Displaying 20 results from an estimated 900 matches similar to: "New data source - now how do we build an R interface?"
2008 Mar 17
4
How does one do simple string concatenation?
How does one convert objects c("a","b","c") and "d" into "abcd"?
> paste(c("a","b","c"), "d")
of course yields
[1] "a d" "b d" "c d"
--
Ajay Shah http://www.mayin.org/ajayshah
ajayshah at mayin.org
2008 Mar 18
3
Puzzled at generating combinations
I have two data frames. Suppose the first has rows
r1
r2
r3
and the second has rows
R1
R2
R3
I'd like to generate the data frame:
r1 R1
r1 R2
r1 R3
r2 R1
r2 R2
r2 R3
r3 R1
r3 R2
r3 R3
How would I go about doing this? I'm sure there's a clean way to do it
but I find myself thinking in loops.
--
Ajay Shah
2008 Mar 07
4
Reading microsoft .xls format and openoffice OpenDocument files
1. I have used gdata::read.xls() with much happiness. But every now
and then it breaks. I have not, as yet, been able to construct a
mental model about the class of .xls files for which it works. Does
someone have a simple rule for predicting the circumstances under
which it will work?
2. Just like there is a read.xls(), it'd be great if we have a
read.ods() which directly
2006 Jan 22
6
Making a markov transition matrix
Folks,
I am holding a dataset where firms are observed for a fixed (and
small) set of years. The data is in "long" format - one record for one
firm for one point in time. A state variable is observed (a factor).
I wish to make a markov transition matrix about the time-series
evolution of that state variable. The code below does this. But it's
hardcoded to the specific years that I
2006 Mar 06
3
Interleaving elements of two vectors?
Suppose one has
x <- c(1, 2, 7, 9, 14)
y <- c(71, 72, 77)
How would one write an R function which alternates between elements of
one vector and the next? In other words, one wants
z <- c(x[1], y[1], x[2], y[2], x[3], y[3], x[4], y[4], x[5], y[5])
I couldn't think of a clever and general way to write this. I am aware
of gdata::interleave() but it deals
2006 Jan 26
2
Prediction when using orthogonal polynomials in regression
Folks,
I'm doing fine with using orthogonal polynomials in a regression context:
# We will deal with noisy data from the d.g.p. y = sin(x) + e
x <- seq(0, 3.141592654, length.out=20)
y <- sin(x) + 0.1*rnorm(10)
d <- lm(y ~ poly(x, 4))
plot(x, y, type="l"); lines(x, d$fitted.values, col="blue") # Fits great!
all.equal(as.numeric(d$coefficients[1] + m
2008 Oct 15
2
"Heuristic optimisation"?
I wondered was people on this list felt about this article:
http://www.voxeu.org/index.php?q=node/2363
which talks about the problems of obtaining sound answers in numerical
optimisation in settings such as MLE or NLS.
--
Ajay Shah http://www.mayin.org/ajayshah
ajayshah at mayin.org http://ajayshahblog.blogspot.com
<*(:-? -
2009 Oct 17
2
How do I access with the name of a (passed) function
How would I do something like this:
f <- function(x, g) {
s <- as.character(g) # THIS DOES NOT WORK
sprintf("The %s of x is %.0f\n", s, g(x))
}
f(c(2,3,4), "median")
f(c(2,3,4), "mean")
and get the results
"The median of x is 3"
"The mean of x is 3"
--
Ajay Shah
2009 May 14
2
How to do a pretty panel plot?
The pretty picture that I saw at:
http://chartsgraphs.wordpress.com/2009/02/09/r-panel-chart-beats-excel-chart/#more-1096
inspired me to try something similar. The code that I wrote is:
------snipsnip---------------------------------------------------------------------
M <- structure(list(date = structure(c(13634, 13665, 13695, 13726,
13757, 13787, 13818, 13848, 13879, 13910, 13939, 13970,
2009 Mar 15
1
cbind(NULL,zoo.object)?
Folks,
I often build up R objects starting from NULL and then repeatedly
using rbind() or cbind(). This yields code like:
a <- NULL
for () {
onerow <- craft one more row
a <- rbind(a, onerow)
}
This works because rbind() and cbind() are forgiving when presented
with a NULL arg: they act like nothing happened, and you get
all.equal(x,rbind(NULL,x)) or all.equal(x,cbind(NULL,x)).
