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...bcd"? > 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 http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...know how we might approach this? Am I correct in thinking that our goal is reading OpenDocument files (http://en.wikipedia.org/wiki/OpenDocument) ? -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...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 http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...,5,.5) We know that the predicted values should be roughly sin(xnew). What I don't know is: how do I use the object `d' to make predictions for xnew? -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...think of a clever and general way to write this. I am aware of gdata::interleave() but it deals with interleaving rows of a data frame, not elems of vectors. -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...# This is a bad method because it is hardcoded to the specific values # of "year". markov <- table(destination$prev.state, destination$new.state) -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...Dates and the axis labelling doesn't get that. How do I set about making a pretty panel plot of these two series, both of which share a common time axis? -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...cle 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.

...le URLs which can then be wget. There's some javascript going on that I'm not understanding. Perhaps someone on the mailing list can think about this? -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...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 <*(:-? - wizard who doesn't know the answer.

...} 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 http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...to this. I would greatly appreciate some help in understanding this, and (more generally) in interpreting the R2 of regressions where the intercept is absent. -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...s = "zoo") : Index vectors are of different classes: integer Date Is there an easy workaround; or am I deeply confused; is there a way out? :-) -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...I could, of course, do this manually. But it seems that lm() has done all this hard work. I wonder if there's a way to ask him nicely so as to get it. :-) -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...ment on the Indian stock market. Lots of firms have zero foreign investment. But many do have foreign investment. I thought this is a natural tobit situation. -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

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:

See http://mayin.nfshost.com/ajayshah/KB/R/documents/mle/mle.html -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

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

...imevar="year", idvar="name", statevar="state") # The new and improved way -- library(msm) statetable.msm(state, name, data=raw) -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.

...d that it should be symmetric about 0. What am I missing? As an aside, how would you set about using tsboot() to obtain inference for this AR(1) coefficient? -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer.