search for: zehnder

Dear R users, I am using R right now for a simulation of a model that needs a lot of memory. Therefore I use the *bigmemory* package and - to make it faster - the *doMC* package. See my code posted on http://pastebin.com/dFRGdNrG Now, if I use the foreach loop with the addon %do% (for sequential run) I have no problems at all - only here and there some singularities in regressor matrices which

Hi R-fellows, I am trying to simulate a multivariate correlated sample via the Gaussian copula method. One variable is a binary variable, that should be autocorrelated. The autocorrelation should be rho = 0.2. Furthermore, the overall probability to get either outcome of the binary variable should be 0.5. Below you can see the R code (I use for simplicity a diagonal matrix in rmvnorm even if it

Is there anyway with some experience in using armadillo in R C++ extensions? My problem is the following: I programmed a function in a header looking like #include <armadillo> inline arma::vec foo(input) { ... do something return an arma::vec object } compiling this via R CMD INSTALL packagename (PKG_CXXFLAGS = -I/folder/of/armadillo and armadillo_bits in my package) I get the

Hi all, I am quite new in the world of parallelization and I wonder if there is a way to increase the speed of creation of a parallel socket cluster. The time spend to include threads increase exponentially with the number of thread considered and I use of computer with two 8 cores CPU and thus showing a total of 32 threads in windows 7. Currently, I use the default parameters (type =

Dear R community, I do know, that an R function is constructing a copy of any object passed as argument into a function. I program on a larger S4 project for a package, and I arrived at a point where I have to think a little harder on implementation style (especially to spare users complex object handling). I have a function foo(), taking as input arguments two S4 objects of different class

Dear R-users, I have the following problem: I am running the function 'pvcm' from the 'plm' Panel Data package. Inside this function 'solve' is called and gives for a certain individual data series an exception because of singularity. I would like to know which individual data series causes this error. I tried to debug it, but this is truly painful, as solve is called

Hi everyone, I am using package knitr, FIRST TIME. I don't have access to RStudio. Read through Yihui's page, didn't find it helpful. Stuck on terms Rnw, GFM (GitHub Flavored Markdown). Never used Sweave, so the reference is not helping. Is there a simple step-by-step example WITHOUT RStudio? My question: What is the procedure? The documentation explains the functions, but does

Hi guyz, I have run my algorithm in R (see http://pastebin.com/q84Tujfg) and got the following error: Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, : 'order.max' must be < 'n.used' I am pretty sure, that the error comes from the NeweyWest function in line 45, as the NeweyWest function uses the ar.ols() function for pre whitening. Does anyone

Dear R-Devels, I am writing right now my own package that makes use of 'tempfile' and there within with 'path.package'. When I install it, I get the error: Error in path.package("mypackage") : none of the packages are loaded. Here is the code, I use in my package: ".defaultDBPath" <- function() { db.path <- tempfile(pattern =

Dear R-Users, I need a very fast and reliable database solution so I try to serialize a data.frame (to binary data) and to store this data to an SQLite database. This is what I tried to do: library(RSQLite) con <- dbDriver("SQLite") db <- dbConnect(con, "test") dbSendQuery(db, 'CREATE TABLE frames("simID" INT, "data" BLOB)') data.bin <-

Dear R-users, I am working on a project that uses S4-classes. At some point I encountered the problem - well known to R - that I have to pass 3 different objects to a function, that should modify several slots of them and of course there is no passing by reference in R. Then I read this thread by Steve Lianoglou: https://stat.ethz.ch/pipermail/r-help/2010-August/250468.html, which offers from

Dear R-Devels, I am designing right now a package intended to simplify the handling of market microstructure data (tick data, order data, etc). As these data is most times pretty huge and needs to be reordered quite often (e.g. if several security data is batched together or if only a certain time range should be considered) - the package needs to handle this. Before I start, I would like to

...this directory I get the well-known issue Warning: invalid package ?pkg/? Error: ERROR: no packages specified Instead, calling R CMD INSTALL from ~/Library/R/R-gcc works fine. I checked the permissions on ~/Library/R/R-gcc in R. These seem to be fine to me: system("ls -hFGlxo /Users/simonzehnder/Library/R/R-gcc") total 0 drwxr-xr-x 7 simonzehnder 238B Nov 8 10:37 library/ R CMD INSTALL seems to need a working directory that equals the actual working directory. Is there a workaround, that makes things work for me? Best Simon

Dear R-Users, I am having some trouble running an R extension on our cluster (linux). I call C++ code in which I use a) the Scythe Statistical Library and b) OpenMP. Most of the jobs run without a problem, but some arbitrary jobs throw an exception of the kind printed below while running in a parallel loop. The behavior is to me not reproducible, although at every run of 729 Jobs it at least