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I'd to match-merge 2 tables in such a manner that I keep all the rows in table 1, but not the rows that are in both table 1 and 2. Thank you for your help, Alfredo > master <- data.frame(ID=2001:2011) > train <- data.frame(ID=2004:2006) > valid <- ??? in this example table valid should have the following > str(valid) Year: int 2001 2002 2003 2007 2008 2009 2010 2011

Dear all, It's possible to obtain the residuals with AR time series function. Thanks in advance, Massimiliano Talarico Pianificazione Commerciale - Area Crm Unicredit Xelion Banca S.p.A. Via Pirelli 32 - 20124 Milano Tel.: 02 67360 525 Fax: 02 67738 525 www.xelion.it [[alternative HTML version deleted]]

Hi All, I have installed on a RHEL 5.7 server the recent R-3.3.0 rpm but I would like to upgrade to the latest now available R-3.3.1 . I have not found so far the rpm, I would like to know if and when it will be available? Thanks in advance, Cris This e-mail is confidential and may also contain privileged information. If you are not the intended recipient you are not authorised to read,

Dear all, I need a suggest to obtain the max of this function: Max x1*0.021986+x2*0.000964+x3*0.02913 with these conditions: x1+x2+x3=1; sqrt((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04; x1>=0; x1<=1; x2>=0; x2<=1; x3>=0; x3<=1; Any suggests ? Thanks in advanced, Massimiliano Questo messaggio di posta elettronica contiene informazioni di carattere

...-20122 Milano www.fiorioscuri.it Agenda: Introduction Andrea Spano' Quantdie Srl Past, present and future of R Stefano Iacus, Department of Economics, Business and Statistics, University of Milan and R Development Core Team R and Operational Risk Fabio Piacenza, Group Risk Management (CRO) Unicredit S.p.A. If you would like to join the MilanoR mailing list and receive details of all MilanoR meetings please visit www.milanoR.net What is MilanoR? This informal meeting is intended to serve as a platform for all local R users to present and exchange their experiences and ideas around the usage...

Hi, I'm estimating a loglogistic aft (accelerated failure time) model, just a simple plain vanilla one (without time dependent covariates), I'm comparing the results that I obtain between aftreg (eha package) and survreg(surv package). If I don't use any covariate the results are identical , if I add covariates all the coefficients are the same until a precision of 10^4 or 10^-5 except