search for: dipankar

Displaying 8 results from an estimated 8 matches for "dipankar".

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2009 Mar 03
4
scatter plot question
...a scatter plot of "x" versus "rho" but for each point on the scatter plot I want the corresponding entry for "id" instead of points. In STATA I can do so by twoway (scatter x rho, mlabel(id)) How can I do the same in R? I am sure there is some simple way to do this. Dipankar [[alternative HTML version deleted]]
2008 May 10
3
question about subseting a dataframe
...for each selected unit only: > tapply(ex1$x, ex1$id, mean) A B C 22.5 32.5 NA But this gives me an NA value for the unit C, which I thought I had already left out. How do I ensure that the computation (in the last step) is limited to only the units I have selected in the first step? Dipankar [[alternative HTML version deleted]]
2010 Jan 30
2
question about time series objects
...eries; here is how it looks. * Qtr1 Qtr2 Qtr3 Qtr4 1960 0.71 0.63 0.85 0.44 1961 0.61 0.69 0.92 0.55 . . . . . . . . . . 1979 14.04 12.96 14.85 9.99 1980 16.20 14.67 16.02 11.61* How do I access the value for 1961 quarter 3 (say)? Dipankar [[alternative HTML version deleted]]
2009 Feb 27
3
question about 3-d plot
Hi R Users, I have produced a simulated scatter plot of y versus x tightly clustered around the 45 degree line through the origin with the following code: x <- seq(1,100) y <- x+rnorm(100,0,10) plot(x,y,col="blue") abline(0,1) Is there some way to generate a 3-dimensional analogue of this? Can I get a similar simulated scatter plot of points in 3 dimensions where the points
2010 May 02
1
question about 2SLS
Hi All, I am using R 2.11.0 on a Ubuntu machine. I estimated a model using "tsls" from the package "sem". Is there a way to get Newey West standard errors for the parameter estimates? When estimating the model by OLS, I used "NeweyWest" from the package "sandwich" to get HAC standard errors. But, I am not able to use the same method with the results of the
2010 May 06
1
question about rolling regressions
Hi All, I am using R 2.11.0 on a Ubuntu machine. I have a time series data set and want to run rolling regressions with it. Any suggestions would be useful. Here are the details: (1) I convert relevant variables into time series objects and compute first differences: vad <- ts(data$ALLGVA/data$GDPDEF, start=1948, frequency=1) emp <- ts(data$ALLEMP, start=1948, frequency=1) vad.dif1 <-
2007 Jan 17
11
[PATCH] Add RCU support into Xen - Repost
...nse for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. + * + * Copyright (C) IBM Corporation, 2001 + * + * Authors: Dipankar Sarma <dipankar@in.ibm.com> + * Manfred Spraul <manfred@colorfullife.com> + * + * Modifications for Xen: Jose Renato Santos + * Copyright (C) Hewlett-Packard, 2006 + * + * Based on the original work by Paul McKenney <paulmck@us.ibm.com> + * and inputs from Rusty Russell, Andr...
2007 Jan 17
11
[PATCH] Add RCU support into Xen - Repost
...nse for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. + * + * Copyright (C) IBM Corporation, 2001 + * + * Authors: Dipankar Sarma <dipankar@in.ibm.com> + * Manfred Spraul <manfred@colorfullife.com> + * + * Modifications for Xen: Jose Renato Santos + * Copyright (C) Hewlett-Packard, 2006 + * + * Based on the original work by Paul McKenney <paulmck@us.ibm.com> + * and inputs from Rusty Russell, Andr...