search for: andreas_wittmann

Dear R useRs, with the following piece of code i try to find the first value which can be calculated without warnings `test` <- function(a) { repeat { ## hide warnings suppressWarnings(log(a)) if (exists("last.warning", envir = .GlobalEnv)) { a <- a + 0.1 ## clear existing warnings rm("last.warning", envir = .GlobalEnv) }

Dear R-users, i have a simple problem maybe, but i don't see the solution. i want to find the entry-wise closest element of an vector compared with another. ind1<-c(1,4,10) ind2<-c(3,5,11) for (i in length(ind2):1) { print(which.min(abs(ind1-ind2[i]))) } for ind2[3] it should be ind1[3] 10, for ind2[2] it should be ind1[2] 4 and for ind2[1] it should be ind1[1] 1. but with the

Dear R users, i try to integrate lgamma from 0 to Inf. But here i get the message "roundoff error is detected in the extrapolation table", if i use 1.0e120 instead of Inf the computation works, but this is against the suggestion of integrates help information to use Inf explicitly. Using stirlings approximation doesnt bring the solution too. ## Stirlings approximation lgammaApprox

Dear R useRs, yesterday i updated my system from ubuntu 8.04 to 8.10. I use emacs- snapshot, this is emacs 23.0.60.1 and ess 5.3.8. Before the update i had when starting emacs with an R file an ess-toolbar with little icons to start R or to evaluate a line or a region of my R file, but no this toolbar is lost and i don't know how to get it again. I tried a lot of changes in the ess options

Dear R-users, after trying and searching a long time i have the following question. is it possible to replace to following double loop by some apply calls? ####################################################################### m1 <- data.frame(v1=factor(letters[1:5]), v2=factor(letters[2:6]), v3=factor(letters[3:7])) m2 <-

Dear R-users, i try to solve to following linear programm in R 0 * x_1 + 2/3 * x_2 + 1/3 * x_3 + 1/3 * x_4 = 0.3 x_1 + x_2 + x_3 + x_4 = 1 x_1, x_2, x_3, x_4 > 0, x_1, x_2, x_3, x_4 < 1 as you can see i have no objective function here besides that i use the following code. library(lpSolve) f.obj<-c(1,1,1,1) f.con<-matrix(c(0,2/3,1/3,1/3, 1,1,1,1,

Dear R-users, actually i try to parse some state protocols for my work. i an easy stetting the code below works fine, if states are reached only once. in harder settings it could be possible that one state gets visited more times. in this case for me its interesting to see how much waiting time lies between to states on the whole. by the way i didn't use R as a parsing tool so far, so

...z.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ------------------------------ Message: 59 Date: Fri, 10 Dec 2010 20:07:40 +0100 From: Andreas Wittmann <andreas_wittmann at gmx.de> To: r-help <r-help at r-project.org> Subject: [R] survival package - calculating probability to survive a given time Message-ID: <4D027A7C.2020804 at gmx.de> Content-Type: text/plain; charset=ISO-8859-1; format=flowed Dear R users, i try to calculate the probabilty to s...

Dear R useRs, A new package 'CreditMetrics' is now available on CRAN. It is mainly a set of functions for computing the CreditMetrics risk model. This is the first version of the package and it is also my first try to build a package for R. The canonical reference is: Glasserman, Paul, Monte Carlo Methods in Financial Engineering, Springer 2004 Suggestions, bug reports and other

Dear R useRs, A new package 'Reliability' is now available on CRAN. It is mainly a set of functions functions for estimating parameters in software reliability models. Only infinite failure models are implemented so far. This is the first version of the package. The canonical reference is: J.D. Musa, A. Iannino, and K. Okumoto. Software Reliability: Measurement, Prediction,

Hi everybody, i'm working on the next version of the CreditMetrics package. So i have the question, are there any functions or packages which have have the functionality to calculate dates with a certain day count convention like act/360 or 30/360? Intensive search in the r-help archive or in the manuals did not bring any solution. thanks everybody for some help. best regards Andreas

Dear R useRs, i wanted to ask if the folded normal destribution (Y = abs(X) with X normal distributed) with density and random number generator is implemented in R or in any R-related package so far? Maybe i can use the non-central chi-square distribution and rchisq(n, df=1, ncp>0) here? Thanks and best regards Andreas

Dear R-users, i try to generate missing values in a matrix X according to a given missingnes pattern R with the probabilities p per row. X<-matrix(rnorm(3*100),ncol=3) ## indicator matrix for missingnes (1 observed, 0 missing) R<-matrix(c(1,1,1, 0,0,1, 1,1,0, 0,1,1),ncol=3,byrow=TRUE) ## probabilities for row 1, row 2, row 3 and row 4

Dear R users, i try to calculate the probabilty to survive a given time by using the estimated survival curve by kaplan meier. What is the right way to do that? as far as is see i cannot use the predict-methods from the survival package? library(survival) set.seed(1) time <- cumsum(rexp(1000)/10) status <- rbinom(1000, 1, 0.5) ## kaplan meier estimates fit <- survfit(Surv(time,

Hi all, i'm currently working on a creditmetrics package which includes functions for computing the credit risk model creditmetrics. I guess it would be finished in a few days. My question now is, does there exist some review process before sending it to ctan or is it reviewed after having sended it? best regards Andreas -- NEU: Jetzt bis zu 16.000 kBit/s! http://www.gmx.net/de/go/dsl

Dear R useRs, i try to integrate the following function for many values "integrand" <- function(z) { return(z * z) } i do this with a for-loop for(i in 2:4) { z <- integrate(integrand, i-1, i)$value cat("z", z, "\n") } to speed up the computation for many values i tried vectors in integrate to do this. vec1<-1:3 vec2<-2:4

Hi R-useRs, after having read http://tolstoy.newcastle.edu.au/R/help/05/07/8498.html with the same topic but five years older. the solution for a contr.sum with names for factor levels for R version 2.10.1 will be to comment out the following line #colnames(cont) <- NULL in contr.sum i guess? by the way, with contrasts=FALSE colnames are set, so i don't know what the aim is to avoid

Dear R useRs, on ubuntu 8.04 i try to create a shared object out of a c-file this is // add.c #include <Rinternals.h> SEXP addiere(SEXP a, SEXP b) { int i, n; n = length(a); for (i = 0; i < n; i++) REAL(a)[i] += REAL(b)[i]; return(a); } in terminal i type R CMD SHLIB add.c and get gcc -std=gnu99 -shared -o add.so add.o -L/usr/lib/R/lib -lR add.o: file not recognized:

Dear R-users, i try to recode a factor according to old levels F <- factor(sample(c(rep("A", 4), rep("B",2), rep("C",5)))) recode(F, "levels(F)[c(1,3)]='X'; else='Y'") i tried to work with eval or expression around levels(F)[c(1,3)], but nothing seems to work. Many thanks if anyone could tell me what i've missed and what's

Dear R users, i would like to transform the following function from R-code to C-code and call it from R in order to speed up the computation because in my other functions this function is called many times. `dgcpois` <- function(z, lambda1, lambda2) { `f1` <- function(alpha, lambda1, lambda2) return(exp(log(lambda1) * (alpha - 1) - lambda2 * lgamma(alpha))) `f2` <-