Displaying 13 results from an estimated 13 matches for "pristas".
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pistas
2011 Feb 21
3
assign value to multiple objects with a given ls pattern
Dear R colleagues,
This seems pretty straight forward but I have been banging my head on this for some time and can't seem to find a solution
suppose I have something like
a1<-1; a2<-2; a3<-3; a4<-4; b1<-3; b2<-4
I would like to quickly assign to objects with a certain pattern, e.g., those in
ls(pattern="a")
a specific value, e.g., "99", without
2007 Nov 16
1
monthplot () - axis change color
Hi,
When I run this code a part of my x-axis and y-axis changes color. Can
somebody tell me what is wrong? Also, is there a way to control the color of
the average lines?
monthplot(AirPassengers+500, ylim=c(min(AirPassengers),
max(AirPassengers+500)), ylab="")
par(new=T)
monthplot(AirPassengers, col="blue", ylim=c(min(AirPassengers),
max(AirPassengers+500)),
2008 Oct 18
1
ARIMA - h-step ahead errors
Dear colleagues,
?arima? returns directly the 1-step ahead errors but I am interested in
obtaining other h-step ahead errors for several ARIMA models I have
fitted. Is there any way I can obtain this with R? Any help would be
appreciated.
Sincerely,
Nuno Prista
_________________________
CO - FCUL, Lisboa, Portugal
CQFE - ODU, Norfolk, USA
2007 Nov 25
1
spec.pgram() - circularity of kernel
Hi,
I am far from experienced in both R and time series hence the question.
The code for spec.pgram() seems to involve a circularity of the kernel (see
below) yielding new power estimates to all frequencies computed by FFT.
"
if (!is.null(kernel)) {
for (i in 1:ncol(x)) for (j in 1:ncol(x)) pgram[, i,
j] <- kernapply(pgram[, i, j], kernel, circular = TRUE)
2007 Dec 10
1
function centralm - does it exist
Hi,
James S. Clark - Statistical computation for environmental sciences in R -
mentions a function centralm (pg25) that I believe should be present in the
base package but I can't find it. It is supposed to calculate means,
variances, skewness, kurtosis of arrays. Does it exist in some other
package?
Thanks,
Nuno Prista
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2008 Jun 19
2
how to write symbol (nabla) in R graph
Dear colleagues,
Can anyone of you tell me how to write a "nabla" symbol in an R graph?
Thanks in advance,
Nuno
______________________________________________
Centro de Oceanografia - IO-FCUL, Portugal
Center for Quantitative Fisheries Ecology - ODU, USA
[[alternative HTML version deleted]]
2008 May 16
2
Box.test degrees of freedom
Dear colleagues,
I am new to R and statistics so please keep that in mind.
I have doubts on the df calculation of Ljung-Box test (Box.test). The
function seems to use always the df=lag=m and not df=m-p-q like suggested in
Ljung and Box (1978) paper (that is referenced).
Do you agree with this? If so, is there an R package function that computes
Ljung-Box test with the degrees of
2008 Oct 24
0
unstable MA results in ARIMA?
Dear colleagues,
I am relatively new to R and time series and so I am experiencing
difficulties in interpreting the output of "arima" in MA models (but not
in AR models). I cannot make sense of the 1st innovations returned by
"arima".
In an AR(1) model I expect data[t]=phi1*data[t-1]+a[t] and in a MA(1)
model data[t]=a[t]+theta1*a[t-1]. My interpretation from R-help is
2001 Nov 21
0
samba digest, Vol 1 #693 - 50 msgs ( On Vacation)
...reply (if necessary) to your email when I return.
If you need immediate assistance please contact the following people:
For ground-water and aquifer recharge related information please conatct Jeff Hoffman: jhoffma2@dep.state.nj.us
For GIS and NJGS network related information please contact Ron Pristas: rpristas@dep.state.nj.us
2008 Mar 27
6
help! - spectral analysis - spec.pgram
Can someone explain me this spec.pgram effect?
Code:
period.6<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10
,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10)
period.5<-c(0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10
,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0)
par(mfrow=c(2,1))
2008 Oct 23
1
[R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
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Subject: Re: [R] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
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2007 Dec 14
1
Help! - boxcox transformations
Hi,
Hope this does not sound too ignorant .
I am trying to detrend and transform variables to achieve normality and
stationarity (for time series use, namely spectral analysis). I am using the
boxcox transformations.
As my dataset contains zeros, I found I need to add a constant to it in
order to run "boxcox". I have ran tests adding several types of constants,
from .0001
2011 May 13
0
wrong argument to TO_CHAR (RODBC)?
Dear all,
I can't seem to run what seems (to me!) like a common SQL statement in RODBC:
data <- sqlQuery(a, 'SELECT TO_CHAR (DB1.DATE, 'yyyy') "year" FROM DB1')
In contrast,
data <- sqlQuery(a, 'SELECT TO_CHAR(DB1.DT_INICIO) "year" FROM DB1')
works but it does not come up as I want it to (i.e., in "year" format).
Can