need the
equivalent of C's exit(0) call. Here is what I mean:
$ R CMD BATCH die.R
and die.R is
# in my .Rprofile, but for now in die.R
options(error=function(e) print
then loop over the main data set to supplement
it.
is there a recommended way of doing such tasks in R, either super-fast
(so that I merge many many times) or space efficient (so that I merge
once and store the results)?
sincerely,
/iaw
Ivo Welch (ivo.we...@gmail.com)
_
which I
couldn't do this AT ALL.
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
On Sun, Oct 9, 2011 at 10:42 AM, Patrick Burns wrote:
> I think you are looking for the 'data.table'
> package.
>
> On 09/10/2011 17:31, ivo welch wrote:
>>
>> D
dear r experts---Is there a multicore equivalent of by(), just like
mclapply() is the multicore equivalent of lapply()?
if not, is there a fast way to convert a data.table into a list based
on a column that lapply and mclapply can consume?
advice appreciated...as always.
regards,
/iaw
Ivo
that makes all splits.
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
On Mon, Oct 10, 2011 at 11:07 AM, Joshua Wiley wrote:
> Hi Ivo,
>
> My suggestion would be to only pass lapply (or mclapply) the indices.
> That should be fast, subsetting with data table should also be fast
odes further.
am I doing something wrong? is there an alternative to split()?
sincerely,
/iaw
Ivo Welch (ivo.we...@gmail.com)
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PLEASE do read the posting guid
course, knowing how to do this myself fast
now by hand, this is not so important for me. but it may help some
other novices.
thanks again everybody.
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
On Mon, Oct 10, 2011 at 9:31 PM, William Dunlap wrote:
> The following avoids the
how to get coef standard errors faster in
this case. summary.lm() is really slow.
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
http://www.ivo-welch.info/
J. Fred Weston Professor of Finance
Anderson School at UCLA, C519
On Mon, Oct 10, 2011 at 11:30 PM, Joshua Wiley wrote:
>
dear R readers---I thought I would post the following snippet of R
code that makes by() like operations easier and faster on multicore
machines for R novices and amateurs. I hope it helps some. YMMV.
feel free to ignore.
PS: I wish R had a POD-like documentation system for end users that
are not
ve unified memory space, so the data
copy problem is hopefully long gone.
/iaw
Ivo Welch (ivo.we...@gmail.com)
[[alternative HTML version deleted]]
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PLEASE d
gh it does have good
package documentation. it does have some unexpected behavior:
mymatrix[1:2,] is a matrix, but mymatrix[1:1,] is a numeric. huh?
data.table is necessary for reasonably fast data manipulation, but
data.table giveth and taketh. it has some really strange unexpected
behavior---mydatatab
fter any R
program print/abort sequences have played out.
besides, "sink=TRUE, split=TRUE" could be a nice additional option to
"source".
sincerely,
/iaw
Ivo Welch (ivo.we...@gmail.com)
[[alternative HTML version deleted]]
_
ide the
FUN.ON.ROWS, but this is costly in terms of execution time. are there
obvious solutions? advice appreciated.
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
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PL
ound
# this is where I had given up, but the following works:
> new.data=old.data
> new.data[recalc.please]= old.data[recalc.please]^2
> new.data
[1] 11 144 13 196 15 256 17 324 19 400
sorry, guys.
/iaw
Ivo Welch (ivo.we...@gmail.com)
On Tue, Mar 27, 2012 at 7:27 PM, ilai wro
d <- x[[2]]
rm(x)
which seems awful. is there a nicer syntax?
regards, /iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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PLEASE do read the pos
nt. #4 is exactly what
I wanted. can list[] be added into the standard core R as a feature?
it would seem like a natural part of the syntax for functions
returning multiple values.
justin---mea culpa.
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
On Fri, Mar 30, 2012 at 5:08 PM, Justin Ha
like me,
plus the google archives here, are angels. without your help, I could
not use R.]
