search for: econs

We've recently "upgraded" a server 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

Dear R News, I am inquiring whether the articles that are published in 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

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

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 rkoenker at uiuc.edu

I've had a play with this and, due to my own short-comings, remain none the wiser. In particular, I'm not sure what value of 'spar' is consistent with the magic lambda=1/1600 for quarterly data. I initially interpreted spar as lambda and tried setting spar=1/1600. This results in almost no smoothing while spar=1600 causes an error. The smooth.spline function seems to want

I am trying to make R-1.5.0 from source on a new G4 system with the apple developer tools and X11 installed and with ATLAS. Running ./configure appears to end normally, but running make yields: gcc -no-cpp-precomp -I. -I../../src/include -I../../src/include -I/usr/local/include -DHAVE_CONFIG_H -g -O2 -c Rdynload.c -o Rdynload.o Rdynload.c: In function `R_FindSymbol': Rdynload.c:942:

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:

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

In ancient times, circa 1980, S data directories were called swork and sdata not .Data, and "New-S" as described in the already medieval "Blue Book" discusses a function DBCONVERT that converted swork data into .Data data. It is embarrassing to admit it, but I still have data archives from a BTL machine called alice in the swork format and would like to convert a dataset to

Hi all, I've been working on improving R's optim() command, which does general purpose unconstrained optimization. Obviously, this is important 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: *

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

Dear R users I have a data frame that looks like this: m j X1 X2 1 1 1 2 1 ... 1 J 2 1 2 2 2 ... 2 J . . . M 1 M 2 M ... M J The data frame essentially looks like a panel: m and j are indicators where m is 1:M and j is 1:J (and M > J); X1 and X2 are variables. I

At the APL conference in Berlin on July 24 I am giving a talk about about a molecule-like notation for arrays for which some prototype code is available in R. It is a graphical notation for arrays of higher rank which makes the structure of arrays and their various concatenations intuitively apparent, and which, in my judgment, would make an excellent interface for array programming languages. I

Dear All, I'm trying to track down a problem with my quantreg package reported by a user doing censored quantile regression. When he runs the test4.R file attached below (which reads the csv file also attached) on his windows machine he gets an error like this: > Error in dimnames(B) <- list(c("tau", dimnames(x)[[2]], "Qhat"), NULL) : > length of

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

Thierry, I have this: if (require(MatrixModels) && require(Matrix)) { X <- model.Matrix(Terms, m, contrasts, sparse = TRUE) in my function rqss() I've tried variants 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

This is an inquiry for all those who have been working on external data base applications. I sent an inquiry (below) to snews about this sort of thing a couple of years ago and eventually decided that I would wait to see what external database developments occurred and then revisit the problem. I hope that foundations are now better. Suppose for the sake of concreteness you have a large

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

Hi, I was really happy when I saw that in R version 2.3.0 "R CMD check" works for packages whose package name is different from the directory name in which it is located (see http://cran.r-project.org/src/base/NEWS). Now, I can have branches of my packages in directories like "[...]/branches/<version number>/", while I had to use "[...]/branches/<version