similar to: ApEn (Approximate Entropy), Total Corr, Information Interaction

Dear guRus, is there a package that calculates the Approximate Entropy (ApEn) of a time series? RSiteSearch only gave me a similar question in 2004, which appears not to have been answered: http://finzi.psych.upenn.edu/R/Rhelp02a/archive/28830.html RSeek.org didn't yield any results at all. Happy holidays (where appropriate), Stephan

I have a dataframe say: date price_g price_s 0.34 0.56 0.36 0.76 . . . . . . and so on. say, 1000 rows. Is it possible to add two columns to this dataframe, by computing say diff(log(price_g) and diff(log(price_s)) ? The elements in the first row of these columns cannot be computed, but

date <- as.POSIXlt(Sys.time()) #present date for (i in 1:difftime(as.POSIXlt(Sys.Date()),"2007-10-01")) if (date$wday != 0 & date$wday != 6) {print(date);assign("date", (date-86400))} else (assign("date", (date-86400))) I am trying to print dates from present day to a day in the past, but omitting weekends. I am not doing something right, but can't

I am trying to download a bunch of files from a server, for which I am using download.file( ) within a for loop. The script is working fine except until download.file hits a URL which has no file, at which point it exits. I want to change this behavior to simple log the failure and maintain state within the for loop and iterate to next. I read about try / tryCatch but am having trouble

Gabor, Thanks much. Your solution is elegant. My overall scheme is to take present date, and check whether it is a weekend, if not, then create a string based on the date, to concatenate into a url link for download.file( ). The files I need to download have a part which is in the format: mmddyy. I am working to make myself a system to connect to exchanges, and download end of day files from

Can someone throw light on the following problem I am having with RODBC? There's an Excel file I am trying to read from, it has one sheet named 'nameclass'. Thanks in anticipation. Vishal Belsare > library(RODBC) > con = odbcConnectExcel(file.choose()) > tbls <- sqlTables(con) > tbls TABLE_CAT TABLE_SCHEM TABLE_NAME TABLE_TYPE REMARKS 1

I have an ordered series of 3 month t-bill rates (annual). I transform this to a daily series, however, the observations are constructed only from the dates on which the t-bills were issued, which is every week. So now I have ordered observations of the daily 'risk-free rate' for one day every week. I want to expand this zoo object to give a value for every day, and to do so, copy the

I am interested in creating multiple (say 1000) time series, from a given stochastic process, of length 250. I want to refer to each realization with its own variable name, of the format say, tsn, where n is the n'th simulation. i.e. ts1, ts2, ts3, ts4, .... , ts1000 The way I am thinking of doing this is placing the following code within another loop, and the 'tsn' assignment should

I have financial data on a a set of firms, with a quarterly period (fundamental data). The data spans 10 years, and four quarters per year. The present file (.csv) reads the Date columns as "200706" for the second quarter of 2007; "199809" for the third quarter of 1997. Is there a way I can convert it to something like "2007 Q2", "1998 Q3"? I am aware of

Hi there, I've got two questions, and I'll list them in order of importance. (1) Is there a way, or is there any research/development going into unearthing a way, to mount a samba filesystem like any other filesystem under UNIX? And (2), does anyone know of a good X filemanager? What I would really like to do is be able to mount a Samba directory or resource and treat it like any

Sir , I want to implement email section in ma web application.. so i found the method ''server_setting'' for it... Following is the method: config.action_mailer.server_settings = { :address => "smtp.gmail.com" , :port => 25, :domain => "gmail.com" , :authentication => :login, :user_name => "manish" , :password =>

On Tue, Feb 09, 2016 at 01:50:37PM -0800, Joshua Pincus wrote: > Hi Rich, > > Thanks, again, for the pointer. I'm still slowly going through the > registry making my changes. > > I noticed what may be a small bug in your code. Please look at > https://github.com/libguestfs/libguestfs/blob/master/v2v/windows_virtio.ml#L230-L231. > I think you meant to have those two

On Tue, Feb 09, 2016 at 12:20:35AM -0800, Joshua Pincus wrote: > Hi Rich, > > Thanks for the pointer. It looks like add_viostor_to_driver_database() is > the routine that I need to mimic. I'll try that out in the morning. I've > been staring at this problem for so long that my eyes are crossing. I should note that any doubled \\ that appear in the strings are really

On Mon, Feb 08, 2016 at 04:50:09PM -0800, Joshua Pincus wrote: > Mr Jones, > > I recently came across your excellent 2010 blog entry, > https://rwmj.wordpress.com/2010/04/30/tip-install-a-device-driver-in-a-windows-vm/. > The blog entry was incredibly useful for Win7. I was wondering if you have > any similar insights for Win10? The CDDB is gone, and it's replacement, or

Hi, The performance of Windows XP is dreadful. Absolutely dreadful. There are only two VMs on the machine, dom0 and domU. The system supports the Windows XP HVM domain through the good offices of the underlying dual-core AMD cpu with AMD-V technology. The system spends a huge amount of time running rundll32.exe. If I kill the executable, it speeds up a bit. The performance problem has been

Dear R People: Do any of the linear model or regression function calculate the Durbin-Watson test statistic for serial correlation, please? I found the hat matrix, studentized residuals, and so on, but no D-W. Thanks so much! Sincerely, Erin M. Hodgess, Ph.D. Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown One Main Street Houston, TX 77002

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 First of all, I'm a physicist and therefore I'm not much used to use statistics. So, please forgive me if this is a FAQ or stupid, but I failed to find the answer by myself. I want to use corr.test to test for the correlation of two data sets (actually I have a lot of data set and perform pairwise testing). But I wanted to find sets where the

1. What version of samba? You should be trying 2.2.5 or 2.2 6 for one of the more stable winbind releases. 2. Are you running NIS? Try changing the winbind separator to _ (underscore) 3.. Did you put winbind in your nsswitch.conf file? If so, did you force the system to re-read that info (happens automatically on solaris, must run nsadmin restart on Irix, don't know about other

Hi, I'm still not quite there with my H-F (G-G) correction code. I have it working for the main effects, but I just can't figure out how to do it for the effect interactions. The thing I really don't know (and can't find anything about) is how to calculate the covariance matrix for the interaction between the two (or even n) main factors. I've looked through some books

Hi, I'm still not quite there with my H-F (G-G) correction code. I have it working for the main effects, but I just can't figure out how to do it for the effect interactions. The thing I really don't know (and can't find anything about) is how to calculate the covariance matrix for the interaction between the two (or even n) main factors. I've looked through some books