similar to: help on matrix column removal based on another matrix results

Displaying 20 results from an estimated 100 matches similar to: "help on matrix column removal based on another matrix results"

2009 Mar 05
1
Using vectors of names in calls for functions
Dear R people, it is a pleasure to try and use functionnalities that are in ggplot, even with my poor capacities in R. so far, i'dlike to be able to use these in my own function, and to "be able to use it repeatedly from vectors where I store the names of my columns." I have understood that this is a very discussed topic, that many post have been exhanged but I cannot understand
2023 Apr 09
1
can't install nser...
It says that nser requires the most recent version of magrittr that you do not have installed. You must update magrittr before attempting to install nser: update.packages(oldPkgs = "magrittr") or at the prompt you were presented before, choose to update magrittr before installing nser. On Sun, Apr 9, 2023, 17:55 akshay kulkarni <akshay_e4 at hotmail.com> wrote: > Dear
2023 Apr 09
1
can't install nser...
Dear members, I can't install "nser" package. It is not in cran but install_version and install_github both are not working: > install_version("nser",version = "1.4.0") Downloading package from url: https://cran.rstudio.com//src/contrib/Archive/nser/nser_1.4.0.tar.gz These packages have more recent versions available. It is
2010 Dec 08
1
Newbie trying to understand $ so I can understand acf function in stats
I am trying to understand the function acf stats:::acf shows me the function I am having trouble understanding the usage "$acf" in the following acf <- array(.C(R_acf, as.double(x), as.integer(sampleT), as.integer(nser), as.integer(lag.max), as.integer(type == "correlation"), acf = double((lag.max + 1L) * nser * nser), NAOK =
1999 Oct 31
1
bug in filter function
I think filter function in ts library has a typo. Line 34 in filter.R reads if(NROW(init) != 1 && NROW(init) != nser) I guess it should be if(NCOL(init) != 1 && NCOL(init) != nser) Please let me know, if I am wrong. Mehmet Balcilar ______________________________________________________ Get Your Private, Free Email at http://www.hotmail.com
2000 Feb 11
1
Help Help!
Hello! I have two questions. First of all, I have a problem dealing with acf (Autocovariance function) and need help. First I defined a time series, x, which is a vector created by x <- ts(rnorm(200)). So I plugged the series directly into the acf function, acf(x) and an error message popped up as: Error in .C("acf", as.double(x), as.integer(sampleT), as.integer(nser), :
2019 Feb 14
0
Proposed speedup of spec.pgram from spectrum.R
Hello, I propose two small changes to spec.pgram to get modest speedup when dealing with input (x) having multiple columns. With plot = FALSE, I commonly see ~10-20% speedup, for a two column input matrix and the speedup increases for more columns with a maximum close to 45%. In the function as it currently exists, only the upper right triangle of pgram is necessary and pgram is not returned by
2008 Jul 09
1
Help with installing add-on packages
Dear R users. Recently I wanted to update my R distribution to the current one (R-2.7.1). I am running a Fedora core 8 distirbution. The installation went fine, but when I tried to add some additional packages the majority made an exit with an error. Only a few least demanding (e.g. RColorBrewer) managed to get through the installation process. What happened between the versions 2.6.x and 2.7.x
2008 Sep 18
2
Problem installing packages in newer versions of R
Dear all, I was wandering what could be wrong with my system (regularly updated Fedora core 8) so that installing packages does not succeed with almost every package. I follow the procedure specified in the help file R-admin section 6.3. This is not a feature new to the current version but happened (to me) in the previous version as well. Additionally R-help html pages try to follow wrong links
2002 Jun 13
3
Bug in rnorm. (PR#1664)
There appears to be a mild bug, or at least a deficiency, in rnorm. The bug becomes apparent when one looks at extremes of the squares of the values generated by rnorm; rnorm is not generating quite enough extreme values. The R version that I am using is 1.4.1; I never got around to installing 1.5.0, and now since 1.5.1 is about to come out .... However, checking the 1.5.0 release notes
