search for: cvars

I have a dataframe called cvar, with two variables (among many others) called MSA and ACTUP. Both are numeric. This was working fine. Then I found out that for two MSAs, ACTUP should be 1, not 0. so I tried cvar$ACTUP[cvar$MSA == 6840] <- 1 cvar$ACTUP[cvar$MSA == 5360] <- 1 but when I try table(cvar$MSA, cvar$ACTUP) the level of ACTUP for those two MSAs has not changed, and is still

# Hi all, # consider the following code (please, run it: # it's fully working and requires just few minutes # to finish): require(CreditMetrics) require(clusterGeneration) install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org", getOption("repos"))) install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org",

...nd of processing using a loop? I tried defining a vector to hold the names for the "c variables" (e.g. c1,c2, ... cn) and creating new variables in a loop using code like: avars<-c("a1","a2","a3") bvars<-c("b1","b2","b3") cvars<-c("c1","c2","c3") for(i in 1:3){ df$cvars[i]<-df$avars[i]/df$bvars[i] } But the variable references don't resolve properly with this particular syntax. Any help would be much appreciated. Cheers. [[alternative HTML version deleted]]

Hi List, Merlin Magix hardware v02 I'm trying to get asterisk to act as a voicemail server for a lucent merlin magix PBX that we purchased used. We have 4 FXO channels between the two PBXs on a Sangoma A200 card. The 770 dialgroup is working properly, in that calls to 770 are answered by Asterisk. The magix is sending mode codes in the format #XX#XXX#, where the 2nd block of digits

When I try citypro <- sas.get('c:/ndri/cvar/data', member = 'citypro2') I get the following errors and warnings: 'sas' is not recognized as an internal or external command, operable program or batch file. 'less' is not recognized as an internal or external command, operable program or batch file. Error in sas.get("c:/ndri/cvar/data", member =

Hello, Is there any way we convert SAS dataset into R dataset? Kindest Regards, Peppy Adi-Purnomo ------ Peppy Adi-Purnomo Energy Market Analyst Energy Link Ltd Dunedin - New Zealand Ph.: +64 3 479 2475 Fax: +64 3 477 8424 Email: s.adi.purnomo at energylink.co.nz www.EnergyLink.co.nz -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

I have a dataset with 4 years of students, and normally I want to estimate things using each individual year, so I have a for loop as follows for (i in 1:4){} However, the only way I know how to calculate estimates using all four years of data is to put the estimations outside of the loop. Is there anyway to make a for loop that uses all four years at once, then uses each individual year?

Hello again I have a file from SPSS in .sav format. when I run library(foreign) cvar<-as.data.frame(read.spss("c:\\NDRI\\cvar\\data\\cvar2rev3.sav")) I get a warning Warning message: c:\NDRI\cvar\data\cvar2rev3.sav: Compression bias (0) is not the usual value of 100. The data appear to be OK, but I am concerned. (I tried searching the archives and the documenation for data

Hi Folks, Thanks to several people's suggestions and clarifications, I think I have implemented a function which computes the conditional mean and covariance matrix of a subset of the dimensions of an MV-normal variable, given the values on the other dimensions (these conditioning value can be presented as a matrix, to deal with several cases at once). The code is below, for anyone who would

I used garchFit function to fit 1600 observations of EURO/USD 2-day returns in GARCH(1,1) model. As part of the summary I got warning message: NaNs produced in: sqrt(diag(fit$cvar)) And didn't get any estimates for 3 params' std.error, t value or probability: Error Analysis: Estimate Std. Error t value Pr(>|t|) mu -0.004827 0.020141 -0.240 0.811 ar1 0.010311

Dear R group, since I do only have a moderately fast MacBook and I would like to get my results faster than within 72h per run ( :-((( ), I tried Amazon AWS, which offers pretty fast computers via remote access. I don't want to post any code because its several hundreds lines of code, I am not looking for the "optimal" answer, but maybe some suggestions from you if faced similar

Full_Name: Ed Borasky Version: 1.8.1 OS: Windows XP Professional Submission from: (NULL) (208.252.96.195) R 1.8.1 seems to be running into a memory allocation problem in the "aggregate" function. I have a rather large dataset (14 columns by 223,000 rows -- almost 40 megabytes) and a script that performs some processing on it. The system is a 768 MB Pentium 4. Here's the console

