search for: heywood

...evisions. I believe that the correct term for these systematic tests (as opposed to more informal tests) is a 'test suite'. Does anyone [apart from Pat Burns :-) ] have code, or templates, or specific suggestions for the best approach to constructing test suites? Thanks in advance Giles Heywood

...ts' (Irregular Time-Series). It implements irregular time-series as an S4 class, extending the matrix class, and records the time-stamp of each row in the matrix using POSIX. Print, plot, extraction, append, and related functionality are available. Feedback and suggestions are welcome. Giles Heywood ********************************************************************** This is a commercial communication from Commerzbank AG.\ \ T...{{dropped}} _______________________________________________ R-announce at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-announc...

...ts' (Irregular Time-Series). It implements irregular time-series as an S4 class, extending the matrix class, and records the time-stamp of each row in the matrix using POSIX. Print, plot, extraction, append, and related functionality are available. Feedback and suggestions are welcome. Giles Heywood ********************************************************************** This is a commercial communication from Commerzbank AG.\ \ T...{{dropped}} _______________________________________________ R-announce at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-announc...

...a number of method extensions for this 'its' class, including [.its, [[.its, intersect, union, diff, lag. Is there value in such a package, given the resemblance of 'its' to the existing 'irts' class? I would be happy to contribute it, and provide some maintenance. Giles Heywood Senior Quantitative Analyst Commerzbank Securities ********************************************************************** This is a commercial communication from Commerzbank AG.\ \ This ... {{dropped}}

...Any indication of the planned S3->S4 migration path and timetable would be a welcome bonus. I realise that the second question has been aired before in different guises, but I regret to say I still do not know the answer. I am using NT, and R1.7.1, for the above examples. Regards Giles Heywood Portfolio & Risk Advisory Group Commerzbank Securities tel + 44 20 7653 7009 fax + 44 20 7562 5347 mobile + 44 7973 266343 mailto:giles.heywood@commerzbankib.com 60 Gracechurch Street, London EC3V 0HR, U.K. http://www.cbksec.com/rsh/portfolio&risk.html *********************************...

I maintain the Irregular Time Series (its) package on CRAN. I am currently testing a release. Under 1.8.1 I am able to define a S4 generic 'start' as follows: if(!isGeneric("start")) {setGeneric("start", useAsDefault=start)} Under 1.9.0, Rcmd check generates an error, as 'start' is not recognised. If I use the NAMESPACE directive IMPORT, all is well:

...has been flagged to me as a bug in the package 'its' that I maintain on CRAN. I'm not sure it's a bug... should I advise users to re-generate their stored objects using e.g. new("foo",x@.Data,label=x@label)? Or is there something I am missing altogether here? TIA Giles Heywood OS: NT4 R.version platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 1 minor 8.0 year 2003 month 10 day 08 language R...

...g the line that assigns z[[j]] with the following 2 lines produces the expected result y _ x z[[j]] _ y Furthermore, I get the expected result by running the function under Splus 6. My question is: do we have an instance of assignment by reference here? Is this behaviour intended? Giles Heywood ********************************************************************** This communication is confidential and is intended only for the person to whom it is addressed. If you are not that person you are not permitted to make use of the information and you are requested to notify <mailto:LO...

...Is this an intended feature? Briefly, the reason for using this type of structure is to avoid the issue which I posted to this list before, where in 2.0.1 matrix no long 'is' array for the purposes of S4, and therefore an extract drop=TRUE can, in a special case, lead to an error. Giles Heywood - - - - - Example: > setClass("A",representation("character")) [1] "A" > setClass("B",representation("A")) [1] "B" > getClass("B") Slots: Name: .Data Class: character Extends: Class "A", directly Cla...

...data with repeated measurements over time, i.e. level-1 the repeated measures and level-2 subjects. I could not get convergence using lme(), so I tried MLwiN, which eventually showed the level-2 variances (random effects for the intercept and slope) were negative values. I know this is known as Heywood cases in the structural equation modeling literature, but the only discussion on this problem in the literature of multilevel models and random effects models I can find is in the book by Prescott and Brown. Any suggestion on how to solve this problem will be highly appreciated. Many thanks....

...extensions and was wondering if they might find their way into future implementations. 1. Though maximum likelihood estimates might be more rigorous and appropriate as a default, it would be great to have the option of conducting factor analysis based on principle factors estimation. 2. When a Heywood case is encountered, error out saying such. Provide an option to perform the analysis anyway setting values to small positive numbers (although it might be statistically suspect, replicating results from other studies suggests to me that this is exactly what was done). Brett A. Magill, Associate...

How does one go about setting the default home directory to something besides /public? Thanks in advance, Peter -- Posted via http://www.ruby-forum.com/. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Ruby on Rails: Talk" group. To post to this group, send email to

Hi. I'm comparing output from rollapply.zoo, as produced by two versions of R and package zoo. I'm illustrating with an example from a R-help posting 'Zoo - bug ???' dated 2010-07-13. My question is not about the first version, or the questions raised in that posting, because the behaviour is as documented. I'm puzzled as to why na.rm no longer is passed to mean, i.e. why

I will be taking over as maintainer of the its package from Giles Heywood. The code was originally written while he was working at Commerzbank. I have added the header below to the top of the R source file to indicate the changes in the copyrights for the code. The package was originally released under GPL2. I have no experience with copyright issues, and would apprec...

Dear useRs, yet another "new" package: zoo 0.2-0. zoo provides a simple S3 class and methods for totally ordered indexed observations such as irregular time series. Although there are other packages for irregular time series available on CRAN (Giles Heywood's its package and irts() in Adrian Trapletti's tseries package) I wrote this package because I needed something which provides simple infrastructure for observations with (almost) arbitrary indexes (and not only "POSIXct" time stampes as in its() and irts()). And it was at least...

I have a class defined as an extension to matrix: fooCLASS <- setClass("foo",representation("matrix")) and define a method for a generic function (no problem): setMethod("diff",signature(x="foo"),diff.foo <- function(x){x}) but I get a different behaviour for another generic function: setMethod("lag",signature(x="foo"),lag.foo

Dear R People: In library(its), there is a command priceIts. There is a problem with this command. It is returning an error message: > ibm1 <- priceIts(instrument="ibm",start="1998-01-01",quote="Open") Error in download.file(url, destfile, method = method, quiet = quiet) : cannot open URL

Dear useRs, yet another "new" package: zoo 0.2-0. zoo provides a simple S3 class and methods for totally ordered indexed observations such as irregular time series. Although there are other packages for irregular time series available on CRAN (Giles Heywood's its package and irts() in Adrian Trapletti's tseries package) I wrote this package because I needed something which provides simple infrastructure for observations with (almost) arbitrary indexes (and not only "POSIXct" time stampes as in its() and irts()). And it was at least...

Dear R Users, I'm wondering how is it possible to get |factor loadings| <1 in factor analysis model (factanal) performing maximum-likelihood estimation. Is it caused by some constraints? If so, what kind of constraints are placed and when (during the estimation or after)? Robert

...tmt_execute : sqlQuery(channel=channel,query="INSERT INTO USArrests (murder) values (1)") This behaviour did not occur with R2.13.2 & RODBC 1.3-3 32-bit. I could just revert one thing at a time to narrow it down but if anyone can offer a shortcut I'd be delighted. Thanks Giles Heywood [[alternative HTML version deleted]]