search for: higbee

...arated by commas" Would the fix be to find the part of some code that is executing (whatever and where ever that might be) when the editor loads and change it to some thing like ">return(InstallRoot); return(RWinEdtInstalled)"? Thanks for you comments and assistance, Jason Higbee Research Analyst Federal Reserve Bank of St. Louis E: jason.l.higbee@stls.frg.org [[alternative HTML version deleted]]

...there has been a big discussion on why Rmetrics doesn't have source for unix/linux, but that isn't on CRAN. Through that Rmetrics thread, I think I read that all CRAN packages have source (except for one), but shouldn't all CRAN packages also have binary? Think they should. Jason Higbee Research Associate Federal Reserve Bank of St. Louis E: jason.l.higbee@stls.frb.org The views expressed in this email are the author's and not necessarily those of the Federal Reserve Bank of St. Louis or the Federal Reserve System [[alternative HTML version deleted]]

...(a,b)=X, where min(.) is the minimum, f(.) and g(.) are functions (with unknown gradients) of parameters a and b and X is a fixed value. What optimization function(s) in R do you suggest? constrOptim looks like it will work except I don't know the gradient of the functions. Thanks, Jason Higbee [[alternative HTML version deleted]]

...gives info on the license for R, but something like license(MASS) does not give info on the license for the MASS package (perhaps it might be good to expand the license function in the way described). A quick look on CRAN didn't yield any info on package licenses either. Thanks. Jason Higbee Research Associate Federal Reserve Bank of St. Louis [[alternative HTML version deleted]]

...what I was looking for. -Jason The DESCRIPTION file for a package lists the license; this is also given in the CRAN entry for each package. -thomas Marc Schwartz <MSchwartz@MedAnalytics.com> 03/30/2004 09:02 AM Please respond to MSchwartz To: Jason.L.Higbee@stls.frb.org cc: R-Help <r-help@stat.math.ethz.ch> Subject: Re: [R] Where: package licenses On Tue, 2004-03-30 at 08:51, Jason.L.Higbee@stls.frb.org wrote: > R: > > This stems from my curiosity about the previous thread about a > request > for gl...

...I 48109 734-647-5623 >>> Sundar Dorai-Raj <sundar.dorai-raj at PDF.COM> 03/30/04 10:51AM >>> You can access this from within R using package.description("MASS")[["License"]] package.description attempts to parse the DESCRIPTION file. -sundar Jason.L.Higbee at stls.frb.org wrote: > Thanks Thomas and Marc that is what I was looking for. > > -Jason > > > > > The DESCRIPTION file for a package lists the license; this is also given > in the CRAN entry for each package. > > -thomas > > > &...

R: I have a program that runs a For loop for days and I need to (if possible) pause the program. Any ideas on how to do that? If I use stop, how certain can I be that all the statements executed in the previous iteration of the for loop? Thanks, Jason Higbee Research Associate Federal Reserve Bank of St. Louis E: jason.l.higbee@stls.frb.org [[alternative HTML version deleted]]

...may be incorrect due to ties in the data. My data has 35 obs and one series has 6 pairs of ties. Does anyone know if this would likely have a great effect on the p-values calculated.. The values look good; tau = -0.68 with p-value = 8e-9 and rho = =0.84 with p-value = 8e-8. Thanks, Jason Higbee Research Associate Federal Reserve Bank of St. Louis E: jason.l.higbee@stls.frb.org The views expressed in this email are the author's and not necessarily those of the Federal Reserve Bank of St. Louis or the Federal Reserve System [[alternative HTML version deleted]]

...r4 1999 1 2 3 4 2000 5 6 7 8 2001 9 10 11 12 > tsobject[1999,Qtr4] Error in NextMethod("[") : Object "Qtr4" not found I would like tsobject[1999,Qtr4] (or something close to that) to return 4, not the error. Any suggestions? Thanks, Jason Higbee Research Analyst Federal Reserve Bank of St. Louis [[alternative HTML version deleted]]

R: Is there an easy way to get the acf and pacf for an irregular times series? That is, the acf and pacf with lag lengths that are in units of time, not observation number. Thanks, Jason Higbee Research Associate Federal Reserve Bank of St. Louis The views expressed in this email are the author's and not necessarily those of the Federal Reserve Bank of St. Louis or the Federal Reserve System [[alternative HTML version deleted]]

...rent? Is there likely to be a bug? I am using: > 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 Thanks for reading, and/or replying to this. Jason Higbee Research Associate Federal Reserve Bank of St. Louis T: 314.444.7316 F:314.444.8731 [[alternative HTML version deleted]]

in order to know which production the custumer most like,i design a question as follow : Q:there are six production listed below.according to your preference,the production you like most is_____,the production you secondly like is ____,and the third is_____. productionA productionB productionC productionD productionE productionF when the data is collected. i type in a

R UseRs: I can't figure out how to append intermediate terms inside a For loop. My use of append(), various indexing, and use of data frames, vectors, matrices has been fruitless. Here's a simplified example of what I'm talking about: i <- 1 for(i in 10) { v[i] <- i/10 } > v [1] 1 NA NA NA NA NA NA NA NA 1 I would like: [1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9