Dear list-member, I am currently developing a package with S4 classes. The NAMESPACE and DESCRIPTION is printed below. Within this package I have set a method "residuals" for two classes. In version 2.8.1 these two are reported whereas in R-Devel (2009-01-28 r47766). What have I missed? What has changed and how can I rectify the issue? Your help and pointers are welcome. For 2.8.1:

Hi R users,   Thanks in advance.   I am using R 2.12.0 on Windows XP.   My objective is to construct algorithms for High Frequency Trading.   May I request you to provide me information such as packages or tools please.   Thank you very much for the time you have given.   Regards,   Deb   [[alternative HTML version deleted]]

...ould sum to 100 over the complete table. One further modification would be needed in order to use percentages in ftable.formula. Line 42 of ftable.formula, where ftable is called if (inherits(edata, "ftable") is true would have to be changed to ftable(data, row.vars = rvars, col.vars = cvars, ...) The ... argument would have to be added to pass pcnt= to ftable.default. These seem to me to be minor changes that would add a useful functionality to R. (Unless of course Guru[k] already has something much more sophisticated in the pipeline). Would it be a problem to implement this in futu...

...egister EDI not in topmost frame>, pBlk=" ", pTD=<is not available>, ref_lookup=(nil)) [/usr/src/redhat/BUILD/wine-1.1.24/dlls/oleaut32/typelib.c:3209] in oleaut32 (0x0033ed80) 2 0x6d559ace SLTG_DoVars+0x13e(pBlk=" ", pFirstItem=<is not available>, pTI=0xa45100, cVars=10, pNameTable="IShellLinkA", ref_lookup=(nil)) [/usr/src/redhat/BUILD/wine-1.1.24/dlls/oleaut32/typelib.c:3393] in oleaut32 (0x0033ef10) 3 0x6d5625a9 ITypeLib2_Constructor_SLTG+0x6d9(pLib=0x340000, dwTLBLength=<is not available>) [/usr/src/redhat/BUILD/wine-1.1.24/dlls/oleaut32/t...

Your message doesn't help us very much. You haven't said what kind of calculation it is you want to do, and that certainly matters. For example, for some kinds of computations the solution you started below would work fine: > M <- matrix(1:16, 4, 4) > is.na(diag(M)) <- TRUE > M [,1] [,2] [,3] [,4] [1,] NA 5 9 13 [2,] 2 NA 10 14 [3,] 3 7 NA

Commit-ID: 5dcca37d55b772e13d6d56eac9a7b733e69e99d2 Gitweb: http://git.kernel.org/?p=libs/klibc/klibc.git;a=commit;h=5dcca37d55b772e13d6d56eac9a7b733e69e99d2 Author: Herbert Xu <herbert at gondor.apana.org.au> AuthorDate: Fri, 9 Mar 2018 00:14:02 +0800 Committer: Ben Hutchings <ben at decadent.org.uk> CommitDate: Fri, 25 Jan 2019 02:57:21 +0000 [klibc] parser: Add syntax

Commit-ID: ef6ed3c138aaf680ff3e4e0d7fbad6d2c61fb7d0 Gitweb: http://git.kernel.org/?p=libs/klibc/klibc.git;a=commit;h=ef6ed3c138aaf680ff3e4e0d7fbad6d2c61fb7d0 Author: Herbert Xu <herbert at gondor.apana.org.au> AuthorDate: Fri, 9 Mar 2018 00:14:02 +0800 Committer: Ben Hutchings <ben at decadent.org.uk> CommitDate: Sat, 28 Mar 2020 21:42:54 +0000 [klibc] dash: parser: Add

Hi I'm trying to implement something similar to the following R snippet using C. I seem to have hit the wall on accessing class slots using C. library(fPortfolio) lppData <- 100 * LPP2005.RET[, 1:6] ewSpec <- portfolioSpec() nAssets <- ncol(lppData) setWeights(ewSpec) <- rep(1/nAssets, times = nAssets) ewPortfolio <- feasiblePortfolio( data = lppData, spec = ewSpec,