similar to: ts package function filter: mismatch between function action and help (PR#5017)

Dear All, I am a long time S user and now a convert to R. As part of my general work in time series I occasionally assist groups of econometricians and others in the finance fraternity. In particular, that community has invested a large amount of time and effort in writing specialised code in Gauss. I am unfamiliar with Gauss (although I have used Matlab which is, I understand, a comparable

Dear All, I've used the X-12-ARIMA or its earlier versions from S+ and R under both Unix and Windows platforms for many years using the klugey approach of calling an executable using in R the system function. I've found this serviceable for the following reasons. 1) Paul Gilbert's hunch is correct that many of the subroutines have extensive IO calls (especially the X-11 engine)

CentOS Errata and Bugfix Advisory 2020:5017 Upstream details at : https://access.redhat.com/errata/RHBA-2020:5017 The following updated files have been uploaded and are currently syncing to the mirrors: ( sha256sum Filename ) x86_64: 3c7d9ec4c463c38a9d3686c4e9875cf85afff5fd74177c8297ef1f1ad2a337c0 openscap-1.2.17-13.el7_9.x86_64.rpm

Dear group, Here is my df : trades <- structure(list(Trade.Status = c("DEL", "INS", "INS"), Instrument.Long.Name = c("SUGAR NO.11", "CORN", "CORN"), Delivery.Prompt.Date = c("Jul/10", "Jul/10", "Jul/10"), Buy.Sell..Cleared. = c("Sell", "Buy", "Buy"), Volume = c(1L, 2L, 1L),

Hi folks, I am having a question about efficiently finding the integrals of a list of functions. To be specific, here is a simple example showing my question. Suppose we have a function f defined by f<-function(x,y,z) c(x,y^2,z^3) Thus, f is actually corresponding to three uni-dimensional functions f_1(x)=x, f_2(y)=y^2 and f_3(z)=z^3. What I am looking for are the integrals of these three

Dear users, I am trying to show the equation (including coefficients from the model estimates) for a gam model but do not understand how to. Slide 7 from one of the authors presentations (gam-theory.pdf URL: http://people.bath.ac.uk/sw283/mgcv/) shows a general equation log{E(yi )} = ?+ ?xi + f (zi ) . What I would like to do is put my model coefficients and present the equation used. I am an

Dear group, Here is my df : trade <- structure(list(Trade.Status = c("DEL", "INS", "INS"), Instrument.Long.Name = c("SUGAR NO.11", "CORN", "CORN"), Delivery.Prompt.Date = c("Jul/10", "Jul/10", "Jul/10"), Buy.Sell..Cleared. = c("Sell", "Buy", "Buy"), Volume = c(1L, 2L,

When `length( skewed.probs ) > 200' uniform samples are generated in R-devel. R-3.5.1 behaves as expected. `epsilon` can be a lot bigger than illustrated and still the uniform distribution is produced. Chuck > set.seed(123) > > epsilon <- 1e-10 > > ## uniform to 200 then small > p200 <- prop.table( rep( c(1, epsilon), c(200, 999-200))) > ## uniform to 201

Dear R users, I am a mathematics postdoc at UC Berkeley. I have written a package in a Computational Algebra System named Singular http://www.singular.uni-kl.de to compute the Maximum Likelihood of a given probability distribution over several discrete random variables. This package gives exact answers to the problem. But more importantly, it gives All MLE solutions. My understanding is that

Hi, R friends. I had some difficulty with the following code: qqnorm(freq, log='y') qqline(freq) as the line drawn was seemingly random. The exact data I used appears below. After wandering a bit within the source code for "abline", I figured out I should rather write: qqnorm(freq, log='y') par(ylog=FALSE) qqline(log10(freq)) par(ylog=TRUE)

On 06/06/2017 08:17 AM, Michael C. Cambria wrote: > > > On 06/06/2017 04:43 AM, Martin Kletzander wrote: >> On Mon, Jun 05, 2017 at 07:52:58PM -0400, Michael C Cambria wrote: >>> >>> >>> On 06/05/2017 10:46 AM, Martin Kletzander wrote: >>>> On Sun, Jun 04, 2017 at 06:42:39PM -0400, Michael C Cambria wrote: >>>>> I've upgraded

Hi, I am trying to fit a smoothing model where there are three dimensions over which I can smooth (x,y,z). I expect interactions between some, or all, of these terms, and so I have set up my model as mdl <- gam(PA ~ s(x) + s(y) + s(z) + te(x,y) + te(x,z) + te(y,z) + te(x,y,z),...) I have recently read about the ti(), "tensor product interaction smoother", which takes care of these

Hi List, We are using the following setup: Dovecot-2.2.18 Pigeonhole-0.4.8 (for Dovecot-2.2) After the mail is finally delivered via a fileinto by the Sieve filter it gets an updated timestamp (modification time). The server has localtime setup correctly IMO (UTC +0200), but still the delivered mail is setup as being two hours old. I think I found out that the function

GENERAL REFERENCE ON NONLINEAR OPTIMIZATION? What are your favorite references on nonlinear optimization? I like Bates and Watts (1988) Nonlinear Regression Analysis and Its Applications (Wiley), especially for its key insights regarding parameter effects vs. intrinsic curvature. Before I spent time and money on several of the refences cited on the help pages for "optim",

I have a requirement to view a .mov file on my CentOS workstation and Totem reports that it requires a plugin. Does anyone here know which plugin package from gstreamer.freedesktop.org contains the necessary codec? I seem to have a choice between gst-plugin-ugly and gst-plugin-bad, two highly inviting names. Or is there another package that I need? Thanks, -- *** E-Mail is NOT a

Hi! Here is the Output: bash-3.00# id NTBV+neuwald uid=5000(NTBV+neuwald) gid=5006(NTBV+dom??nen-benutzer) bash-3.00# /usr/local/samba/bin/wbinfo -r NTBV+neuwald 5001 5002 5003 5004 5005 5006 5007 5008 5009 5010 5011 5012 5013 5014 5000 5015 5016 5017 5022 5029 5033 5035 5021 5023 5019 5032 5028 5027 5034 5020 5026 5030 5024 5018 5036 5025 5031 Ciao, Bj?rn -----Urspr?ngliche

Hi guys, I recently came into a new site that is running Samba 2.2.8 on an AIX 4.3.3 box. They are sharing out about 2 terabytes using samba. Samba was installed using smitty and the binaries. They seem to be experiencing a memory problem with this box. When I do a svmon -Pu the monitoring program shows that smbd has several processes of smbd running: Inuse * 4096 = amount of memory being

Hello ML, Hello Stephan, > Hmm. Probably, the timezone configuration (i.e. the contents of TZ > timezone environment variable) somehow doesn't reach the final stages > of e-mail delivery. Well. I tried several ways of telling the lda or whatever is setting up the INTERNALDATE to use the CEST +0200. Although it is already setup on the server via a symlink from /etc/localtime to

Can someone please recommend to me a book on the programming language that R is based on? I'm looking for a foundational book that teaches the logic of the S language. It seems that knowing the underpinnings of the language can only make using R a bit easier. Any leads are greatly appreciated . . . Matt. [[alternative HTML version deleted]]

Dear R-experts, I have a question on the formulas used in the gam function of the mgcv package. I am trying to understand the relationships between: y~s(x1)+s(x2)+s(x3)+s(x4) and y~s(x1,x2,x3,x4) Does the latter contain the former? what about the smoothers of all interaction terms? I have (tried to) read the manual pages of gam, formula.gam, smooth.terms, linear.functional.terms but