search for: kaniovski

...0 0 0 0 0 0 0 1 is displayed with [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] in rows, and the same in columns. The matrix was generated using "apply" Serguei ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) Name: Serguei Kaniovski P.O.Box 91 Tel.: +43-1-7982601-231 Arsenal Objekt 20 Fax: +43-1-7989386 1103 Vienna, Austria Mail: Serguei.Kaniovski@wifo.ac.at A-1030 Wien http://www.wifo.ac.at/Serguei.Kaniovski [[alternative HTML version deleted]]

...dinate, so all 2’s in Y should be replaced by 1, etc. Thank you for your help, Serguei ________________________________________ Austrian Institute of Economic Research (WIFO) P.O.Box 91 Tel.: +43-1-7982601-231 1103 Vienna, Austria Fax: +43-1-7989386 Mail: Serguei.Kaniovski@wifo.ac.at http://www.wifo.ac.at/Serguei.Kaniovski [[alternative HTML version deleted]]

...to do without temp1 and temp2. To have something like result<-apply(permat*x-(permat-1)*x,1,prod) My problem is that permat*x does not produce permat*temp1 due to the way the element-by-element multiplication works in R. Can you help to simplify the above code? Thank you in advance, Serguei Kaniovski -- ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) Name: Serguei Kaniovski P.O.Box 91 Tel.: +43-1-7982601-243 Arsenal Objekt 20 Fax: +43-1-7989386 1103 Vienna, Austria Mail: Serguei.Kaniovski at wifo.ac.at http://www.wifo...

...mposition by people, then save each portion in a separate file, 2. compute the frequency of "1"'s in "x" for each person by group "gr". So, "mike" will have freq=2/3, as he has two "1" and one "0" in 3 groups. Thanks a lot, Serguei Kaniovski The data looks like: person;gr;x mike;gr1;1 jane;gr1;0 bill;gr1;0 jack;gr2;1 mike;gr2;1 jane;gr2;0 bill;gr2;0 alex;gr2;1 james;gr2;1 mike;gr3;0 bill;gr3;1 jane;gr3;1 ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) N...

...the first has "x=0" - the second has "x=1", c. the first has "x=1" - the second has "x=0", d. both have "x=0", The difficulty is that the number of "names" and their identity changes from case to case. Thanks a lot for you help, Serguei Kaniovski -- ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) Name: Serguei Kaniovski P.O.Box 91 Tel.: +43-1-7982601-231 Arsenal Objekt 20 Fax: +43-1-7989386 1103 Vienna, Austria Mail: Serguei.Kaniovski at wifo.ac.at http://www.wifo...

Say I have a FOR-loop for computing powers (just a trivial example) for(i in 1:5) { x<-i^2 y<-i^3 } How can I create a data.frame and a 3D plot of (i,x(i),y(i)), i.e. for each iteration Thanks, Serguei Kaniovski -- ___________________________________________________________________ ??sterreichisches Institut f??r Wirtschaftsforschung (WIFO) Name: Serguei Kaniovski Postadresse: Postfach 91 Tel.: +43-1-7982601-231 A-1103 Wien Fax : +43-1-7989386 Stando...

...heir cumulative "weight", which wound be: country;weight;group fra;29;1 ita;29;1 gbr;29;1 bul;10;2 cze;12;2 grc;12;2 hun;12;2 prt;12;2 rom14;2 aut;10;3 bel;12;3 The first group has the largest sum of weights, the second, with the second largest, and so on. Thanks for your help, Serguei Kaniovski ________________________________________ Austrian Institute of Economic Research (WIFO) P.O.Box 91 Tel.: +43-1-7982601-231 1103 Vienna, Austria Fax: +43-1-7989386 Mail: Serguei.Kaniovski@wifo.ac.at http://www.wifo.ac.at/Serguei.Kaniovski [[alternative HTML versio...

...ot;, c. the first has "0" - the second has "0", d. both have "0". There will be choose(9,2) sums, denoted s_ij for 1<=i<j<=9, where i and j are running indices for an "id"-pair. Please help, this is way beyond my knowledge of R! Thank you, Serguei Kaniovski -- ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) Name: Serguei Kaniovski P.O.Box 91 Tel.: +43-1-7982601-231 Arsenal Objekt 20 Fax: +43-1-7989386 1103 Vienna, Austria Mail: Serguei.Kaniovski at wifo.ac.at http://www.wifo...

...(duplicated(rownames(mat))),] return only half of the required indices. How can I find the remaining ones, ie the matches, so that I can add them up? Thanks, Serguei ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) Name: Serguei Kaniovski P.O.Box 91 Tel.: +43-1-7982601-231 Arsenal Objekt 20 Fax: +43-1-7989386 1103 Vienna, Austria Mail: Serguei.Kaniovski@wifo.ac.at A-1030 Wien http://www.wifo.ac.at/Serguei.Kaniovski [[alternative HTML version deleted]]

Dear All! I want to test a coeffcient restriction beta=1 in a univariate model lm (y~x). Entering lm((y-x)~1) does not help since anova test requires the same dependent variable. What is the right way to proceed? Thank you for your help and marry xmas, Serguei Kaniovski ________________________________________ Austrian Institute of Economic Research (WIFO) P.O.Box 91                          Tel.: +43-1-7982601-231 1103 Vienna, Austria        Fax: +43-1-7989386 Mail: Serguei.Kaniovski@wifo.ac.at http://www.wifo.ac.at/Serguei.Kaniovski [[alternative HTML version...