2007 Dec 19
1
Code for articles in R news?
I went to the article on np in R news 7/2 (October 2007). What's the
general technique to get the source code associated with the article
as a .R file that I can play with?
--
Ajay Shah http://www.mayin.org/ajayshah
ajayshah at mayin.org http://ajayshahblog.blogspot.com
<*(:-? - wizard who doesn't know the answer.
2008 Dec 26
1
Question about regression without an intercept
Consider this code fragment:
---------------------------------------------------------------------------
set.seed(42)
x <- runif(20)
y <- 2 + 3*x + rnorm(20)
m1 <- lm(y ~ x)
m2 <- lm(y ~ -1 + x)
summary(m1)
summary(m2)
cor(y, fitted.values(m1))^2
cor(y, fitted.values(m2))^2
---------------------------------------------------------------------------
m1 is the
2007 Jul 18
2
maximum likelihood estimation
Hello!
I need to perform maximum likelihood estimation on R, but I am not sure
which command to use. I searched on google, and found an example using the
function mlogl, but I couldn't find the package on R. Is there such
function? Or how should i perform my mle?
Thank you very much.
--
View this message in context:
2007 Oct 09
3
How do I obtain the design matrix of an lm()?
I am using the clever formula notation of R to first do an OLS. E.g. I
say
m <- lm(y ~ x + f)
where f is a factor, and R automatically constructs the dummy
variables. Very nice.
I need to then go on to do some other ML estimation using the same
design matrix that's used for the OLS. I could, of course, do this
manually. But it seems that lm() has done all this hard work. I wonder
if
2007 Aug 31
2
Bugreport on integration of Sweave and latex beamer
I think I have isolated a problem with integration between Sweave and beamer.
Could you please see the file:
http://www.mayin.org/ajayshah/tmp/bugdemo.Rnw
Unfortunately, it uses some of my internal libraries, so you can't run
it. When I put it through Sweave, I get:
http://www.mayin.org/ajayshah/tmp/bugdemo.tex
which is, of course, a generic latex file which you can read and
2009 Jan 03
2
R badly lags matlab on performance?
Here's a small R program:
---------------------------------------------------------------------------
a <- rep(1,10000000)
system.time(a <- a + 1)
system.time(for (i in 1:10000000) {a[i] <- a[i] + 1})
---------------------------------------------------------------------------
and here's its matlab version:
2006 Jan 19
2
Tobit estimation?
Folks,
Based on
http://www.biostat.wustl.edu/archives/html/s-news/1999-06/msg00125.html
I thought I should experiment with using survreg() to estimate tobit
models.
I start by simulating a data frame with 100 observations from a tobit model
> x1 <- runif(100)
> x2 <- runif(100)*3
> ystar <- 2 + 3*x1 - 4*x2 + rnorm(100)*2
> y <- ystar
> censored <- ystar <= 0
2004 Mar 01
6
Find out the day of week for a chron object?
I know that this is correct:
library(chron)
x = dates("01-03-04", format="d-m-y", out.format="day mon year")
print(x)
It gives me the string "01 Mar 2004" which is correct.
I also know that I can say:
print(day.of.week(3,1,2004))
in which case he says 1, for today is monday.
My question is: How do I combine these two!? :-) I have a
2009 Nov 04
1
Sequential MLE on time series with rolling window
Hi,
Assuming I have a time series on which I will perform rolling-window
MLE. In other words, if I stand at time t, I'm using points t-L+1 to t
for my MLE estimate of parameters at time t (here L is my rolling
window width). Next, at t+1, I'll do the same.
My question is that is there anyway to avoid performing MLE each time
like does the above. My impression is that rolling from point t
2004 Feb 19
6
R for economists (was: Almost Ideal Demand System)
Hi,
I did not find any web page about using R in economics and econometrics so
far. However, this does not mean that there is none (searching with google
for "R" and "economics" gives many pages about economics and a name like
Firstname R. Lastname on it ;-)).
Does anybody in the list does know such a web page?
If not, I will be happy if you, Ajay, could build and