search for: lapinskas

...egments: x <- c(1990,1994,1995,1997) y <- c(30,40,80,20) plot(x,y,type="l") I want to get the values of y's on these lines at missing x's, i.e., at 1991,1992,1993,and 1996. Is there a simple way to do this? Best regards, Remigijus mailto:remigijus.lapinskas at maf.vu.lt

Hello R-help, My vector aa has some NA's: > aa_c(NA,1) > aa=="NA" [1] NA FALSE > aa==NA [1] NA NA How can I detect NA's? In other words, I would like my answer to be TRUE FALSE. Best regards, Remigijus mailto:remigijus.lapinskas at maf.vu.lt -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-r...

Dear All, There is an example for the priceIts function (the its package) which does not work for me as expected. > ?priceIts > x1 <- priceIts(instrument = c("^ftse"), start = "1998-01-01", + quote = "Close") Error in validObject(.Object) : invalid class "its" object: Missing values in dates > x2 <-

...# minSS > source("C:/Program Files/R/integral.R") [1] 2.5 15000 0.84 # initial [1] 2.125804 14999.999747 2.241179 # final [1] 50066.35 # minSS Best regards, Remigijus mailto:remigijus.lapinskas at maf.vu.lt

...40 N 26 Jan Mohamed A. Kerasha ( 12) |->[R] Distributions. 41 N 26 Jan ripley at stats.ox.ac.uk ( 26) | |-> 42 26 Jan Qin Xin ( 9) | `->[R] how could I add legends 43 27 Jan Ko-Kang Kevin Wang ( 31) | `-> 44 N 26 Jan Remigijus Lapinskas ( 32) |->Re: [R] Plotting coloured his 45 N 26 Jan Damon Wischik (125) `-> 46 N 25 Jan Rex_Bryan at urscorp.com ( 10) [R] plotting primatives, ellipse 47 N 25 Jan Uwe Ligges ( 19) `-> As Martin Maechler explained some time ago, it also s...

Dear all, I got this error message > library(dprep) > mardia(Savg) Error in cov(data) : 'x' is empty But with the same data, I got > library(mvnormtest) > mshapiro.test(Savg) Shapiro-Wilk normality test data: Z W = 0.9411, p-value = 0.6739 What does the error message "Error in cov(data) : 'x' is empty" mean? Thanks a lot! Jiao

>From the <samba>/var/log/<client>.log file: doing parameter domain controller = AZPHXNT01 Unknown parameter encountered: "domain controller" Ignoring unknown parameter "domain controller" >From the smb.conf file: # Domain Master specifies Samba to be the Domain Master Browser. This # allows Samba to collate browse lists between subnets. Don't use

Is it possible to fit a lagged regression, "y[t]=b0+b1*x[t-1]+e", using the function "lag"? If so, how? If not, of what use is the function "lag"? I get the same answer from y~x as y~lag(x), whether using lm or arima. I found it using y~c(NA, x[-length(x)])). Consider the following: > set.seed(1) > x <- rep(c(rep(0, 4), 9), len=9) > y <-

Dear List, There has just been this question (as well as the answer to it) in the S list: > I would like to put some text in plots... but in french. How can I > write accented letters? > I suppose that there is a possibility similar as the one which > works in LaTeX, isn't it? What about R (for Windows and in East European languages)? Specifically, how can I give a title like

...40 N 26 Jan Mohamed A. Kerasha ( 12) |->[R] Distributions. 41 N 26 Jan ripley at stats.ox.ac.uk ( 26) | |-> 42 26 Jan Qin Xin ( 9) | `->[R] how could I add legends 43 27 Jan Ko-Kang Kevin Wang ( 31) | `-> 44 N 26 Jan Remigijus Lapinskas ( 32) |->Re: [R] Plotting coloured his 45 N 26 Jan Damon Wischik (125) `-> 46 N 25 Jan Rex_Bryan at urscorp.com ( 10) [R] plotting primatives, ellipse 47 N 25 Jan Uwe Ligges ( 19) `-> As Martin Maechler explained a month or so ago, it al...

Dear All, R 1.9.1, Windows When copying and pasting a few lines from the 'predict.Arima' help, I get an error message: > data(lh) > predict(arima(lh, order = c(3,0,0)), n.ahead = 12) Error in eval(expr, envir, enclos) : Object "xreg" not found On the other hand, the following is OK: > data(lh) > predict(arima0(lh, order = c(3,0,0)), n.ahead = 12) $pred Time

All, I am using a sum of squared differences in the objective function of an optimization problem I am doing and I have managed to speed it up using the outer function versus the nested for loops, but my suspicion is that the calculation could be done even quicker. Please see the code below for a simple example. If anyone can point out a faster way I would appreciate it greatly. Thanks, Roger

Hello, Could someone help me to explain the VERY big difference in applying two tests on multivariate normality: library(mvnormtest) data(EuStockMarkets) mshapiro.test(t(EuStockMarkets[15:29,1:4])) Shapiro-Wilk normality test data: Z W = 0.8161, p-value = 0.005955 and library(energy) mvnorm.etest( EuStockMarkets[15:29,1:4] ) Energy test of multivariate normality:

Dear all, I met with some problems when dealing with a time series with serial correlation. FIRST, I generate a series with correlated errors set.seed(1) x=1:50 y=x+arima.sim(n = 50, list(ar = c(0.47))) SECOND, I estimate three constants (a, b and rho) in the model Y=a+b*X+u, where u=rho*u(-1)+eps library(nlme) gls(y~x,correlation = corAR1(0.5)) # Is it the right procedure?