...e the original format, ie John.Mike John.Jim John.Steve Mike.Jim Mike.Steve Jim.Steve with two columns containing the p-values of the tests. Thanks a lot, Serguei -- ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) Name: Serguei Kaniovski P.O.Box 91 Tel.: +43-1-7982601-231 Arsenal Objekt 20 Fax: +43-1-7989386 1103 Vienna, Austria Mail: Serguei.Kaniovski at wifo.ac.at http://www.wifo.ac.at/Serguei.Kaniovski

...093/0473;1 093/0473;1 093/0473;1 093/0473;1 093/0473;1 093/0473;1 093/0499;0 093/0499;0 093/0499;1 093/0499;1 093/0499;1 093/0499;1 093/0499;1 093/0499;1 093/0499;1 -- ___________________________________________________________________ Austrian Institute of Economic Research (WIFO) Name: Serguei Kaniovski P.O.Box 91 Tel.: +43-1-7982601-231 Arsenal Objekt 20 Fax: +43-1-7989386 1103 Vienna, Austria Mail: Serguei.Kaniovski at wifo.ac.at http://www.wifo.ac.at/Serguei.Kaniovski

...compute the correlation between countries in the variable "x" in such a way that the rows & columns of the resulting correlation matrix are not in an alphabetical order but in the order of a given factor vector - here SORT. How can I do this? Greatly appreciate any help! Serguei Kaniovski

...where all three are integers? 2. I have a dataframe by date and sector. I would like to add-up all entries for all variable with identical date and sector, replacing the original entries, i.e. emulate the STATA command "collapse (sum) var1 var2 var3, by(date sector)". Thank you, Serguei Kaniovski

...at, k)) schwarz <- sum(cl$withinss)+ vars*k*log(nobs) Thanks for your help, Serguei ________________________________________ Austrian Institute of Economic Research (WIFO) P.O.Box 91 Tel.: +43-1-7982601-231 1103 Vienna, Austria Fax: +43-1-7989386 Mail: Serguei.Kaniovski@wifo.ac.at http://www.wifo.ac.at/Serguei.Kaniovski [[alternative HTML version deleted]]

...corr(1,2)=0.1, corr(1,3)=0.2, corr(2,3)=0.3, corr(3,4)=0.4 How can I construct the corresponding correlation matrix? I tried using the "combn"-function in "combinat" package: library(combinat) combn(c(0.1,0.2,0.3,0.4),2) , but to no avail... Thank you for your help, Serguei Kaniovski -- ___________________________________________________________________ ??sterreichisches Institut f??r Wirtschaftsforschung (WIFO) Name: Serguei Kaniovski Postadresse: Postfach 91 Tel.: +43-1-7982601-231 A-1103 Wien Fax : +43-1-7989386 Stando...

...atrix from an (ordered) vector of correlation coefficients as follows: x <- c(0.1,0.2,0.3,0.4,0.5) n <- length(x) cmat <- diag(rep(0.5,n)) cmat[lower.tri(cmat,diag=0)] <- x cmat <- cmat+t(cmat) But how to do the reverse operation, i.e. produce x from cmat? Thanks for help, Serguei Kaniovski [[alternative HTML version deleted]]

Hallo All, I would like to apply a function to all permutations of variables in a dataframe (except the first). What is the best way to achieve this? I produce the permutations using: nvar <- ncol(dat) - 1 perms <- as.matrix( expand.grid(rep( list(1:0) , nvar ))[ , nvar:1] ) Thanks in advance Serguei Test-dataframe, comma-delimited: code,wav,w,area,gdp,def,pop,coast,milspend,agr

...tion matrix in the variable "x" between the states? The data is in long format, e.g.: state,year,x Alabama,2001,0.45 Alabama,2002,0.47 Alabama,2003,0.48 Alabama,2004,0.44 Arizona,2001,0.34 Arizona,2002,0.32 Arizona,2003,0.38 Arizona,2004,0.36 Thank you in advance for your help, Serguei Kaniovski

...meanvector (mu,-mu)) sigma_1 and sigma_2 (two sd deviations) rho (correlation coefficient) I have looked at several packages, including Gaussian mixture models in Mclust, but I am not sure what is the best way, or the best package to use for this task. Greatly appreciate any suggestions! Serguei Kaniovski ________________________________________ Austrian Institute of Economic Research (WIFO) P.O.Box 91 Tel.: +43-1-7982601-231 1103 Vienna, Austria Fax: +43-1-7989386 Mail: Serguei.Kaniovski@wifo.ac.at http://www.wifo.ac.at/Serguei.Kaniovski [[alternative HTML version...