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...ver to solaris 8, and in reinstalling R I've encountered a problem in getting it to recognize the readline library. I have installed readline in what I believe to be the "usual" place: /usr/local/lib with include files in /usr/local/include/readline. But ./configure produces: ragnar.econ.uiuc.edu# grep readline hout checking for rl_callback_read_char in -lreadline... (cached) no checking for readline/history.h... (cached) no checking for readline/readline.h... (cached) no I've checked the following: ragnar.econ.uiuc.edu# dump -t /usr/local/lib/libreadline.so |grep callback .....

...the 'R News' have undergone a peer-review/refereeing process, for the purpose of reporting the academics publications here at the University of Sydney to the Australian Government. Thank you for your assistance. Regards Glenn Glenn Howell| Faculty Research Assistant FACULTY OF ECONOMICS AND BUSINESS Institute building N412 (H03) The University of Sydney | NSW | 2006 P 61 2 9351 6625| F 61 2 9351 5283 e g.howell@econ.usyd.edu.au | w www.econ.usyd.edu.au <http://www.econ.usyd.edu.au/> CRICOS Provider No. 00026A [[alternative HTML version deleted]]

Does anyone have (good) experience converting tables of tournament results into dendrogram-like graphics? Tables, for example, like this: read.table(url("http://www.econ.uiuc.edu/~roger/research/ncaa/NCAA.d")) Any pointers appreciated. RK url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678...

I've been trying to figure this out for a while, but my knowledge of R is obviously still too limited. The context is as follows: I have some time series, and I would like to estimate their densities, and then use the actual densities in a monte carlo simulation. Now, I can easily estimate the density using density(); I can write a random number generator to fit an arbitrary density

My apologies, the data can now be found at: url <- "http://www.econ.uiuc.edu/~roger/research/ebayes/velo.d" x <- scan(url,skip = 1) If I could get each of the histograms to mimic what is produced by hist(x, 100, freq = FALSE) I?ve experimented with xlim, ylim, without success so far... url: www.econ.uiuc.edu/~roger Roger Koenker email r...

...derived by imposing a constraint on lambda. If anyone can shed some light on this it would be much appreciated. A general answer would be nice as I don't always work with quarterly data. Thanks & Regards, Nick Davis -----Original Message----- From: Roger Koenker [mailto:roger at ysidro.econ.uiuc.edu] Sent: Thursday, 6 December 2001 11:03 a.m. To: Nick Davis Cc: r-help at stat.math.ethz.ch Subject: Re: [R] Code for Hodrick-Prescott Filter This is a special case of smooth.spline in modreg. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department o...

...it appears in.) make[3]: *** [Rdynload.o] Error 1 make[2]: *** [R] Error 2 make[1]: *** [R] Error 1 make: *** [R] Error 1 [cba943:local/R/R-1.5.0] roger% I see from the help archive that something similar was a problem on HPux in R-1.3.1. Any suggestions would be most welcome... url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tu...

I've been playing with a quincunx animation in R 1.2.2 and would like to have finer control over the speed of the animation. I know that I can use system("sleep 1") on unix systems at least, but it would be nice to have something like pause(.01). Any suggestions? url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.t...

Hi all, I wrote a symbollic differentiation function in R, which can be downloaded here: http://www.econ.upenn.edu/~clausen/computing/Deriv.R http://www.econ.upenn.edu/~clausen/computing/Simplify.R It is just a prototype. Of course, R already contains two differentiation functions: D and deriv. However, these functions have several limitations. They can probably be fixed, but since they are...

..., but apparently not. Could anyone advise me on an alternative strategy? My apologies for such a backward looking question, but in my experience the most forward looking are those also capable of looking backward. So this seemed to be the most promising venue for the question. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.t...

...portant for many statistics computations, such as maximum likelihood, method of moments, etc. I have focused my efforts of the BFGS method, mainly because it best matches my current projects. Here's a quick summary of what I've done: * implemented my own version of BFGS in R, http://www.econ.upenn.edu/~clausen/computing/bfgs.zip * written a wrapper for the GNU Scientific Library's optimization function, multimin(), http://www.econ.upenn.edu/~clausen/computing/multimin.zip * written some tricky functions to compare implementations, http://www.econ.upenn.edu/~clausen/computing/te...