Ivo Welch (ivo.we...@gmail.com)
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PLEASE do read the posting guide http://www.R-pr
where I got it right.
regards,
/iaw
Ivo Welch (ivo.we...@gmail.com)
On Sat, Mar 31, 2012 at 8:35 AM, ivo welch wrote:
> "what is the problem you are trying to solve?"
>
> elegance, ease, and readability in my programs.
>
> R has morphed from a data manipulation, gr
listener processes on each of my slaves by hand. R would start slave
processes automatically on each slave that has a a listener running.
I don't have the time/ability to set up full clustering
quasi-supercomputer solutions.
/iaw
----
Ivo Welch (ivo.we...@gmai
Sys.sleep(1); x } ) # on both, please
iaw
On Wed, Apr 18, 2012 at 1:01 PM, ivo welch wrote:
> Dear R experts:
>
> could someone please point me to a page that explains how to set up
> more than 1 machine for library parallel (which is quickly becoming my
> favorite!)
...
_
Indices, stopCluster
bash: /Library/Frameworks/R.framework/Resources/bin/Rscript: No such
file or directory
but if I use two linux machines, it works.
now, how do I use parallel's mclapply with it?
best,
/iaw
Ivo Welch (ivo.we...@gmail.com)
J. Fred Weston Professor of Finance
Anderson S
thx, guys, almost there. This is good fodder for the vignette or ?parallel.
Steps:
(1) install package "snow" on all machines which you want to be part
of a cluster.
(2) run under R
library(parallel)
cl <- makeCluster(c("localhost", "calc.localdomain"), "SOCK")
result <- parLapply(cl=cl, X=1:10
I cleaned up my old benchmarking code and added checks for missing
data to compare various ways of finding OLS regression coefficients.
I thought I would share this for others. the long and short of it is
that I would recommend
ols.crossprod = function (y, x) {
x <- as.ma
fixed effects). could someone please point me to packages, if
any, that would help me estimate such models? (can these problems be split
over many different cores?)
advice appreciated.
/iaw
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
CV Starr Professor of Economics (Finance), Brown
Dear Statisticians--- This is not even an R question, so please
forgive me. I have so much ignorance in this matter that I do not
know where to begin. I hope someone can point me to documentation
and/or a sample.
I want to compute a covariance as quickly as non-humanly possible on
an Intel core
dear R experts: I have an academic question that borders on asking
for consulting help, so I hope I am not too imposing. If I am, please
ignore me.
My data set has 100MB data set of daily stock returns. I want to
compute rolling (recursive?) betas---either bivariate or
multivariate---with respe
dear R graphics experts---if anyone is running the combination of R
2.7.0 and ghostscript (2.62), could you please run the following and
let me know if you get the same strange symbol size that I do, or if
there is something weird on my system?regards, /ivo
pdf(file = "testhere.PDF", version
; wrote:
> G'day Ivo,
>
> On Sat, 17 May 2008 21:33:35 -0400
> "ivo welch" <[EMAIL PROTECTED]> wrote:
>
>> dear R graphics experts---
>
> Not belonging to this group, but can confirm that I can see the same,
> in particular the circles are changing
thanks. I am now using R-patched 2008-05-18 r45723 . This is
probably intended, but if not, I wanted to note it briefly: on the pdf
output device, symbol 1 is always black, no matter what color is
selected. symbols 10 and 13 contain black. symbol 19 is the
replacement for symbol 1 that takes on
dear R experts:
I am playing with boxplots for the first time. most of it is
intuitive, although there was less info on the web than I had hoped.
alas, for some odd reason, my R boxplots have some fat black dots, not
just the hollow outlier plots. Is there a description of when R draws
hollow v
I have found more general questions, but I have a specific one. I
have a few million (independent) short regressions that I would like
to run (each reg has about 60 observations, though they can have
missing observations [yikes]). So, I would like to be running as many
`lm` and `coef(lm)` in para
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