similar to: How to speed up the for loop by releasing memeory

This may be a really obvious question but I just can't figure out how to do it. I have a small dataset that I am trying to compare to some controls. It is essential that the controls are matched on Cancer Stage (a numerical factor between 1 and 4), and then ideally on Age (integer), Gender (factor), Performance Status(factor). I'm using matchit to try and do this, but it seems to give

hi, i'm trying to perform a clustering on a big dataframe the code is this: print("load required R packages") require(spgrass6) require(cluster) gmeta6 <- gmeta6() print("read in our 7 raster files from GRASS") x <- readFLOAT6sp(c ("er","crosc","longc","slope","profc","minic","maxic"))

Dear list I used to use python or awk do preliminary process and then feed into R. In some circumstances, the data transmission becomes quite a pain. I am wondering if there is a convenient way to read in R text file (not data, text file in common sense) and specify field separator and records separator, so the whole work can be reduced to one-stop shopping. or simply, is there one simple way to

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

Dear all: I have a tab delimited file as following AGE WEIGHT PROTEIN ........ 6 20 3 ........ 8 39 4 ........ I tried to read it as following: data <- read.table(file,sep="\t",header=T); but there is only column for the data after reading in,: dim(data); [1] 200 1 the column name is "AGE...WEIGHT...........PROTEIN...." Any quick suggestion will be appreciated.

Dear R users the factanal pacakge is always MLE, which package can do varimax rotation with the results from princomp ? thank you yong

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')

Dear List I am running a loop downloading ?web pages and save the html to a temporary file (use download.file() ) ?then read (using readLines) ?it in for processing; finally write useful info from each processed page to a unique file the problem is once the loop runs up to somewhere near ?5000, it will throw out an err like below and won't go further.

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

Dear helpers in this forum, This is a clarified version of my previous questions in this forum. I really need your generous help on this issue. > Suppose I have the following data set: > > id x y > 023 1 2 > 023 2 5 > 023 4 6 > 023 5 7 > 412 2 5 > 412 3 4 > 412 4 6 > 412 7 9 > 220 5 7 > 220 4 8 > 220 9 8 > ...... > Now I want to compute the

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

Hi, I am trying to parameterize the following mixed model (following Piepho and Ogutu 2002), to test for a trend over time, using multiple sites: y[ij]=mu+b[j]+a[i]+w[j]*(beta +t[i])+c[ij] where: y[ij]= a response variable at site i and year j mu = fixed intercept Beta=fixed slope w[j]=constant representing the jth year (covariate) b[j]=random effect of jth year, iid N(0,sigma2[b]) a[i]=random

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

Some of you may recall that I have been working on building a box to convert H323 to SIP. After a significant amount of outside help and slicing and dicing of the ohh323 code to get it to compile on AMD64 we finally got it working. Now we are working on improving the performance. This box takes H323 from one device and converts to SIP and spits it back out to another device. The codec is g729 but

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

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

Hello Every one I have data on Stock prices and I want to calculate the return on all the stocks and then replace all the stock prices with the returns can any one tell me how to do My data is in the format given below Date Stock1 Stock2 Stock3 01/01/2000 1 2 3 01/02/2000 5 6 7 01/03/2000 1 2 3 01/04/2000

Hello, I have a data.frame > names(popA) [1] "Year" "Series" "Age" "WM" "WF" "HM" "HF" "BM" [9] "BF" "IM" "IF" "AM" "AF" "Yr" how do i loop over a subset of variables in this frame to create a vector of

Hi, I want to calculate the Value at Risk with using some distirbutions and a volatility model. I use the following data(http://uploadeasy.net/upload/cdm3n.rar) which are losses (negative returns) of a company of approx. the last 10 years. So I want to calculated the Value at Risk, this is nothing else than the quantile. Since I have losses I consider the right tail of the distribution. Consider