similar to: format.data.frame containing S4 class with format method

Displaying 20 results from an estimated 10000 matches similar to: "format.data.frame containing S4 class with format method"

2009 Jan 22
0
Confused about behavior of an S4 object containing a ts object
I posted the question below about a month ago but received no response. I still have not been able to figure out what is happening. I also noticed another oddity. When the data part of the object is a multivariate time series, it doesn't show up in the structure, but it can be treated as a multivariate time series. Is this a bug in str? > setClass("tsExtended", representation =
2010 Sep 06
2
dataframe row names from list
Hi, I have a list which looks like this... > str(y) List of 10 $ : chr [1:4] "ABCD" "5" "0" "1" $ : chr [1:4] "DEF" "15" "1" "16" $ : chr [1:4] "AAA" "2" "17" "8" $ : chr [1:4] "SSS" "15" "25" "1" $ : chr [1:4] "III"
2005 Dec 12
2
Extremely slow Samba3 performance with ArcView/WinXP
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Hi! I have a user who is running a Samba server to store data files for his ArcView 3.3 application. Client operating system is Windows XP professional. With Samba2 (2.2.8a) this was working quite fine, it usually took less than a few seconds to load and render one of the GIS presentations with ArcView. We then did an upgrade to Samba3 (3.0.20b)
2009 Jan 13
1
Converting Factor to Vector
Hi all, How can I convert factor like this: > str(repo) 'data.frame': 1000 obs. of 1 variable: $ AAA: Factor w/ 1000 levels "AAT","AAC",..: 1 2 3 4 5 6 7 8 9 10 ... > print(repo) AAA 1 AAA 2 AAT 3 AAC ... into to simple vector > str(new_repo) chr [1:100] "AAA" "AAT" "AAC" "AAG" "ATA" "ATT"...
2012 Apr 17
3
Can a matrix have 'list' as rows/columns?
After a lot of processing I get a matrix into M. I expected each row and column to be a vector. But it is a list. R-Inferno says... "Arrays (including matrices) can be subscripted with a matrix of positive numbers. The subscripting matrix has as many columns as there are dimensions in the array—so two columns for a matrix. The result is a vector (not an array) containing the selected
2012 Aug 27
2
Assigning colors on low p-values in table
Hi all R-users, I?m trying to assign colors on those p-value in my table output that fall above a certain critical value, let?s say a p-value >0.05. My table looks like this: Assets ADF-Level P-Value ADF-First D P-Value ADF-Second D P-Value [1,] Liabilities -2.3109 0.1988 -3.162 0.025 -6.0281
2012 Dec 12
1
Lost in S4 and S3 classes
Hi all, this is my first post in R devel? sorry if I lost some of the guidelines. Anyway this is my problem: Version: R version 2.15.2 (2012-10-26) Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit) I want to make an S4 class that use the output object of the function of nls.lm as a slot: setOldClass("nls.lm") setClass ( Class="TestClass",
2016 Apr 04
2
Evaluating an expression
Hi, I want to create a data frame similar to the following, but greatly scaled up: df <- data.frame(aaa= c("a","b","c"), integer(3), integer(3)) names(df)[2:3] <- paste("var",1:2,sep="") which yields aaa var1 var2 1 a 0 0 2 b 0 0 3 c 0 0 I would not relish having to paste 'integer(3)' 5000 times :(
2010 Jul 28
2
Nat issue one way audio on IP dial
hi there, i have posted earlier on the list but got no satisfying answer. the problem is not big. I have asterisk server directly connected with internet (79.80.x.x) and clients are behind router. clients/users are registered with asterisk and are using sipura and xlite softphone. Now problem is that when a user calls other by dialing his IP:Port (sip uri), call is connected fine and he can
2006 Aug 28
1
Help on function adf.test
Hello everybody, I've got a matrix called EUROPEDATA and I want to calculate the adf test statistic (part of the tseries package) on a rolling basis for window my.win on each column; i.e. each column of EUROPEDATA represents a particular variable; for the first column I calculate the adf test statistic for window my.win = 60 for example, roll forward one observation, calculate the adf
2009 Jan 15
1
[Q] R CMD check signals error on code that works from UI
Add the following to example section of a dot-Rd manpage: ## :WHY: The following kills R CMD check but runs fine on console. foos <- c("aaa", "bbb", "ccc") cat(sapply(foos, function(foo) { sprintf("name: %-18s upper: %s\n", foo, toupper(foo)) }), sep="") R CMD
2010 Oct 29
3
Dickey Fuller Test
Dear Users, please help with the following DF test: ===== library(tseries) library(timeSeries) Y=c(3519,3803,4332,4251,4661,4811,4448,4451,4343,4067,4001,3934,3652,3768 ,4082,4101,4628,4898,4476,4728,4458,4004,4095,4056,3641,3966,4417,4367 ,4821,5190,4638,4904,4528,4383,4339,4327,3856,4072,4563,4561,4984,5316 ,4843,5383,4889,4681,4466,4463,4217,4322,4779,4988,5383,5591,5322,5404
2009 Oct 27
1
Rjava, RImageJ, and/or S4 question.
