search for: myts

Dear All, Need some help as I was trying to follow the guide below. https://wiki.samba.org/index.php/Samba4/HOWTO/Join_a_domain_as_a_DC Until the steps of ldbsearch -H /usr/local/samba/private/sam.ldb '(invocationid=*)' --cross-ncs objectguid and my ldbsearch reply with such a result. ldb: unable to dlopen /usr/lib64/samba/ldb/acl.so : /usr/lib64/ldb/libreplace.so: version

Dear all, I'm indirectly faced with the fact that setting the 'tsp' attribute of an object modifies its class definition: > class( structure(1:2, tsp=c(1,2,1), class=c("myts","ts")) ) [1] "ts" "myts" In general, this is of really little (ok, I admit: totally no) interest for me because 'myts' class is added just after assigning the 'tsp' attribute (by calling ts). However, this behaviour gives me troubles when re-lo...

I have defined a daily timeseries for the 365 days of 2003 issuing: myts = ts(dati[,2:10],frequency=365,) > myts Time Series: Start = c(1, 1) End = c(1, 365) Frequency = 365 and mytime = as.POSIXct(strptime(as.character(dati[,1]),format="%Y-%m-%d")) contains the dates from "2003-01-01" to "2003-12-31" How can I combine mytime...

Hello everybody When one is working with complex matrices, "transpose" very nearly always means *Hermitian* transpose, that is, A[i,j] <- Conj(A[j,i]). One often writes A^* for the Hermitian transpose. I have only once seen a "real-life" case where transposition does not occur simultaneously with complex conjugation. And I'm not 100% sure that that wasn't a

Sorry to keep posting but I want to do this right and I'm hoping for some pointers I now have two time series objects which I need to subtract. Unfortunatly the two series dont have the same sample rates. When I try to subtract them avgSub<-avg1-avg2 The time series object is clever enough to object. So I guess I need to write a function for subtraction of the time series objects which

Hello, I am work with a linear regression model: y=ax+b with the function of lm. y= observed migration distance of butterflies x= predicted migration distance of butterflies Usually the result will show if the linear term a is significantly different from zero based on the p-value. Now I would like to test if the linear term is significantly different from one. (because I want to know

I tried to assign values to specific elements of a time series and got in trouble. The code below should be almost self-explanatory. I wanted to assign 0 to the first element of x, but instead I assigned zero to the second element of x, which is not what I wanted. Is there a function that will allow me to do this without going into index arithmetic (which would be prone to errors)? FS >

Hello, everybody! I'm back to ask the obvious on behalf of the silent majority :) Today a student asked me "what standard error was used in this t.test output". I looked into it and was a little surprised that a t.test output object does not have a "slot" for the standard error. Of course, we can reconstruct the se=mu-hat/t, but I was surprised. Do you think it would

Dear List, I am having problems converting a file with fractional seconds to class POSIXct. I have set my options to include digits.secs and my format to just time, but my output is the current date with my time lacking the fractions of a second. For example: options(digits.secs=3) t<-c("06:00:00.100","06:00:01.231") myt<-as.POSIXct(t,format="%H:%M:%S")

I have a dataframe ("mydf") that contains "differences of means". I wish to test whether these differences are significantly different from zero. Below, I calculate the t-statistic for each column. What is a "good" method to calculate/look-up the p-value for each column? mydf=data.frame(a=c(1,-22,3,-4),b=c(5,-6,-7,9)) mymean=mean(mydf) mysd=sd(mydf)

...12.0 2392353.1 3368193.8 2496529.3 3089231.2 4334911.7 3577551.2 4450100.7 4581147.2 4501380.8 4406765.3 4326864.4 4253378.1 4142437.6 3931249.9 3658728.2 3364516.9 3103204.5 2878541.5 2684296.9 2513390.0 2360164.3 2211494.8 2074479.4 1947117.0 1828018.3 1716195.3 1610921.2 dec=".",) > myTS<- ts(df, start=c(2008,1), frequency=12) > > myTS Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2008 0.0 0.0 0.0 29925.0 60663.0 221873.5 480491.0 231454.5 193697.5 289078.1 446774.9...

...s get too large to be handled (> 10MB, one was even 200MB big). So I wonder, if there would be a possibilty to either - reduce the file size of the PDF - change the way the plot is generated to reduce the plot size? I use: plot(myDate,myFile[,1],type="l",xlab="Date") using myts = as.ts(start=myDate[1],end=myDate[length(myDate)],x=myFile[,1]) plot.ts(myts,xlab="Date") produces the same file size. for storing the PDF I use: pdf(file=paste(outpath,"myPDF.pdf",sep=''),paper="a4r"). I would be very grateful for an answer!!!!

...ngth(x)){ if((!is.na(x[i]))){ if((tps[i]-tps[ind_temp] < ecart_temps) & (abs(x[i]-temp) > seuil)){ #&(abs(x[i+1]-x[i])<1)){ st1[i] <- NA } else { temp <- st1[i] <- x[i] ind_temp <- i } } } return(st1) } dat1 <- myts[,2] myts[,2] <- apply(dat1,2,function(x) out2NA(x,2)) -- View this message in context: http://r.789695.n4.nabble.com/stop-calculation-in-a-function-tp4622964.html Sent from the R help mailing list archive at Nabble.com.

Hi all, I am currently using the code snippet below to minimize a function which I wasn't able to minimize properly with optim (cliffy surface, constraints, poles). Obviously this iteration is probably the poorest way of implementing such a function and it is expectedly slow. I've already written some vectorized functions, but I'm afraid that I'm missing the "big

Dear R-help list members, I am new to R, and having problems with plotting part of a time series. I have read in my data using read.table, and my 'time' column is recognised as a numeric variable. When I convert this to a time format, I am no longer able to use its values on my x-axis. The problem is that I only want part of the time series to appear on the plot, ignoring the first 23

Is there an element-by-element multiplication in R, like the .* operator in Matlab? eg: A (2x3) B (2x3) C=A.*B C (2x3) C = [[a11*b11 a12*b12 a13*b13]; [a21*b21 a22*b22 a23*b23]] I can't find one... Thanks -Mike Gates

Hi, As you asked, I have included my diff to what I did for the DIAL command. I probably didn't stick to some * pre-agreed standard of coding or something, so if these things offend you then I suggest that you close your eyes. :) The biggest thing to consider when you are doing a prepaid system is, what if the person with the same account in/out calls twice? I chose, for now, just to keep

help . I have a file which contains a table that has 2 columns of which the first one is a time sereis. I need to extract the first column alone and do an acf plot on it. I dont know how to extract the first column and pass it to the acf function in the ts package. Can anybody pls help me. end -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list

Hi you guys: I have been wondering if there is any way to change the labeling in plot.ts( ), for example , if I plot two sequences, i always got y labels as "series1", "series2", I tried to use ylab=c((expression(mu_1)),(expression(mu_2))), but it doesn't work. thanks in advance for any help best.

Hi, I have compiled and installed app_prepaid module. But have problem when connect to postgres database. I guess so because after key in card number, it always play prepaid-no-aaa voice file. Anyone succeeded in configuring the app_prepaid for prepaid calling service for asterisk? Please help. Ps: where can I view the log file for this module. Thanks. Tom --------------