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