search for: d2006

...2007", "2006", "2005"), 6), z = rep(c("a", "b", "c", "d", "e", "f"), e = 3)) ex3 <- merge(ex, ex2, by=c("v2","z")) D2007 <- ex3[ex3$z=="d" & ex3$v2==2007, ] D2006 <- ex3[ex3$z=="d" & ex3$v2==2006, ] C2007 <- ex3[ex3$z=="c" & ex3$v2==2007, ] quantile(D2007$v1, probs = c(0.05, 0.95)) quantile(D2006$v1, probs = c(0.05, 0.95)) quantile(C2007$v1, probs = c(0.05, 0.95)) bwplot(v2 ~ v1 | z, data = ex3, layout=c(3,2), X = ex3$v1b,...

...NA NA 207 NA NA ... $ D2001 : num 68.1 NA 198.3 NA NA ... $ D2002 : num NA NA 186 NA NA ... $ D2003 : num 67.6 NA 148.8 NA NA ... $ D2004 : num 68.8 NA 143.7 NA NA ... $ D2005 : num NA NA 163 NA NA ... $ D2006 : num NA NA 189 NA NA ... $ D2007 : num NA NA NA 14 1.91 ... How do I transform this into something that I can make a time-series of? Sincerely, Gabriel Bergin gabriel@bergin.se [[alternative HTML version deleted]]

can any one please tell me how can I Compute the covariance matrix of (Y) which is 5 variables .. without using a built-in function?????? 2) how (cov) works ( I need to get the details for this function ??? -- View this message in context: http://r.789695.n4.nabble.com/covariance-tp4398242p4398242.html Sent from the R help mailing list archive at Nabble.com.

I hope I'm not beating a dead horse here, but we recently started evaluating xapian and Xapwrap (python wrapper around it) for our project and I've been quickly trying to soak up a lot of the docs and concepts, so I hope I can explain my question clearly. We have a use case where we must return the first 50 most recent documents that match our query. We don't want the first 50

...the R API from it. We didn't do the opposite, namely link the R.dll from a standalone Delphi application. This project does - of course - in no way promote the widespread use of pascal code within R, it's about special cases, particulary on the windows platform. The port has been done with D2006 and has been tested on D6 also. It probably won't run on <= D5 (e.g. varargs) and we didn't try with FreePascal either. A final word about testing. The demos run fine (on R2.2.1 and 2.3.alpha), but for the other (majority) part of the code, the only thing we know is, that it compiles......

...2007", "2006", "2005"), 6), z = rep(c("a", "b", "c", "d", "e", "f"), e = 3)) ex3 <- merge(ex, ex2, by=c("v2","z")) D2007 <- ex3[ex3$z=="d" & ex3$v2==2007, ] D2006 <- ex3[ex3$z=="d" & ex3$v2==2006, ] C2007 <- ex3[ex3$z=="c" & ex3$v2==2007, ] quantile(D2007$v1, probs = c(0.05, 0.95)) quantile(D2006$v1, probs = c(0.05, 0.95)) quantile(C2007$v1, probs = c(0.05, 0.95)) bwplot(v2 ~ v1 | z, data = ex3, layout=c(3,2), X = ex3$v1b,...