similar to: need help to resolve RODBC error

I have compiled and linked a 64 bit version of R (R 2.9.2) and the corresponding unix ODBC 64 bit package The red highlighted text below is the error I'm getting trying to when invoking a sqlQuery > library(RODBC) > channel <- odbcConnect("OraLSH", <user>, <password>) > sqlQuery(channel,"select sysdate from dual") Error in .Call(C_RODBCFetchRows,

Hi, I tried to remove the text starts by "--" to the end of the line as below sql=c("-- This is a comment line", "select sysdate -- This is a comment Text" , " from dual ") >sql [1] "-- This is a comment line" [2] "select sysdate -- This is a comment Text" [3] " from dual " I try to have this > sql

Hi, In my application I want to have the sysdate + 5 minutes. I know that the sysdate is in the variable ${DATTIME} But now I want to now how I get the sysdate + 5 minutes into a variable? Doe's anybody knows the answer? Kind Regards Arjan Kroon -------------- next part -------------- An HTML attachment was scrubbed... URL:

Hi all, I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the univariate case. y_1~x_1+x_2 y_2~x_1+x_2 var(y_1)=x_1*sigma_1^2 var(y_2)=x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)??

Hi all, I am going to sample two variables from two exponential distributions, but I want to specify a covariance structure between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel:

Hi all, Assume I have a random vector with four variables, i.e. A=(a,b,c,d). I am able to get the covariance matrix of vector A, but how can I get the covariance matrix of vector B=(a,c,b,d) by manipulating the corresponding covariance matrix of A? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email:

Hi all, I am running a bivariate regression with the following: p1=c(184,155,676,67,922,22,76,24,39) p2=c(1845,1483,2287,367,1693,488,435,1782,745) I1=c(1530,1505,2505,204,2285,269,1271,298,2023) I2=c(8238,6247,6150,2748,4361,5549,2657,3533,5415) R1=I1-p1 R2=I2-p2 x1=cbind(p1,R1) y1=cbind(p2,R2) fit1=lm(y1~-1+x1) summary(fit1) Response 2: Coefficients: Estimate Std. Error t value

Hi all, I got another VAR question here and really appreciate if somebody would help me out :) I have five time series, say A,B,C,D,E. My objective is to predict the series A using the rest, that is, B, C, D and E. A Vector Autoregression Model should work here. But first of all, I should select which series of B, C, D and E to be include in the VAR model, as well as the number of lags. I wonder

Hi all, I have n independent variables A_1, A_2, A_3,......,A_n, and each with known variances var(A_1), var(A_2),..., but unknown mean. How can I get the approximation of the variance of the product of the variables using numerical computation, i.e. var(A_1*A_2*A_3*.....*A_n)? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176

Hi all, I have a 4 by 4 matrix, and I want to switch row 2 and row 3 first, then switch column 2 and column 3. Is there an easy way to do it? The following is a tedious way to get what I want. But I wonder if there is a way to simplify this. > a=matrix(rnorm(16),4,4) > a [,1] [,2] [,3] [,4] [1,] 0.33833811 -0.9422273 -0.06181611 -1.8346134 [2,] -0.68167996

Hi all, I met with a problem about the weighted least square regression. 1. I simulated a Normal vector (sim1) with mean 425906 and standard deviation 40000. 2. I simulated a second Normal vector with conditional mean b1*sim1, where b1 is just a number I specified, and variance proportional to sim1. Precisely, the standard deviation is sqrt(sim1)*50. 3. Then I run a WLS regression without the

Hi all, Is there an easy way to do cumulative matrix multipliation in R? What's the syntex? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

Hello all. I am trying to use WINE to make a windoze-only development environment (very rudimentar, command line cross-compiler and stuff) under Linux, because GNU make is far superior from the M$'s 'nmake'. Anyway, I have some trouble with expirating licenses and stuff, and the solution is to revert the system date back to some valid thing and then compile. Since I am now running

I think the solution may exist. The compatibility of mysql-connector-odbc with maria may just means the driver can access the mariadb - but my experience suggests not live on the same host. maria has its own connector: https://downloads.mariadb.org/connector-odbc/ it does not look like this is in the sig, so I'll have to turn to the maria repo. I'll try replacing the driver first, then

Dear list, I have the following matrix. How can I make the following plot? 1. The x-axis has index 1:7, and the first column is plotted against index 1, second against 2, and so on. 2. I want the points from the left upper conner including the antidiagonal to be plotted with col=2, and the rest with col=3 [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] 0.589 0.857 0.923 0.944 0.954 0.963

Thanks for each of your inputs. It was not a configuration issue as odbcinst.ini does not reference the mysql subdirectory. Rather than use Alexander's url, I ran: yum -y install centos-release-openstack-ocata yum -y install mariadb-server ...the cloud repository provides the properly pathed file. # repoquery -l mariadb-server mariadb-libs | grep lib64 | grep libmysqlclient

Dear R Beginners, Experts and Users, I already asked this question on the R-sig-DB mailing list, but sadly didn't got a reply :-( . Keeping fingers crossed that I have more luck on the main R mailinglist :) . I'm trying to connect to a MySQl database via Gnu R using the RODBC interface. The conenction workes but I get an empty result string. Gnu R and the MySql DB are running on a 64 bit

Hello, I need help now. I installed R in my Solaris 5.8 box. But two things I am missing comparing to my old Splus. 1. I used to invoke a command edit Splus by type "Splus -e". So I can surfer in Splus like ksh environment. Can I do the same in R? 2. I used BSD version of R, which I can use "up" key to call back last command. But in Sun, I can't make it happened. I

I am having problem while having asterisk work with ODBC (Postgres) The error that I am getting is "config.c: Realtime mapping for 'sippeers' found to engine 'odbc', but the engine is not available" I really donot know what has went wrong. I have set the ODBC connection properly I have verified it using :: [root@asterisk ~]# echo "select 1 " | isql asterisk

I have compiled and linked a 64 bit version of R (R 2.9.2) and the corresponding unix ODBC 64 bit package When issuing a SqlQuery, I get the following error > library(RODBC) > channel <- odbcConnect("OraLSH", <user>, <password>) > sqlQuery(channel,"select sysdate from dual") Error in .Call(C_RODBCFetchRows, attr(channel, "handle_ptr"), max,