Dear All,   please provide some insights for the following:   we have:   D1 <-c(0.2,0.6,0.8) D2 <-c(114,190,304) IC501 <-0.62             IC502 <-137.8 ECON <-5.95 ALPHA <-0.00005 M1 <-0.84 M2 <-0.96   and the equation:   1 = D1/(IC501*((E/(ECON-E))^(1/M1)))+D2/(IC502*((E/(ECON-E))^(1/M2)))+(ALPHA*D1*D2)/(IC501*IC502*((E/(ECON-E))^(0.5/M1+0.5/M2)))   In this equation the value for parameter "E" is what I am trying to calculate (a...

...e sum of X1 of all j in m, and this for each m. The new variable X3 is then added to the data frame (and is the same for all rows with the same m indicator). How can I program this efficiently without running loops? Thanks in advance Jo Reynaerts Ph.D. student LICOS Centre for Institutions and Economic Performance Katholieke Universiteit Leuven Debériotstraat 34/3511 B-3000 Leuven Belgium Jo.Reynaerts@econ.kuleuven.be<mailto:Jo.Reynaerts@econ.kuleuven.be> [[alternative HTML version deleted]]

...tion of this would be an interesting addition for R/S, but of course I am biased. I apologize for offering up my unfinished business for others to continue; I am doing it here in the hope that the work I did put in will somehow benefit the free software movement. My talk is available at http://www.econ.utah.edu/ehrbar/arca.pdf (2.3 Kbytes). Here is the abstract as it appears at the conference web site http://stat.cs.tu-berlin.de/APL-Berlin-2000/index.htm : A graph-theoretical notation for array concatenation represents arrays as bubbles with arms sticking out, each arm with a specified number of...

...2.15.1 and V4.94 of quantreg. I understand that YMMV, especially on windows, but it is difficult to debug this sort of thing when I can't reproduce it. Any suggestions or other experience would be welcome. The test problem takes a minute or so to run on my mac. Thanks, Roger url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801 > > -------------- next part -------------- > -------------- ne...

Dear R developers: The following R program produces a pdf file that does not survive ghostscript distillation correctly. The undistilled version is at http://welch.econ.brown.edu/temp/try.PDF while the distilled version is at http://welch.econ.brown.edu/temp/try.pdf . When previewed, the points are wrong in the distilled .pdf version, but only in one of the two points invokations (huh?) . The program that generated the pdf files is x= 1:10; y1= x; y2= y1/2; pl...

...of requireNamespace too without success. If I understand properly model.Matrix is from MatrixModels but it calls sparse.model.matrix which is part of Matrix, and it is the latter function that I'm not finding. Maybe I should go back to the requireNamespace strategy again? Roger url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801 > On Mar 25, 2015, at 2:54 PM, Thierry Onkelinx <thierry.onkelinx at i...

...s in the language to large objects. But for the moment I would be happy with something much more limited that I could use to brew at home. So any advice about which of the several database interfaces might be suitable, and references to related applications would be very welcome. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 ---------- Forwarded message ---------- Date: Thu, 2 Jul 1998 17:45:21 -0500 (CDT) From: Roger Koenker <roger at ysidro....

Full_Name: Ott Toomet Version: 2.6.0, 2.5.x OS: debian etch, lenny Submission from: (NULL) (80.235.63.243) When building a package with 'R CMD build name_of_directory" using "et_EE.UTF-8" locale, I get the following: siim at tancredi:~/tyyq/econ/micEcon$ R CMD build trunk * checking for file 'trunk/DESCRIPTION' ... OK * preparing 'trunk': * checking DESCRIPTION meta-information ... OK * checking whether 'INDEX' is up-to-date ... NO * use '--force' to overwrite the existing 'INDEX' * removing junk fi...

...quot; in future releases? Do I have to change the file name and/or the name of the base directory before uploading the package to CRAN? I use R version 2.3.1 (2006-06-01) on i686-pc-linux-gnu. The same happens with R version 2.4.0 RC. Thanks, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 ahenningsen at agric-econ.uni-kiel.de http://www.uni-kiel.de/agrarpol/ahenningsen/