Displaying 18 results from an estimated 18 matches for "idgarad".
Did you mean:
ideapad
2009 Jul 08
3
#INCLUDE
What is R's equivalent to a C-like #include to incorporate external files. I
have a 2k line function that is generated and need to include it at runtime
but not manage it as a package (as it changes hourly.) Any ideas?
[[alternative HTML version deleted]]
2010 Apr 21
2
Table to List Transformation Scenario
...ur1,Hour2,...Hour23
1/1/10,123,123,...,123
I would like to model this as a time series but how can I translate the
table into a list such that I can get:
1/1/10 00:00, 123
1/1/10 01:00, 123
1/1/10 02:00, 123
...
1/1/10 23:00, 123
Any suggestions on how to get that kind of translation done in R?
Idgarad
--
"Who is John Galt?"
[[alternative HTML version deleted]]
2009 Jul 21
4
list of lm() results
How can I get the results of lm() into a list so I can loop through the results?
e.g.
myResults[1] <- lm(...)
myResults[2] <- lm(...)
myResults[3] <- lm(...)
...
myResults[15] <- lm(...)
myResults[16] <- lm(...)
so far every attempt I've tried doesn't work throwing a "number of
items to replace is not a multiple of replacement length" error or
simply not
2009 Jul 15
2
Spaces in a name
I am reading regressors from an excel file (I have no control over the file)
and some of the element names have spaces:
i.e. "Small Bank Aquired"
but I have found that lm(SourceData ~ . - "Small Bank Aquired", mcReg)
doesn't work (mcReg = modelCurrentRegressors)
As they are toggles I have ran them through factor() to be treated propertly
as 0 or 1 but due to the fact I
2009 Jul 21
2
Odd coefficent behavior
Why are my coefficients getting appended with a 1? It borks a match I
do later against the original list that doesn't have the random 1
added to the end.
> linearModel[[1]]
Call:
lm(formula = modelSource ~ +UNITBUILD + UNITDB + ITBUILD + ITDB +
UATBUILD + UATDB + HOGANCODE + RCF + ReleaseST1 + ReleaseST2 +
ReleaseBLA + Small.Bank.Acquisitions + HLY.NewYear + HLY.MLK +
HLY.PRES +
2010 Jan 11
1
Getting a date out of an indice in a time series
I have a weekly data set imported via:
tsSource=ts(sh1$I000,start=c(2004,1),freq=52)
I am now getting to some 'spit and polish' but I realize something I can't
wrap my head around.
Given an outlier I find at say tsSource[54] ... how can get translate index
54 into the date\week. I mean I can figure out obviously that entry 52 is
last week of 2004 but since the data goes for many
2009 Jul 14
2
Proper Paste for Data Member
I imported a spreadsheet into a variable sh
e.g. sh$aaaa, sh$bbbb, etc...
doing the following:
tsSource <- ts(paste("sh$",NAMEVARIABLE,sep="") ... )
fails. The paste isn't evaluating properly. What is the proper way to
concatenate a data source with a member name such that they evaluate
properly.
actual code below:
doEnv <-
2009 Jul 15
2
storing lm() results and other objects in a list
to clean up some code I would like to make a list of arbitrary length
to store?various objects for use in a loop
sample code:
############ BEGIN SAMPLE ##############
# You can see the need for a loop already
linearModel1=lm(modelSource ~ .,mcReg)
linearModel2=step(linearModel1)
linearModel3=lm(modelSource ~ .-1,mcReg)
linearModel4=step(linearModel3)
#custom
linearModel5=lm(modelSource ~ .
2009 Dec 30
1
lm() and factors appending
How for the love of god can I prevent the lm() function from padding on to
my factor variables?
I start out with 2 tables:
Table1
123123
124351
...
626773
Table2
Count,IS_DEAD,IS_BURNING
1231,T,F
4521,F,T
...
3321,T,T
Everything looks fine when I import the data.
then we get a
oh_crap <- lm(table1 ~ Count + IS_DEAD + IS_BURNING, table2)
Magically when I look at my oh_crap coefficents
2010 Jan 07
1
Drop a part of an array\list\vector?
