similar to: RE: [R] Several R vs S-Plus issues (PR#1112)

Hi, all, I've been converting code from S-Plus ("S" for short) to R for a few weeks. Here are some differences I've found, aside from the big well-known ones (scoping, models, data storage) and the contents of Kurt Hornik's FAQ section 3.3.3. Let me start with the ones that seem like serious bugs or deficiencies: 1) LETTERS[c(NA,2)] in S is

Hi, all, I've been converting code from S-Plus ("S" for short) to R for a few weeks. Here are some differences I've found, aside from the big well-known ones (scoping, models, data storage) and the contents of Kurt Hornik's FAQ section 3.3.3. Let me start with the ones that seem like serious bugs or deficiencies: 1) LETTERS[c(NA,2)] in S is

Hi, all, I've been converting code from S-Plus ("S" for short) to R for a few weeks. Here are some differences I've found, aside from the big well-known ones (scoping, models, data storage) and the contents of Kurt Hornik's FAQ section 3.3.3. Let me start with the ones that seem like serious bugs or deficiencies: 1) LETTERS[c(NA,2)] in S is

Hi, I understand work is being done to improve read.table(), especially by Prof. Brian D. Ripley. I offer below a version that I wrote, in the hope some aspects of it may prove useful or at least inspire discussion. Be aware that my version differs in a couple fundamental ways that reflect my aversion to dataframes and factors. So it returns a list of vectors which are all character,

Hi, The result of rowsum() in R doesn't have the dimnames I'd expect, e.g.: > rowsum(matrix(1:12, 3,4), c("Y","X","Y")) [,1] [,2] [,3] [,4] 1 2 5 8 11 2 4 10 16 22 whereas S-Plus gives the more useful result: [,1] [,2] [,3] [,4] X 2 5 8 11 Y 4 10 16 22 This is because R's rowsum() code gives

The result of rowsum() in R doesn't have the dimnames I'd expect, e.g.: > rowsum(matrix(1:12, 3,4), c("Y","X","Y")) [,1] [,2] [,3] [,4] 1 2 5 8 11 2 4 10 16 22 whereas S-Plus gives the more useful result: [,1] [,2] [,3] [,4] X 2 5 8 11 Y 4 10 16 22 This is because R's rowsum() code gives the

Hello, R-devel! I posted to R-help, and (inappropriately) to R-bugs, this R/S-Plus difference: > LETTERS[c(NA,2)] in S is c("","B"), but in R is c("NA","B") Kurt Hornik <Kurt.Hornik@ci.tuwien.ac.at> wrote: > I think we do not want to change this. ... > R> is.na(LETTERS[c(NA,2)]) [1] TRUE FALSE > so we really have NA but it is

Hi, I asked this question 2 years ago, and would like to know if the answer has changed. In S-Plus, I build databases of many large objects. In any given analysis, I only need a few of those objects, but attach'ing the whole database is fine since objects are only read as needed. How can I do the same thing in R, without reading the entire database? One possibility is to treat

Thanks to Henrik Bengtsson, Martin Maechler, Brian Ripley, Jeff Gentry and David Brahm for taking the time to answer my questions about INDEX files in R packages. My key take-aways were: 1) All of this will be changing a lot in R 1.7.0-to-be, so don't sweat the details. 2) Many people run R CMD build before they run R CMD check. I found this quite surprising. I did not realize that R

R> myfun <- function(x, ...) {x[...] <- 0; x} R> myfun(3) Error in myfun(3) : SubAssignArgs: invalid number of arguments It fails because no ... was passed. The workaround (and desired behavior) is: R> myfun <- function(x, ...) {if (missing(...)) x[] <- 0 else x[...] <- 0; x} R> myfun(3) [1] 0 Deja vu? This is the one piece of my PR#1110 (Oct 3, 2001) that I

All, I have a package BondLab, all variables are passed to the models via Cusip objects. ? The only variables input by the user are? settlement date,? price or yield or spread. ? Further price may be passed as 100.125, 100-8 (1/8), or 100-2 (2/64) or 100-2+ (5/128).? Once passed these variables must have a steady state (in decimal). ?After reading the R documentation and Hadley's book I

Hi all, I try to exceute a function "myfun" that should use as input "input1.csv" and "input2.csv" . Then I try to save the output dat33 on a csv file (on per each time I execute input1..input 2 and so on). So my problem is how to finally obtain several csv file with "ggt1.csv", "ggt2.csv". The program creates ggt1.csv but BUT when runs

Hi, here im unable to run a string handle function called unpaste(). for eg:- a<- "12345_mydata" Actually my requirement what is i need to get , only 12345. Means that , i need the all letter as a word which is before of first " _ " - symbol of "a". i tried to do with unpaste, it says function not found. After that i tried with "strsplit() ". it

I am using getSymbols function from quantmod package to get price data from internet. Currently I have: my.ticker <- "IBM" getSymbols(my.ticker,src="google") This creates an xts object named my.ticker which contains historical price data for IBM. How can I call and manipulating this xts object using my original string my.ticker? I want to do: colnames(my.ticker) <-

Hello, Easy ways to "unpaste"? xp <- paste(x2, x3) # x2, x3 are two non-numeric columns. ............. ......................... xfg <- data.frame(xp,sc1, sc2, sc3) # sc1,sc2, sc3 are numeric cols. I want xp to be split up to form a new dataframe of the form (x3, sc1, sc2, sc3). IMPORTANT info : elements of xp have the form abc<space>efg, with abc in x2 and efg in

--lrZ03NoBR/3+SXJZ Content-Type: text/plain; charset=us-ascii Content-Disposition: inline Content-Transfer-Encoding: quoted-printable ----- Forwarded message from Collin Starkweather <collin.starkweather@color= ado.edu> ----- --=20 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Collin Starkweather http://www.collinstarkweather.com Consulting Software

Hi, I do not understand why after I called apply on a function that returns an xts (getIdvAdjSeries) it returns a matrix whose columns are just numeric value of time series in xts instead of a list of xts objects. Basically, I called the following: apply(matrix(tickers,ncol=1),1,FUN=getDivAdjSeries) getDivAdjSeries <- function(ticker) { seriesName <-

i need to find the best ticker from the group of some tickers.? i also need to know on what basis we calculate the best ticker? i have some idea about the if the risk rate low, or the market price high we can say the ticker is best. but i dont know is it true. Anyone can help me . Thank you -- View this message in context:

Dear Tony, thanks for the tip with "nargs", when suitably applied, this answers the problem. The behaviour of "nargs" in S4 methods has some subtleties compared to that in normal functions, as shown in the example below. I admit that this is what had earlier created some confusion about the semantics of "nargs". From the perspective of "nargs" and its

Hi, all! My project today is to write a speedy colSums(), which is a function available in S-Plus to add the columns of a matrix. Here are 4 ways to do it, with the time it took (elapsed, best of 3 trials) in both R and S-Plus: m <- matrix(1, 400, 40000) x1 <- apply(m, 2, sum) ## R=16.55 S=52.39 x2 <- as.vector(rep(1,nrow(m)) %*% m) ## R= 2.39 S= 8.52 x3 <-