search for: 0.50

Displaying 20 results from an estimated 507 matches for "0.50".

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2013 Jun 15
0
Calculate days with R
Hi, May be this helps: dat1<- read.table(text=" pbnr??????? dat? dep? dys? sop? ago? mis age female 1 10023 1994-02-21 0.75 1.00 0.50 0.50 0.75? 35????? 1 2 10023 1994-05-25 0.75 1.00 0.50 0.50 0.75? 35????? 1 3 10028 1994-02-01 2.00 1.75 3.00 0.50 1.50? 42????? 1 4 10028 1999-01-15 1.25 0.75 2.25 0.50 0.25? 42????? 1 5 10053 1994-03-16 2.50 0.75 1.25 0.50 1.25? 22????? 1 6 10053
2010 Jul 20
2
Problem with command apply
I try to utilize some operations on rows in a matrix using command 'apply' but find a problem. First I write a simple function to normalize a vector (ignore error handling) as follows: normalize = function( v ) { return( ( v-min(v) ) / ( max(v) - min(v) ) ) } The function works fine for a vector: > normalize( 1:5 ) [1] 0.00 0.25 0.50 0.75 1.00 Then I generate a matrix: > a =
2013 Jun 15
2
quick Help needed
Hi, i am new to this forum and not sure how it works, I am trying to do deskriptive descripe my data in terms of gender: head(scltotal) pbnr dat dep dys sop ago mis age female messpunkt2 messpunkt1 tage eintrittsjahr 1 10023 1994-02-21 0.75 1.00 0.50 0.50 0.75 35 1 8817 8817 0 1994 2 10023 1994-05-25 0.75 1.00 0.50 0.50 0.75 35 1 8910 8817
2005 Jun 17
4
3D Scatter Plot
Hello: I would like to be able to do a 3D scatter plot from 3 variables, 2 independent and 1 dependent. The closest R function I could find for this is "cloud". However cloud uses, as input, a matrix where the value of each matrix element is the dependent variable value at that matrix coordinate. My problem is that the independent variable values are floating point and can be of
2016 May 25
1
Slow RAID Check/high %iowait during check after updgrade from CentOS 6.5 -> CentOS 7.2
On 2016-05-25 19:13, Kelly Lesperance wrote: > Hdparm didn?t get far: > > [root at r1k1 ~] # hdparm -tT /dev/sda > > /dev/sda: > Timing cached reads: Alarm clock > [root at r1k1 ~] # Hi Kelly, Try running 'iostat -xdmc 1'. Look for a single drive that has substantially greater await than ~10msec. If all the drives except one are taking 6-8msec, but one is very
2006 Aug 11
1
x tick labels - sparse?
Hi, I'm stuck on creating a plot with x tick labels for every Nth tick mark - how is that done? I don't see a simple solution to this in help(plot) or help(par) and what I've tried is not working, eg, the following does not work, although it seems intuitive to me that it should work: x <- seq(-100,1000,25) y <- x * x % find all the x values that are multiples of 100 tmp <-
2011 Nov 08
2
Sorting Panel Data by Time
I have panel data in the following form: TIME X1 S1 1 1 0.99 1 2 0.50 1 3 0.01 2 3 0.99 2 1 0.99 2 2 0.25 3 3 0.75 3 2 0.50 3 1 0.25 ... ... ...... And desire a new vector of observations in which one column (S1 above) is sorted for each second from least to largest. That
2008 Oct 15
1
MLE Constraints
Dears, I'm trying to find the parameters (a,b, ... l) that optimize the function (Model) described below. 1) How can I set some constraints with MLE2 function? I want to set p1>0, p2>0, p3>0, p1>p3. 2) The code is giving the following warning. Warning: optimization did not converge (code 1) How can I solve this problem? Can someone help me? M <- 14 Y = c(0, 1, 0, 0, 0,
2008 Oct 01
1
Please help me to produce smoothed contour plots
Please help me to produce smoothed contour plots. I have dependent data generated at regular intervals of two independent variables and would like to produce smoothed contour plots - I cannot get interp (alima) to produce cubic interpolations of the data, only linear ones. I'm interested in smoothing as the data generation process is stochastic and produces small variations which I'd
2003 Nov 11
1
cor
Greetings: It would seem to me that the three arguments "a", "c" and "p" ought to produce the same result with a data frame that doesn't have any missing data which is not the case. What am I doing wrong or what don't I understand? > tmp <- data.frame(vol,con,mot,esp,pri,sec) > tmp vol con mot esp pri sec 1 1.00 120 90 78 21 1 2 0.50
2002 Mar 25
2
Extreme value distributions (Long.)
