search for: considine

Hello, I am interested in looking at the dataset used by Stock and Watson in their "Macroeconomic Forecasting Using Diffusion Indexes (J. of Business and Econ. Statistics, April 2002, pp158-161) or the set used by D'Agostino and Giannone "Comparing Alternative Predictors [...]"(October 2006) in R. Does anyone know if the R-code to retrieve these series from FRED (as

...bed parts of the examples from the \texttt{kruskal.test} help page into a \LaTeX{} document: <<>>= data(airquality) library(ctest) kruskal.test(Ozone~Month , data = airquality ) @ \end{sideways} \end{document} ...which I Sweave with: > Sweave("C:\\Documents and Settings\\John Considine\\test.Rnw") ...producing: \documentclass[a4paper]{article} \usepackage{Sweave} \usepackage{isorot} \rotdriver{dvips} \clockwise \title{Sweave Example 1} \author{apologies to Friedrich Leisch } \begin{document} \maketitle \begin{sideways} In this example we embed parts of the examples from the...

Hi, Can anyone point me to an implementation in R of the oracle approximating shrinkage technique for covariance matrices? Rseek, Google, etc. aren't turning anything up for me. Thanks in advance, Matt Considine

Dear All, I wonderif there is a simple way to draw a regression line in the xyplot: more specifically, let: age <- c(20:30, 31:40 ) age.cut <- cut(age, breaks = 2 ) y<- rnorm(20) x <- rnorm(20,4,1) xyplot(y ~ x| age.cut, xlab="x", ylab="y") How to draw (in the plot given by xyplot) the two regression lines (y ~ x) corresponding to the two category

Hi, I am trying to work with the output of the MINE analysis routine found at http://www.exploredata.net Specifically, I am trying to read the results into a matrix (ideally an n x n x 6 matrix, but I'll settle right now for getting one column into a matrix.) The problem I have is not knowing how to take what amounts to being one half of a symmetric matrix - excluding the diagonal -

I have been trying to open data that I have saved in an excel spread sheet. I saved it as a csv. Then I tried using the read.csv command. However, everytime I do this-- diseasedat<-read.csv("M:/sloan/R/disease/disease.csv", sep=, header = TRUE, fill= TRUE)-- I get an error message: Error in file(file, "r") : unable to open connection In addition: Warning message:

I've benefited from this list with input on how to build up a symmetrical matrix. The purpose of that query was to work with the output from the MINE routine posted at www.exploredata.net To the extent it helps others, here is the script that I was working on an which turns a given MINE output column (in the case below, the third column corresponding to "MIC") into a matrix.