similar to: Accessing named members of a list in an array

I noticed that the argument names after the dots argument are not partially matched. foo <- function(one, two, ...){ one + two } > foo(o=1, t=2) [1] 3 foo <- function(one, ..., two){ one + two } > foo(o=1, t=2) Fehler in one + two : 'two' fehlt Can someone explain me the reason for this behavior? THX Mark ???????????????????????????????????? Mark Heckmann Blog:

Hello List, while dealing with a questin of 'xiaodao' ( http://r.789695.n4.nabble.com/Problem-with-large-small-numbers-in-knitr-tp4653986.html) I noticed that copying the default inline hook function obtained by knit_hooks$get("inline") into a knit_hook$set(inline = <...>) call turns off exponential fomatting in the resulting .tex file. I used a stripped version of

Dear all, I need to generate a list of lists as required by the bayesm-package. This means in my application that I have to generate a list which consists of 2000 elements, which are lists themselves: list(list(y1,X1),...,list(y2000,X2000)). The y are vectors and the X are matrices of different dimensions. I tried to solve this problem iteratively by the following code, but received an error

I think the rule is that you can do anything as long as you don't complain. If you want to complain, you must follow the instructions. -- Jari Oksanen in Re: [Rd] Keeping up to date with R-devel -- Patrick Burns pburns at pburns.seanet.com twitter: @burnsstat @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of: 'Impatient R' 'The R

R-help is all about solving R problems. So here ya go: http://www.portfolioprobe.com/2011/09/12/solve-your-r-problems/ -- Patrick Burns pburns at pburns.seanet.com twitter: @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of 'Some hints for the R beginner' and 'The R Inferno')

Hi I was trying to implement Egarch (1,1) with Student t distribution using rugarch. But I was not getting any value. Following were the commands that I was using: library(rugarch) spec=ugarchspec(variance.model=list(model="eGARCH", garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model="std") fit=ugarchfit(data=b,spec=spec) sigma(fit) May I

Hi I wonder if there's a smarter way to do this procedure. I have a vector of filenames wher I only am interested in the first part of the filename. I would use the following method of extracting the first part. But is there a more simple way of doing this? Names <-

Hello! I am optimizing my code in R and for this I need to know a bit more about the internals. It would help tremendously if someone could link me to a page with O()-complexities of all the operations. In this particular case, I need something like a linked list with O(1) insertLast/First ability. I can't preallocate a vector since I do not know the final size of the list ahead of time. The

Hi, I have three Xen hosts running Xen 4.0.2 (OpenSuSE 11.4 based). I also have one ''NFS'' server with an NFS export holding VM images and configuration files. Each host has a dedicated LAN link directly to the NFS server. I have another separated NFS export for VM locking (but I had the same issues before). When I attempt to live migrate a VM, it *looks''*like

Hi, as i suppose to know in a stationary GARCH(1,1) model the sum of alpha and beta has to be smaller than 1. But if i use the garchfit() function from the package fGarch for my timeseries the sum is bigger than 1. The adf.test tells me a p-value smaller than 0.01 instead. What does this mean for me? Can i trust in the coefficients in this case? mfg user84 -- View this message in context:

I've just realized that it could be handy to have a 'decreasing' argument in 'is.unsorted'. And I'm cheekily hoping someone else will implement it. It is easy enough to work around (with 'rev'), but would be less hassle with an argument. The case I have in mind uses 'is.unsorted' in 'stopifnot'. Pat -- Patrick Burns pburns at pburns.seanet.com

All, I am looking for an optimization library that does well on something as chaotic as the Schwefel function: schwefel <- function(x) sum(-x * sin(sqrt(abs(x)))) With these guys, not much luck: > optim(c(1,1), schwefel)$value [1] -7.890603 > optim(c(1,1), schwefel, method="SANN", control=list(maxit=10000))$value [1] -28.02825 > optim(c(1,1), schwefel, lower=c(-500,-500),

All, I am looking for an optimization library that does well on something as chaotic as the Schwefel function: schwefel <- function(x) sum(-x * sin(sqrt(abs(x)))) With these guys, not much luck: > optim(c(1,1), schwefel)$value [1] -7.890603 > optim(c(1,1), schwefel, method="SANN", control=list(maxit=10000))$value [1] -28.02825 > optim(c(1,1), schwefel, lower=c(-500,-500),

Dear R forum helpers,I have following datatrans <- data.frame(currency_transacted = c("EURO", "USD", "USD", "GBP", "USD", "AUD"), position_amt = c(10000, 25000, 20000, 15000, 22000, 30000))date <- c("12/31/2010", "12/30/2010", "12/29/2010", "12/28/2010", "12/27/2010",

Hi, I have limited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although the package has

Hello, I'm very interested in using financial time series data, but I'm a beginner of R programming. I'd like to fully understand internal logics on several time-series related packages such as quantmod, xts, zoo, chron, etc. So, I read some books, 'R Cookbook' and 'Art of R Programming' and another simple tutorials. But I still can't understand grammars of the

I have two datasets: A with columns Open and Name (and many others, irrelevant to the merge) B with columns Time and Name (and many others, irrelevant to the merge) I want the dataset AB with all these columns Open from A - a difftime (time of day) Time from B - a difftime (time of day) Name (same in A & B) - a factor, does NOT index rows, i.e., there are _many_ rows in both A & B with

Hello, I want to do fisher test for the rows in data file which has value less than 5 otherwise chi square test .The p values from both test should be stored in one resulted file. but there is some problem with bold if statement. I don't know how implement this line properly. x = cbind(obs1,obs2,exp1,exp2) a = matrix(c(0,0,0,0), ncol=2, byrow =TRUE) #matrix with initialized values

I have a data.frame object like: > data.frame(x=c('A','A','B','B'), y=c('Ab','Ac','Ba','Bd')) x y 1 A Ab 2 A Ac 3 B Ba 4 B Bd how could I create a tree structure object like this: |---Ab A---| _| |---Ac | | |---Ba B---| |---Bb Thanks, Zech [[alternative HTML version deleted]]

Dear R helpers, Suppose I have stock returns data of say 1500 companies each for say last 4 years. Thus I have a matrix of dimension say 1000 * 1500 i.e. 1500 columns representing companies and 1000 rows of their returns. I need to find the correlation matrix of these 1500 companies. So I can find out the correlation as cor(returns) and expect to get 1500 * 1500 matrix. However, the process