similar to: paste function by INDICES

Hi all, I have problems with years of dates using "chron" package. I don't understand why R by this istruction: > dates("01/02/29",out.format="d/m/year") [1] 02/Jan/2029 > dates("01/02/30",out.format="d/m/year") [1] 02/Jan/1930 reads "29" as 2029 and "30" as 1930. How could I change to read "00" to

Hi all, I have problems with years of dates using "chron" package. I don't understand why R by this istruction: > dates("01/02/29",out.format="d/m/year") [1] 02/Jan/2029 > dates("01/02/30",out.format="d/m/year") [1] 02/Jan/1930 reads "29" as 2029 and "30" as 1930. How could I change to read "00" to

Hi all, I want to draw a line with the values of x marked in X axis. I tried with x <- c(0,6,12,18,24,30) #coordinates of points x y <- c(2,5,7,5,7,16) #coordinates of points y plot(x,type="n",xlab="Months",ylab="Y values",main="main",ylim=c(0,16),xlim=c(0,30)) lines(x,y) The graph shows by default an increment of the sequence in x axis that

Dear sirs, I'm using the Splancs package to compute standard errors of the estimates of a spatio-temporal k function. When I use as spatial and temporal distances too long vectors (respectively 60 and 80 entries) for a dataset of 1000 observations, R gives me the message Error: cannot allocate vector of size 180000 Kb Reached total allocation of 512 Mb. I ran the function memory.size()

Hello R experts I am googling and reading around, however, I can't get it working (perhaps because I do not understand much C, however, I'll give it a try). I am trying to include C++ code into an R routine, where the C++ code looks: #include <iostream> using namespace std; void foo (double* x, double* y, double* out) { out[0] = x[0] + y[0]; } Back in R, the command R CMD

Hello everybody! This is my first mail so I'll write a couple of lines of self-introduction. My name is Massimiliano, I'm from Italy and I'm studying Mathematical Engineering. I started using R in my Statistics course and have to use it to make a project which I'll discuss at the end of the course. The problem I'd like to ask you about follows. Suppose I have imported a

Dear all, It's possible to obtain the residuals with AR time series function. Thanks in advance, Massimiliano Talarico Pianificazione Commerciale - Area Crm Unicredit Xelion Banca S.p.A. Via Pirelli 32 - 20124 Milano Tel.: 02 67360 525 Fax: 02 67738 525 www.xelion.it [[alternative HTML version deleted]]

Hi, I have a quite "simple" setup for a particular customer that loves redundancy and failover. PDC + BDC with LDAP Passwords on two 389-ds in multimaster node + several samba member servers Actually pointing singularly on both the systems everything works great. As soon as I modify my passdb backend line from the single form to the form containing both backends that is from passdb

Dear All I am trying to estimate a mixture of regression and get the following error using the mixreg package: Error in y - yhat : non-conformable arrays The instruction I used were: x <- as.matrix(LRHUN) y <- as.matrix(LRINTER) TS <- list(list(beta=c(3.0,1.0),sigsq=1,lambda=0.4), list(beta=c(0.0,1.0),sigsq=1,lambda=0.6)) prova <- mixreg(x,y, ncomp=2, theta.start=TS)

Dear All, I would like to ask a question about how to locate the indices after comparing two numeric vectors. Say, I have, A <- c(1,2,3,4) and A <- c(0,3,1,5) and we cmpare: > idx <- A<B So: > idx [1] FALSE TRUE FALSE TRUE Question 1: I would like to get a vector that stores the indices for entries of A such that this relationship is true. In this case, a vector idx1

Hello, I''ve configured two xen hosts (dom0) sharing a LUN on a SAN. My firs obiective is to run different domU on the two hosts, and implement live migration between them. Subsequently, I''d like to implement HA, so if a xen host goes down, domUs will be restarted on the other one. What''s the better way to obtain this? I think I need a cluster file system to

Hello Everybody, First think sorry for my not good English. My friends and I are trying to porting SCO TermVision 2.1 on Linux. TermVision is a good UNIX Terminal emulator with re-vamping features for our UNIX applications. So we want to use this applications on our Linux pc. Unfortunately, we are able to install TermVision with wine 1.0 on our Mandrake 7.2 but after, the application

I'm using Samba marked 2.999+3.0cvs20020723 from Debian `sid'. In smb.conf, I've got: passdb backend = ldapsam:ldaps://master.ldap.server ldapsam:ldaps://backup.ldap.server tdbsam All works fine when both ldap servers are up, or when at least the first is up. When the first is down, though, samba tries to connect to it, doesn't manage to, and gives up instead of trying the

Hello, I am not expert in wavelet. i am working with a discrete dataset in 3D. I applied the D4 wavelet transform to each dimension sequentially. I made some analysis in the transformed space and i detected some interesting vowel. My question is. How is it possible to map a 3d coordinate in the transformed space to the related coordinate in the 3d original dataset? (i think that probably one

Please consider a data frame A B C D 1 4 5 0 2 3 2 75 3 4 1 84 4 5 1 90 5 3 0 100 Is there a way to plot column B and C as barplot *and* D as line on the same graph?? R-2.0.1 powered by Mandrake 10.1 ------------------------------------------------------------------------------------------------------------------------- Landini dr. Massimiliano Tel. mob. (+39) 347 140 11 94 Tel./Fax. (+39)

Dear all, I need a suggest to obtain the max of this function: Max x1*0.021986+x2*0.000964+x3*0.02913 with these conditions: x1+x2+x3=1; sqrt((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04; x1>=0; x1<=1; x2>=0; x2<=1; x3>=0; x3<=1; Any suggests ? Thanks in advanced, Massimiliano Questo messaggio di posta elettronica contiene informazioni di carattere

Dear All, I have a collections of spatial data. I have to analyze pairs of these point patterns to test their spatial interaction. I was moving towards the cross K Ripley's function. The problem, however, are the following: 1) What is the best way to get a single real value that represents the interaction "power"? 2) How to obtain a value that even allows me to rank the pairwise

Hi, I would like to minimize the value of x1-x2, x2 is a fixed value of 0.01, x1 is the quantile of normal distribution (0.0032,x) with probability of 0.7, and the changing value should be x. Initial value for x is 0.0207. I am using the following codes, but it does not work. fr <- function(x) { x1<-qnorm(0.7,0.0032,x) x2=0.01 x1-x2 } xsd <- optim(0.0207, fr,

I'm migrating an AD service over to OpenLDAP. There will be a transitional period where logins will still be served by AD, but address book/mail/etc. will be authenticated against OpenLDAP, so I'd like to provide the AD admins with a way of creating users in OpenLDAP and having the change replicated in AD (most likely a web interface). All goes well for putting user data in AD. Not as

Dear all a couple of months ago i've found threads regard test that verify AnOVa assumption on homogeneity of variances. Prof. Ripley advice LDA / QDA procedures, many books (and many proprietary programs) advice Hartley's F_max, Cochran's minimum/maximum variance ratio (only balanced experiments), K^2 Bartlett's test, Levene's test. Morton B. Brown and Alan B. Forsythe in a