I am out of my league with this question. The following code starts the java imaging program ImageJ from within R, and displays an image (assuming ImageJ is installed on your computer). library(RImageJ) img <- IJ$openImage( file.choose() ) #pick an available .tif file img$show() # make the image object visible # An image is now displayed # find out about the objects involved >
2011 Oct 11
5
Help to write to a file
Dear all: I am having some problems to use the function "sink()". Basically I am doing a loop over two files which contain unit-root variables. Then on a loop, I extract every i element of both files to create an object called z. If z meets some requirements, then I perform a unit root test (ADF test), otherwise not. As this process is repeated several times, for each i I want to get
2009 Mar 20
1
Dickey Fuller test of a time series (problem)
Hi all, I tried to do a Dickey Fuller test with R using adf.test with a time series of german stock prices. I have 10 stocks from 1985 to 2009 with monthly stock prices. So if you do the math I have 289 values for each stock. I tried to do the test for each stock alone and had the 289 values of my first stock listed in R. When I tried to do the test with command adf.test(x, k=1) the following
2008 Oct 02
1
nls with plinear and function on RHS
Dear R gurus, As part of finding initial values for a much more complicated fit I want to fit a function of the form y ~ a + bx + cx^d to fairly "noisy" data and have hit some problems. To demonstrate the specific R-related problem, here is an idealised data set, smaller and better fitting than reality: # idealised data set aDF <- data.frame( x= c(1.80, 9.27, 6.48, 2.61, 9.86,
2010 Aug 03
2
RTP stream not passing through router with port forwarding
Hi, I am trying to dial a registered user via his IP:Port mechanism, but problem is that the audio data is not reaching to dialed user. here is the scenario. caller and callee both are registered at asterisk server. asterisk server is on public ip so no port forwarding and natting necessary there. however caller and callee both are behind router and there is port forwarding enabled and nat=yes,
2007 Dec 08
2
time series tests
Hi all, Can anyone clear my doubts about what conclusions to take with the following what puts of some time series tests: > adf.test(melbmax) Augmented Dickey-Fuller Test data: melbmax Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01 alternative hypothesis: stationary Warning message: p-value smaller than printed p-value in: adf.test(melbmax)
2013 Jun 23
1
Scaling Statistical
Short question: Is it possible to use statistical tests, like the Augmented Dickey-Fuller test, in functions with for-loops? If not, are there any alternative ways to scale measures? Detailed explanation: I am working with time-series, and I want to flag curves that are not stationary and which display pulses, trends, or level shifts. >df DATE ID VALUE2012-03-06 1
2007 Apr 05
2
about systemfit
Hello. I am still a newbie in R. Excuse me if I am asking something obvious. My efforts to get an answer through browsing the mailing archives failed. I want to perform an augmented Dickey-Fuller test and to obtain AIC and BIC and to be able to impose some linear restrictions on the ADF regression so as to decide the correct order of autoregression. However I could find no obvious way to impose