2007 Dec 03
1
Plotting monthly timeseries with an x-axis in "time format"
I have the following timeseries "tab" ===================================== > str(tab) mts [1:23, 1:2] 79.5 89.1 84.9 75.7 72.8 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:2] "Ipex...I" "Omel...E" - attr(*, "tsp")= num [1:3] 2006 2008 12 - attr(*, "class")= chr [1:2] "mts" "ts" > tab
2001 Jul 03
1
plot.mts() with type="p" (PR#1010)
There appears to be a bug in plot.mts() in R-1.3.0 when attempting to do a multiple point plot (this worked in 1.2.2). Reproduce by: > version _ platform sparc-sun-solaris2.8 arch sparc os solaris2.8 system sparc, solaris2.8 status major 1 minor 3.0 year 2001
2009 Aug 04
5
Stacked plots with common x-axis and different y-axis
Is there a place that shows how to create two plots that are stacked on top of each other where they share a common x-axis scale, but have differnt y-axis scale? Say have the following data: airquality Stack plot(airquality$Day, airquality$Wind) on top of plot(airquality$Day, airquality$Temp). I am interested in stacking the two on top of each other with no seam, or plotting the two lines with
2006 Feb 01
1
akima 0.4-5, interpp() bug = COMMON block problem
Hi, I'm currently hunting a bug in the akima library, especially in the code behind the interpp.old function (bi-variate linear interpolation). It is based on a triangulation algorithm, interpolation at a given point needs to know the triangle which contains this point, then the interpolation is a straightforward calculation based on the three vertexes. The problem is: Sometimes the triangle
2000 Feb 11
0
Help Help 2
Please pardon me if you see this message twice. The mail server has a bit problem. ***************************************************** Hello! I have two questions. First of all, I have a problem dealing with acf (Autocovariance function) and need help. First I defined a time series, x, which is a vector created by x <- ts(rnorm(200)). So I plugged the series directly into the acf
2000 Apr 03
1
cbind.ts(),ts.union() (PR#508)
Full_Name: Wolfgang Koller Version: 1.0.0 OS: linux Submission from: (NULL) (137.208.7.48) > data(UKLungDeaths) > ts.union(mdeaths, fdeaths,dframe=TRUE) Error in names<-.default(*tmp*, value = nmsers) : names attribute must be the same length as the vector > cbind(mdeaths, fdeaths,dframe=TRUE) Error in names<-.default(*tmp*, value = nmsers) : names attribute
2003 Sep 08
2
pacf lags
pacf in devel seems by default to return a different number of lags than 1.7.1 for $pacf. I don't see any mention of this in the NEWS file, or any change in the documentation, so I suspect it is and error, though it may be an undocumented improvement. (Newbie question: How is the simplest way to display a function like pacf.default that is not exported from a namespace?) Paul
2013 May 18
2
Intervalos de confianza en una autocorreloción
Hola: ¿Existe alguna forma de obtener el valor numérico de los intervalos de confianza en una autocorrelación? O, por el contrario, ¿tengo que calcularlos «a mano»? (Llevo ya un rato buscando y nada.) Gracias por adelantado. Salud y Revolución. Lobo. -- Libertad es poder elegir en cualquier momento. Ahora yo elijo GNU/Linux, para no atar mis manos con las cadenas del soft propietario.
2012 Nov 13
2
Can't format x axis on a stacked plot of a zoo object
As an example data set: set.seed(1) z.Date <- as.Date(paste(2003, 02, c(1, 3, 7, 9, 14), sep = "-")) z <- zoo(cbind(left = rnorm(5), right = rnorm(5, sd = 0.2)), z.Date) tt<-time(z) fmt<-"%b-%d" labs<-format(tt,fmt) plot(z[,1], xlab = "Time", ylab = "") If I plot the data and don't like the format of the x axis I can do this:
2000 Sep 23
2
Units
I used the AR modelling written for R (S) on blood pressure and heart rate signals. I used 60 one second samples and a model order of 20. I used the "ar" finction in the "ts" package. Given that blood pressure is measured in mmHg would the spectral density (on the graph displayed be [mmHg]sq/Hz ? And the heart rate is measured in Beats Per Minute (bpm) - so would the