search for: remigijus

Displaying 15 results from an estimated 15 matches for "remigijus".

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2003 Feb 12
4
Interpolation
...I have two vectors and connect the points by line segments: 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
2002 Jun 29
2
NA=NA
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 th...
2005 Sep 29
2
priceIts
...t;- union(x1,x2) Error: Object "x1" not found Error in union(x1, x2) : unable to find the argument 'x' in selecting a method for function 'union' > names(x) <- c("FTSE","DAX") > plot(x,lab=TRUE) Any help appreciated. Best wishes, Remigijus
2003 Feb 28
2
optim
...628 # final [1] 75613.05 # 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
2007 May 07
4
Mardia's multivariate normality test
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
2001 Sep 06
1
East European
...t; 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 this: plot(x,y,main="\v Salis") (i.e. S must be with a "hat")? Thank you, Remigijus -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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-request at sta...
2007 Jan 31
4
possible spam alert
...ms -> 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,...
2005 Mar 05
4
How to use "lag"?
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 <-
2003 Jan 27
0
Please begin a new subject if your post isn't a response to a previous one
...ms -> 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...
2004 Aug 29
1
predict(arima)
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
2005 Jan 09
2
How can I simulate Pareto distribution in R?
Hi, guys, I need to simulate Pareto distribution. But I found 'rpareto' didn't exist in R. And it seems that Pareto distribution don't have mathematical relationships with other distributions. What can I do? Thanks a lot. Ni --------------------------------- [[alternative HTML version deleted]]
2003 Jan 25
7
Plotting coloured histograms...
Hi, I am having some trouble trying to plot a histogram in more than one colour. What I want to do is, plot two vectors in the same histogram, but with different colours, for instance: > x <- rnorm(1000,20,4); > y <- rnorm(1000,10,2); Then I'd like to have x and y ploted on the same hist (I can do that already doing w <- c(x,y) then hist(w)) but the bars
2013 Oct 21
3
speeding up "sum of squared differences" calculation
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
2006 Jun 29
0
multivariate normality test
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:
2004 Sep 23
1
R vs EViews - serial correlation
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?