similar to: Subsetting a data frame vs. subsetting the columns

OK, Let's try this again! Here is the reproducible script; it is long because I had to copy the panel dataset here. My question is related to systemfit; I don't know how to get the result for the entire panel. #Reproducible script Empdata<- read.csv("/Users/ngwinuiazenui/Documents/UPLOADemp.csv") View(Empdata) install.packages("systemfit")

... and the mailing list is picky about attachments... whatever you attached did not conform to the stringent requirements mentioned in the Posting Guide. Pasting the code right into the email is usually safest, though you DO have to post using plain text (as the Posting Guide indicates) or your code may get mangled by the automatic html format removal. On May 15, 2018 7:04:31 AM PDT, Bert Gunter

Sadly you failed to set your email program to send plain text and the data is corrupted at my end. I also think you need to reduce the size of the data set... the intent here is to increase your understanding, not debug your particular analysis. I will say that I am having a very challenging time understanding what you are trying to accomplish though. What are the equations that you think need

Unless there is good reason not to, always cc the list -- there are lots of smarter folks than I on it who can help. I may or may not have time to look at this. Hopefully someone else will. -- Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip

I can't get my simultaneous equations to work using system fit. Please help. #Reproducible script Empdata<- read.csv("/Users/ngwinuiazenui/Documents/UPLOADemp.csv") View(Empdata) str(Empdata) Empdata$gnipc<-as.numeric(Empdata$gnipc) install.packages("systemfit") library("systemfit") pdata <- plm.data(Empdata,

Hello, I hesitate to call this a bug, because I could have forgotten something important, but the MarkowitzPortfolio example in fPortfolio does not work for me. Here's my code: > library(fPortfolio) > >xmpPortfolio("\nStart: Load monthly data set of returns > ") > data(berndtInvest) > # Exclude Date, Market and Interest Rate columns from data

Hi r-users,   I would like to extract the data that match.  Attached is my data: I'm interested in matchind the value in column 'intg' with value in column 'rand_no' > cbind(z=z,intg=dd,rand_no = rr)             z  intg rand_no    [1,]  0.00 0.000   0.001    [2,]  0.01 0.000   0.002    [3,]  0.02 0.000   0.002    [4,]  0.03 0.000   0.003    [5,]  0.04 0.000   0.003    [6,] 

I am trying to learn how to format Ascii data files for scan or read into R. Precisely for a quickie project, I found some code (at end of this email) to do exactly what I need: To cluster and graph a dendrogram from package (stats). I am stuck on how to format a text file to run the script. I looked at the dataset USArrests (which would be replaced by my data and labels) using UltraEdit. That

I have a table like the following. I want to fit Cm to Vm like this: Cm ~ Cl+Q1*b1*38.67*exp(-b1*(Vm-Vp1)*0.03867)/(1+exp(-b1*(Vm-Vp1)*0.03867))^2+Q2*b2*38.67*exp(-b2*(Vm-Vp2)*0.03867)/(1+exp(-b2*(Vm-Vp2)*0.03867))^2 I use nls, with start=list(Q1=2e-3, b1=1, Vp1=-25, Q2=3e-3, b2=1, Vp2=200). But I always get 'singlular gradient' error like this. But in SigmaPlot I can get the result. How

On Mon, Apr 13, 2009 at 12:41 PM, Dan Dube <ddube-at-advisen.com> wrote: > i use tapply and by often, but i always end up banging my head against > the wall with the output. The proposed solution of Dan's problem posted on R-help was: > do.call(rbind,a) When I use this 'solution' I get 'ERROR: second argument must be a list'. So head on wall continues. My

Hello, When using write.table I am getting two variables pasted together (not by choice). Has anyone else had this happen? Specifically, I have the following: d _ read.dta(paste('/montecarlo/forecast/off/',F,'.dta',sep='')) write.table(d,file=paste('/montecarlo/forecast/off/csv/',F,'.csv',sep=''), row.names=FALSE, col.names=FALSE,

Dear all R users, I am really struggling to determine the most appropriate lag order of ARIMA model. My understanding is that, as for MA [q] model the auto correlation coeff vanishes after q lag, it says the MA order of a ARIMA model, and for a AR[p] model partial autocorrelation vanishes after p lags it helps to determine the AR lag. And most appropriate model choosed by this argument gives

I am trying to use t.test on the following data: date type INTERVAL nCASES MTF SDF MTO SDO nFST MF nOBS MO MB BIASCV BIASEV ME MAE RMSE CRCF 2001-06-15 avn GE1.00 4385 0.246 0.300 1.502 0.556 1367 1.373 4385 1.502 1.471 0.285 0.164 -1.256 1.266 1.399 0.056 2001-06-15 avn

Hi, I'm currently trying to calculate local Getis-Ord Gi* statistics for a 169x315 cell matrix of temperature values, below is the code I currently have (diffc is the data vector I am removing NaN values from, and I am moving said values to diffD; -999 represents NaN values; id contains ID values for cells I want to use in the calculation, which I already know to contain 25064 values):

Hi all I didn't find anything relevant in the archives about this so I wanted to ask here. I am generating a simple function for JIT using the API. The function structure and code work fine with 2.8 but give me "Cannot select" with 2.9. Assembly dump of the function: define double @0(double %f0, double %f1, double %f2, double %f3, double %f4, double %f5, double %f6, double %f7,

Hi there, I'm having a hard time with promoting operands from i1 to i32 in my backend... I have to register classes, VTs are i1 and i32. The i1 registers are only for predication and conditional jumps, so I want to use them with brcond, setcc. There are no instructions to directly load a value in an i1 register or to copy between i1 and i32, so I need the DAG Legalizing Pass to not generate

Hi list, I have the following code to compute the acf of a time series acfresid <- acf(residfit), where residfit is the series when I type acfresid at the prompt the follwoing is displayed Autocorrelations of series ?residfit?, by lag 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333 1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018

Hi all,�� � I am new to llvm. I need help. Thank you every! � � I want to realize vcvtt.f16.f32 �NEON instruction by llvm. This instruction covert top-16bits of a single type to f16. I use the intrinsics function llvm.convert.to.fp16, but cannot llc ,�I meet is following problem : LLVM ERROR: Cannot select: 0x9fc9680: i32 = fp32_to_fp16 0x9fc0750 [ID=16] 0x9fc0750: f32,ch = load 0x3aafd68,

On Mon, 2011-12-19 at 23:20 -0800, Andrew Trick wrote: > > On Dec 19, 2011, at 10:53 PM, Hal Finkel wrote: > > > Here's my "thought experiment" (from PR11589): I have a bunch of > > load-fadd-store chains to schedule. A store takes two cycles to > > clear > > its last pipeline stage. The fadd takes longer to compute its result > > (say 5

    Thank you Kevin!!!    If I use fptrunc and bitcast realise NEON vcvtt ( I can sure, "fptrunc  double %tmp to float" is right, but "fptrunc float %tmp to half" is wrong). My target platform is MIPS.  The command as following: NEON:            vcvtt.f16.f32 s2, s0 llvm Code: %Vt_2 = load float* %VFP_s0, align 4 %Vt3_1 = fptrunc float %Vt_2 to half %Vt4_1 = bitcast half