similar to: easy way of paste

Hello, I have a data frame > mdl.summary est.coef std.err t.stat intercept 0.0011625517 0.0002671437 4.351784 aa -0.0813727439 0.0163727943 -4.969997 dummy1 -0.0002534873 0.0001204000 -2.105376 dummy2 -0.0007784864 0.0001437537 -5.415417 bb -0.0002856727

Dear all, I would like to ask one question related to statistics, for specifically on defining dummy variables. As of now, I have come across 3 different kind of dummy variables (assuming I am working with Seasonal dummy, and number of season is 4): > dummy1 <- diag(4) > for(i in 1:3) dummy1 <- rbind(dummy1, diag(4)) > dummy1 <- dummy1[,-4] > > dummy2 <- dummy1 >

Hello all, I use arima to fit the model with fit <- arima(y, order = c(1,0,1), xreg = list.indep, include.mean = TRUE) and would like to use predict() to forecast: chn.forecast <- rep(0,times=num.record) chn.forecast[1] <- y[1] for (j in 2:num.record){ indep <- c(aa=chn.forecast[j-1], list.indep[j,2:num.indep]) # this is the newxreg in the

Hello, I do have two different time series A and B, they are different in length and starting point. A starts in Jan, 2012 and ends in Dec, 2012 and B starts in March, 2012 and ends in Nov, 2012. How can I plot those two series A and B in the same plot? I.E., from Jan. 2012 - Feb, 2012, it would have one data point from A and from Mar, 2012-Nov, 2012, it would have two data points from A and B,

Dear all, (sorry I got the wrong button for subscribing a minute ago) At the moment I'm writing on a package for random field simulation that I'd like to make publically availabe in near future. To this end I've asked Martin Maechler to have a look at my R-code. He was very surprised about how I perform the ".C"-calls, and encouraged me to make this request for comments.

tl;dr - a renamed dummy interface is not persisting across reboots on Cent6. I have a situation where I need to rename a dummy interface on my system. I have a total of 3 dummy interfaces: dummy0 dummy1 adummy0 I've been doing some puppet testing in a vbox VM to get this all sorted out to deploy to a group of boxes. Every time I reboot my VM, it comes up WITHOUT adummy0, but I notice

Hello all, I have developed a instrumented pass which insert some variables between the original variables, as well as insert some code into the original source code. just like: ============= original source code ============= int a[10]; void fun1 () { // some source code here } ========================================= ============= instrumented source code ============= int

On Wednesday 17 June 2015 16:19:31 Chen Hanxiao wrote: > We should not use tmp lines buffer as return value, > for lines buffer will be freed. s/tmp/temporary/ > Signed-off-by: Chen Hanxiao <chenhanxiao@cn.fujitsu.com> > --- > v4: take advantage of sscanf's '%m'. > v3: fix test case failure > > daemon/btrfs.c | 40

Hello R-users I was puzzled by some strange results of an analysis and I found out what is for me a strange behaviour (I won't dare to say a bug) in both plot and points (and I suspect lines and other kind of lower level plots). If you try the following code: > data<-data.frame(dummy1=c(1:10),dummy2=c(1:10)) > plot(data$dummy1,data$dummy3) A plot of the values of dummy1 against

Hello, I try to look at the source code of predict() it turns out that I cannot find it. I can see it with debug(library), but not efficient. Can someone help? Thanks, Rebecca ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:5}}

Hello all, I tried to extract the p-value from adf.test in tseries; however, I got the error message such as > ht=adf.test(list.var$aa) > ht$p-value Error in ht$p - value : non-numeric argument to binary operator > ht Augmented Dickey-Fuller Test data: list.var$aa Dickey-Fuller = -2.3147, Lag order = 4, p-value = 0.4461 alternative hypothesis: stationary > ht$data [1]

Hello all, When I tried to plot the following two arrays in one figure with the following: x = c(0,0,0,10,20,30) y = c(40,50,60,70,80,90) plot(x, type='o', ylim=c(min(x),max(x))) par(new=T) plot(y, type='l', ylim=c(min(y),max(y))) Found that the first points and last points from those two arrays are overlapping together, but the value 30 is not equal to 90. How could I draw

Frank Even wrote: > On Wed, May 27, 2015 at 1:37 AM, Frank Even > <lists+centos.org at elitists.org> wrote: >> tl;dr - a renamed dummy interface is not persisting across reboots on >> Cent6. >> >> I have a situation where I need to rename a dummy interface on my >> system. >> >> I have a total of 3 dummy interfaces: >> >> dummy0

Hello all, I have a data frame dataa: newdate newstate newid newbalance newaccounts 1 31DEC2001 AR 1 1170 61 2 31DEC2001 VA 2 4565 54 3 31DEC2001 WA 3 2726 35 4 31DEC2001 AR 3 2700 35 The following gives me the balance of state AR:

Dear R-devel, I think the following describes a bug in R. It seems to be associated with dyn.load() and/or something that happens at start-up. I have not filed a bug report yet (because I doubt my ability to rule out other explanations) but would happily do so if requested. Observation: If two dlls are loaded as a result of dyn.load() calls in .Rprofile, subsequent calls to dyn.load()

Hello all, I would like to carry out a single-equation approach of the Error Correction Model such as Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t) Where, a, b, c, d, e, f are coefficients to be estimated, y is the dependent variable, and x1, x2 are independent variables. For the single equation approach of ECM, there is a requirement of the

s/ =/ = Signed-off-by: Chen Hanxiao <chenhanxiao@cn.fujitsu.com> --- daemon/btrfs.c | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/daemon/btrfs.c b/daemon/btrfs.c index 8b5779a..306cade 100644 --- a/daemon/btrfs.c +++ b/daemon/btrfs.c @@ -512,7 +512,7 @@ do_btrfs_subvolume_list (const mountable_t *fs) goto error; } - struct

On Jan 21, 2014, at 9:24 AM, Rafal Oleszek wrote: > I tried all options: > 1,2 > and in MINSUPPLIES: 1,2,3,4 > still didn't work. My mistake - I gave you the wrong advice before. For MINSUPPLIES, I'm used to either a 1:1 UPS-to-server ratio, or 2:1 where the server can run with either power supply unpowered. I just tried this in upsmon.conf: MONITOR dummy1 1 monuser

Hi again. I have a complex type system in my custom language that isn't easily representable as LLVM IR types, so I figured I could mostly get along with treating my types as i8* and doing the appropriate bitcasts and inttoptr instructions, and doing pointer arithmetic myself (by casting the pointers to ints, adding the appropriate byte offsets, and then casting back to pointers). However,

I R-helpers #I have a data panel of thousands of firms, by year and industry and #one dummy variable that separates the firms in two categories: 1 if the firm have an auditor; 0 if not #and another variable the represents the firm dimension (total assets in thousand of euros) #I need to create two separated samples with the same number os firms where #one firm in the first have a corresponding