I did have a verbose description of why but rather then make everyone's eyes
bleed with useless details I ask the following :)
To make a long story short: How can I make newmcReg[[i]]["PreIO308"] go
away in the following list... er vector... no wait array.... dataframe....
awww crap...
summary(newmcReg[[i]])
UNITBUILD UNITDB ITBUILD ITDB
Mode :logical
2009 Jul 09
2
How to Populate List
... 39. Formatting a Table (cvandy)
40. Two-way ANOVA gives different results using anova(lm()) than
doing it by hand (Lars Bergemann)
41. Passing arguments to with() (Tymek Wo?od?ko)
42. Re: functions to calculate t-stats, etc. for lm.fit objects?
(Whit Armstrong)
43. #INCLUDE (Idgarad)
44. Re: Reading from Google Docs (Duncan Murdoch)
45. Re: #INCLUDE (Godmar Back)
46. Comparing GAMMs (Paul Simonin)
47. Re: Passing arguments to with() (Duncan Murdoch)
48. Re: Formatting a Table (Godmar Back)
49. Re: Formatting a Table (David Huffer)
50. Re: Comparing GAMMs (Gavin S...
2009 Jun 29
5
Help
Hi group,
I found a module for adaptive kernel density estimation for Stata users, but unfortunetly I don't have access to Stata, can I find a similar approach using R?
Thank u so much 4 ur time.
[[alternative HTML version deleted]]
2008 Jan 17
0
Proper Usage of the XREG in ARIMA
I am using the auto.arima package to do some basic forecasting based
on CPU usage. I now have found a calendar that has various activities
that partially control the computer's usage and want to factor that in
(They are effectively dummy variables indicating a particular type of
activity that week). Per the ARIMA instructions I am to feed those in
a a vector or matrix. I am getting lost in the
2010 Jan 26
0
Trouble Highlighting outliers on Time Series Plot
I am having trouble plotting outliers on time series.
Give then following code:
############################################################
# find STL Outliers by weight and append sh2, use Robust
# this should allow the initial outliers to be filtered
# this section may be commented out.
############################################################
tsSourceDiag <-
2010 Jan 12
0
[Solved][Code Snippets] Dropping Empty Regressors
To make a long story short I was doing some in-sample testing in which some
dynamically created regressors would end up either all true or all false
based on the validation portion. In my case a new mainframe configuration
(this is a crappy way to handle a level shift but I do what I can.) So here
is the code snippet that finally let me pre-check my regressors and drop any
of them that were all
2009 Dec 03
0
Problem with predict() and factors
I am working on a script that takes numeric performance indicators and runs
them against a series of regressors (dummy regressors, yes\no stuff via 0
and 1, e.g. Was is Christmas this week 0=no, 1=yes).
The script is as follows (Written as a function):
-- Begin Script --
doEnv <- function(HOUR,ENVNAME,REPORTNAME) {
library(RODBC)
library(forecast)
library("geneplotter")
2009 Dec 08
0
Holiday Gift Perl Script for US Holiday Dummy Regressors
##### BEGIN CODE ######
#!/usr/bin/perl
######
#
# --start, -s = The date you would like to start generating regressors
#--end, -e = When to stop generating holiday regressros
# --scope, -c = D, W for Daily or Weekly respectively (e.g. Does this week
have a particular holiday)
# --file, -f = Ummm where to write the output silly!
#
# **NOTE** The EOM holiday is "End of Month" for
2009 Dec 08
0
Opps Correct Version of Holiday Regressor Perl Script
Here is the correct version. The old version is the redirect only version of
the script.
### BEGIN SCRIPT ####
#!/usr/bin/perl
######
# --start, -s = The date you would like to start generating regressors
#--end, -e = When to stop generating holiday regressros
# --scope, -c = D, W for Daily or Weekly respectively (e.g. Does this week
have a particular holiday)
# --file, -f = Ummm where to write