search for: idgarad

Displaying 18 results from an estimated 18 matches for "idgarad".

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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