search for: mynormalize

Folks, I have the following code, that works fine on smaller data sets. For larger datasets, it runs out of memory and runs way too slow because we are essentially creating large vectors with rep() and then calling median() on it. (I learned this approach from a post on the web). Below that, I have written the corresponding SAS code. The SAS code works fast because I can just tell the proc

Hi everyone, I am new to R, but it's really great and helped me a lot! But now I have 2 questions. It would be great, if someone can help me: 1. I want to integrate a normal distribution, given a median and sd. The integrate function works great BUT the first argument has to be a function so I do integrate(dnorm,0,1) and it works with standard m. and sd. But I have the m and sd given.

Does anyone see why my code does not integrate to 1? library(statmod) mu <- 0 s <- 1 Q <- 5 qq <- gauss.quad(Q, kind='hermite') sum((1/(s*sqrt(2*pi))) * exp(-((qq$nodes-mu)^2/(2*s^2))) * qq$weights) ### This does what's it is supposed to myNorm <- function(theta) (1/(s*sqrt(2*pi))) * exp(-((theta-mu)^2/(2*s^2))) integrate(myNorm, -Inf, Inf)

...indow" value="60" checked>60 Days \n') res$write('<input type="radio" name="day.window" value="90">90 Days \n') res$write('<input type="submit" name="Go!">\n</form>\n<br>') myNormalize = function (target) { return((target - min(target))/(max(target) - min(target))) } if (!is.null(req$POST())) { # get the stock data as a data frame df <- as.data.frame(get.hist.quote(stock.symbol,start=as.character(Sys.Date() - as.numeric(day.window)),quot...