This may not actually be an R/Splus problem, but it started off that way ..... ===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+=== Executive summary: ================== Simulations involving extreme value distributions seem to ``work'' when the underlying distribution is exponential(1) or exponential(2) == chi-squared_2, but NOT when the underlying distribution is
1997 Aug 05
3
R-alpha: Version 0.50-a1 patches
A set of patches for R-0.50-a1 is now available as ftp://stat.auckland.ac.nz/pub/R/R-0.50-a1.patch1.gz The patches mainly fix problems reported since R-0.50-a1 but some older problems are also fixed. Here is the list of changes. Ross o Many subsetting and mutation problems with the new "expression" type have now been fixed. o When ask=T is set in par() the user is instructed
1997 Aug 13
2
R-beta: patches
I've loaded R-0.50-a1 but when I try to apply the patches it cannot find the files to apply patches to. [9] gilp/R0.50 : patch <R-0.50-a1.patch1 Looks like a new-style context diff. File to patch: [10] gilp/R0.50 : [10] gilp/R0.50 : [10] gilp/R0.50 : cd R-0.50-a1 [11] gilp/R0.50/R-0.50-a1 : ls CHANGES RESOURCES configure.mac* COPYING TASKS configure.win* COPYRIGHTS TASKS.OLD
2010 Feb 18
0
CESA-2010:0113 Critical CentOS 3 x86_64 seamonkey - security update
CentOS Errata and Security Advisory CESA-2010:0113 seamonkey security update for CentOS 3 x86_64: https://rhn.redhat.com/errata/RHSA-2010-0113.html The following updated file has been uploaded and is currently syncing to the mirrors: x86_64: updates/x86_64/RPMS/seamonkey-1.0.9-0.50.el3.centos3.i386.rpm updates/x86_64/RPMS/seamonkey-1.0.9-0.50.el3.centos3.x86_64.rpm
2002 Aug 30
2
postscript() problem
Hi R-users, I am using "postscript("xx.eps", horizontal=FALSE, onefile=FALSE, height=6, width=10, pointsize=10)" and "barplot(xx.dat)" in R to produce EPS graphics for LATeX document. When checking the graphics with "gv" I see that it was not produced with full details. The main graphic is there, but axes labels and titles are missing. While checking the
2008 Oct 01
0
cubic bivariate interpolation on regular grid
Please help me to produce smoothed contour plots. I have dependent data generated at regular intervals of two independent variables and would like to produce smoothed contour plots - I cannot get interp (alima) to produce cubic interpolations of the data, only linear ones. I'm interested in smoothing as the data generation process is stochastic and produces small variations which I'd
2010 Feb 18
0
CESA-2010:0113 Critical CentOS 3 i386 seamonkey - security update
CentOS Errata and Security Advisory CESA-2010:0113 seamonkey security update for CentOS 3 i386: https://rhn.redhat.com/errata/RHSA-2010-0113.html The following updated file has been uploaded and is currently syncing to the mirrors: i386: updates/i386/RPMS/seamonkey-1.0.9-0.50.el3.centos3.i386.rpm updates/i386/RPMS/seamonkey-chat-1.0.9-0.50.el3.centos3.i386.rpm
2013 Mar 06
3
About basic logical operators
Hello everyone,           I have a basic question regarding logical operators. > x<-seq(-1,1,by=0.02) > x   [1] -1.00 -0.98 -0.96 -0.94 -0.92 -0.90 -0.88 -0.86 -0.84 -0.82 -0.80 -0.78  [13] -0.76 -0.74 -0.72 -0.70 -0.68 -0.66 -0.64 -0.62 -0.60 -0.58 -0.56 -0.54  [25] -0.52 -0.50 -0.48 -0.46 -0.44 -0.42 -0.40 -0.38 -0.36 -0.34 -0.32 -0.30  [37] -0.28 -0.26 -0.24 -0.22 -0.20 -0.18 -0.16
2008 Jan 28
2
matrix creation
Hello, I am trying to create multiple matrices (to run a PVA) but can't import all of them from a .csv without the numbers treated as labels and not factors. I can enter the matrix slowly: Site05_96 <- matrix(c(0.07,0,0.03,0.00,NA,0.00, 0.09,0.166666667,0.31,0.42,NA,0.00, 0.00,0,0.00,0.00,NA,0.00, 0.00,0,0.00,0.00,NA,0.00,
2010 Jun 30
3
Embed function strips out date index
Hi, I'm having especially hard time today and couldn't find any clue/answer through the internet. ?I hope you can help. I'm in a process of writing a script to estimate error correction model, and I was following an example in Bernhard Pfaff's Analysis of Integrated and Cointegrated Time Series with R. ?I have the following price data: > head(series,15) ?? ? ? ? ? PX_SETTLE