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JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC 1968 NA 10.7 10.0 9.3 7.4 8.1 9.3 9.5 8.5 10.0 10.0 13.0 1969 13.0 9.9 7.0 5.9 NA 6.5 7.3 6.6 NA NA NA NA 1970 10.7 8.9 8.1 NA NA 7.1 7.7 NA 6.5 NA 8.3 NA 1971 NA 11.6 NA NA 7.8 NA NA 6.2 NA NA 8.4 NA x<-read.zoo("textconnection", sep=",", format= "%Y", header=TRUE) plot(x) #this plots all of the years by each

On Fri, 7 Apr 2006 16:09:53 +0200 Brandt, T. (Tobias) wrote: > Hi > > Is there a reason why as.matrix.zoo doesn't set the rownames to the > index like as.data.frame.zoo does? Yes, oversight, I think ;-) Added to the devel-version of zoo. I'll try to get it out to CRAN in the next days. Z > Thanks > > Tobias > > > > library(zoo) > > x.Date

Dear list-reader, by running the following script: library(zoo) sessionInfo() search() packageDescription("zoo") data(EuStockMarkets) dax <- as.zoo(EuStockMarkets[1:10, "DAX"]) daxr <- diff(log(dax)) identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr))) qqnorm(coredata(daxr)) qqnorm(daxr) qqnorm() produces an error: > qqnorm(daxr) Fehler in if (xi == xj) 0L

To the R development team; I found an unusual behavior in zoo when I upgraded to R 2.11.0 - it abruptly terminated when I performed certain operations on large zoo objects. I sent an e-mail to Achim Zeileis and he said this was a potential bug that I should report to the R development team. The details are given below in the thread below. Basically, I can crash R with this code: library(zoo)

Hello, I have some trouble in achieving the desired parametrisation for the weka classifier functions, using the package RWeka. The problem is, that the functions result=classifier(formula, data, subset, na.action, control = Weka_control(mycontrol)) do not seem to be manipulated by the mycontrol- arguments Perhaps this should be resepected via the handlers- argument , but the

I was running R CMD check on Windows XP 2.0.1beta and got this: Error in parse(file, n, text, prompt) : syntax error on 602 After a lot of aggravation I finally discovered that if I did this: copy *.R allofthem.R and checked line 602 in allofthem.R that I could find the error. I noticed that there are repeated references in the help archives to this sort of error and how hard it is to locate

I have a dynamic time series model like this: dyn$lm( y ~ lag(y,-1) + x + lag(x,-1)+lag(x,-2) ) I need to do an out of sample forecast with this model. Is there any way I can do this with R? It would be greatly appreciated if some one can give me an example. Thanks. Harry [[alternative HTML version deleted]]

Hi, everybody. I am working processing EEG data from 1000 pacients. I have a specific syntax to perform the Spectral Analysis and a loop to analyse all subjects. each subject data are in separate folders (P1, P2 P3...) My question is: in some cases, some errors can appear in one subject. I want to know if is possible to jump to the next subject and perform the same syntax , exibiting an error

All: How do I obtain one step ahead out-of-sample forecasts from a model using "dyn" or "dynlm" ? Thanks! Best, John [[alternative HTML version deleted]]

Full_Name: Ben Goodrich Version: 2.6.1 OS: Debian Submission from: (NULL) (128.103.222.166) bzr is another version control system and adds a .bzr folder to the top-level directory of a package, similar to .svn and .git for subversion and git respectively. However, while R CMD build removes directories called .svn, .git, and some others, it does not remove .bzr . As a result, the .bzr folder is

At the risk of ridicule for my deficient linear algebra skills, I ask for help using the solve.QP function to do portfolio optimization. I am trying to following a textbook example and need help converting the problem into the format required by solve.QP. Below is my sample code if anyone is willing to go through it. This problem will not solve because it is not set up properly. I hope I

Hi,   A question on something which normally should be easy !   I perform a linear regression using lm function:   > reg1 <- lm (a b+c+d, data = database1)   Then I try to perform the Chow (1960) test (structural change test) on my regression. I know the breakpoint date. I try the following code like it is described in the “Examples” section of the “strucchange” package :   > sctest(reg1,

Full_Name: Elizabeth Purdom Version: 1.9.1 OS: Windows XP Submission from: (NULL) (171.64.102.199) It would be nice if legend had the option of some default locations you could choose instead of entering specific coordinates, like "topleft", "topright","topcenter", etc. based on par("usr") coordinates. I know I've wanted it so often I've made my

Dear Achim, Thanks for the comment. Here is the publisher's style guideline (AGU) "Because the Internet is dynamic environment and sites may change or move, treat World Wide Web, ftp files, and electronically archived data stored at data centers other than World or National Data Centers as unpublished, i.e., in text only." http://www.agu.org/pubs/AuthorRefSheet.pdf So by this

Petr, It works perfectly! But I still have a question; I have fit the following data; x,y,z 1,10,11 2,11,15 3,12,21 4,13,29 5,14,39 6,15,51 7,16,65 8,17,81 9,18,99 10,19,119 >dat.lm <- lm(z~I(x^2)+y, data=dat) >dat.lm Call: lm(formula = z ~ I(x^2) + y, data = dat) Coefficients: (Intercept) I(x^2) y 1.841e-14 1.000e+00 1.000e+00 How do I create the

Currently demo calls source with a hard coded max.deparse.length = 250 so you can't really see the demo properly in some cases. Note the [TRUNCATED] below. (1) It would be nice if demo passed max.deparse.length (and other args to source). (2) Also a larger max.deparse.length default would be nice to make it less likely one would have to set it in the first place. > R.version.string #

Hi all, I would like to suggest that all R functions/etc like: codes-deprecated grid-internal ns-alt ns-dblcolon ns-hooks ns-internals ns-lowlev ns-reflect.Rd tools-internal ts-defunct utils-deprecated utils-internal ... and another i.e, function/word separate for '-' were all substituted by codes_deprecated grid_internal ns_alt

Hi all, Below is a URL for an editorial published today in our local newspaper, the Minneapolis StarTribune. It was originally published in the Washington Post a couple of days ago: http://www.washingtonpost.com/wp-dyn/content/article/2005/08/29/AR2005082901444.html but that site requires registration. The 'Strib" site seems to be open for the moment:

I use a 32 bit machine. For those using 64 bit machines, what is the .Machine$double.xmin for for machines? regards. Stephen. ----- Original Message ----- From: Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> Date: Tuesday, July 12, 2005 10:51 am Subject: Re: [R] exact values for p-values - more information. > On Tue, 12 Jul 2005, S.O. Nyangoma wrote: > > > > If they

Hello I'm only user of R and have many little knowledge in programming but I permit to send you some whishes/suggestions for R. which.min like which(), which.min() should also include an argument arr.ind. Note that one can have it with which(a==min(a), arr.ind=TRUE) but if there is a reason to build a special function which.min, why not add also this nice argument? lag() If one wants to