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If you set the "digits17" control option in deparse, you get a lot of unnecessary space in the representation of complex numbers. > deparse(0 + 0i) [1] "0+0i" > deparse(0 + 0i, control = "digits17") [1] "0 + 0i" As far as I can tell, the logic for this comes from this piece of /src/main/deparse.c: if (TYPEOF(vector) == CPLXSXP

....ftable.(ft5, method="row.compact") format.ftable.(ft5, method="col.compact") format.ftable.(ft5, method="compact") --8<---------------cut here---------------end--------------->8--- -- ETH Zurich Dr. Marius Hofert RiskLab, Department of Mathematics HG E 65.2 R?mistrasse 101 8092 Zurich Switzerland Phone +41 44 632 2423 http://www.math.ethz.ch/~hofertj GPG key fingerprint 8EF4 5842 0EA2 5E1D 3D7F 0E34 AD4C 566E 655F 3F7C -------------- next part -------------- A non-text attachment was scrubbed... Name: mods.diff Type: text/x-diff Size: 1642 bytes Desc: not avail...

...to functions important in probability and statistics --- I'd propose something like " r_stats_math " Martin M?chler ETH Zurich and R Core team -- Martin <Maechler at stat.math.ethz.ch> http://stat.ethz.ch/~maechler Seminar f?r Statistik, ETH Z?rich HG G 16 R?mistrasse 101 CH-8092 Zurich, SWITZERLAND ? +41 44 632 3408 <><

Dear R contributors, I suggest adding a new method to `p.adjust` ("Adjust P-values for Multiple Comparisons", https://stat.ethz.ch/R-manual/R-devel/library/stats/html/p.adjust.html). This new method is published in Benjamini, Krieger, Yekutieli 2016 Adaptive linear step-up procedures that control the false discovery rate (Biometrika). https://doi.org/10.1093/biomet/93.3.491 This paper

Hello @R-devel I needed some statistical functions for a project I was working on in Rust, and I've used the R math library as a standalone solution. I thought the R developers would be interested in the fact that their work is being used elsewhere, and I also wanted to say thanks for some code I do NOT want to have to write myself! The "crate" (Rust's name for a package) is at

...LaTeX table) print(xtable(format.ftable(ft., quote=FALSE, method="compact")), floating=FALSE, only.contents=TRUE, hline.after=NULL, include.rownames=FALSE, include.colnames=FALSE) -- Eth Zurich Dr. Marius Hofert RiskLab, Department of Mathematics HG E 65.2 R?mistrasse 101 8092 Zurich Switzerland Phone +41 44 632 2423 http://www.math.ethz.ch/~hofertj GPG key fingerprint 8EF4 5842 0EA2 5E1D 3D7F 0E34 AD4C 566E 655F 3F7C

On Tue, May 26, 2015 at 2:10 PM, Gabriel Becker <gmbecker at ucdavis.edu> wrote: [...] > > Well, sort of. I mean if the package is being actively developed not on > github, forking your archive repo and developing a patch/etc against it > won't necessarily be particularly effective, as there is no way to have the > right starting point (state of trunk), right? > Well,

Dear Martin, I have been playing a lot with the glkerns() function in the "lokern" package for "automatic" smoothing of time-series data. This kernel smoothing approach of Gasser and Mueller seems to perform quite well for estimating the function and its derivatives (first and second derivatives). In fact, this is one of the best methods based on my simulation studies for