similar to: C symbol name "psmirnov2x" not in load table

I am trying to make a nice 2x1 plot and add a timestamp with comment. The pstamp function from Hmisc works nicely when mfcol=c(1,1), but when mfcol=c(2,1), the stamp winds up in the wrong place: > require('Hmisc') > opar <- par(mfcol=c(2,1)) > plot(1:10) > title(main="MAIN Title") > plot(1:20) > title(main="Another Title") > pstamp("normal

I'm trying to use sqdf's function read.csv.sql to read CSV files in which the missing values are represented by NA's. Plain old read.csv works fine on these files, but they are rather large and I'd like to filter using sql-like statements. However, even if I specify field.types correctly and nrows=-1, it still turns the columns with NA's into chars or 0. I'm trying to make

I wanted to try out package distrMod, so I did > install.packages('distrMod') > library(distrMod) and played around, saved and quit. Now whenever I start up in this directory, I get distr and lots of other stuff loaded and lots of messages. How do I keep it from automatically loading, other than starting over in another directory? I read ?Startup, but I couldn't suss out

I'm having trouble reshaping a data.frame from long to wide. (I think that's the right terminology; feel free to educate me.) I've looked at the reshape function and package and plyr package, but I can't quite figure out how to do this after a dozen variations. I have a data.frame with more levels than this, but similar to: > tst K1 K2 K3 V1 V2 V3 1 10 D a 0.08 99

Hi All, Thank you in advance for your help. I made an agent-based model in R and I plot it using image() each timestep creating a nice animation. I can't seem to find in any of the R codes a means to export the series of images so that they can be played as a movie or animation. Thank you again. Flana

Hi, I wanted to know if there existed an good implementation in R of the following classical subset Integers : $P_{n,m} = {k_1, \ldots, k_m \in \mathbb{N} : k_1 + \ldots + k_m = n }$ for any integers $m < n$. There is an obvious not optimal code which would be to run through $m$ sums and put a boolean condition to report if the integers respect these condition but it would take $m^n$

Hi guys, Have the following problem computing vectors with pure vector algebra and end up reverting to recursion or for-looping. Function my_cumsum calculates a weighted average (W) of ratios (R), but only up to the given size/volume (v). Now I recurse into the vector (from left to right) with what you have left from the difference of volume minus current weight, and stop when the difference is

We are interested in obtaining an efficient function that for a given vector of length t will output a vector of length t+1 that contains the associated values of the elementary symmetric polynomials in t variables. Below is what we have at the moment, but it is a little slow for our needs. Any suggestions? Thanks ahead of time for any help you can offer, Austin H. Jones Department of

Dear R People: I have the following time series and plot: > x <- ts(rnorm(50),start=2005,freq=12) > plot(x) > which works fine. I would like to plot a subset of that time series, which I did with: > plot(window(x,2005,2006.83)) Is there a better way to do this, please? Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences

Hi All, I'd like to be able to specify the ordered composition of several functions. So I defined compose: compose <- function(f,g){ function(x){f(g(x))} } and some simple test functions: plus2 <- function(x){x+2} plus3 <- function(x){x+3} plus4 <- function(x){x+4} > (compose(plus2,compose(plus3,plus4)))(3) [1] 12 Works fine. But trying to reduce a list of functions by

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

Dear R People: This is probably a very simple question. I know that if I want to get a list of the classes of the objects in the workspace, I can do this: > sapply(ls(), function(x)class(get(x))) a a1.df b d "list" "data.frame" "integer" "numeric" Now I want to get just the data frames. >

If possible I would like to combine two different character arrays in combinations Array1 <- c("height","weight","age","sex") Array2 <- c("trt0","trt1","trt2") I would like to combine these two character vectors to end up with such ... Array3 "height.trt0.trt1" "height.trt0.trt2"

Hi, I would like to a draw a scatterplot of x1 and x2 (plot (x1, x2)), and also want to draw a sort of "regression" line across the data points. But x1 and x2 are just 2 independent variables, so in this case a regression of x1 over x2, or vice versa, is not appropriate per se. What would be an appropriate way to do this? Thanks for any suggestions. John

Hello! Is there any way to change the colors (and other characteristics) of the font that is being used by Shiny when the ui.r code hase some verbatimTextOutput? For example, I am producing 2 outputs in two tabs. mainPanel( tabsetPanel( tabPanel("Output 1", verbatimTextOutput("myoutput1")), tabPanel("Output 2",

I am wondering if there is a good way to work with data that is indexed in time, via timestamps with a resolution in milliseconds. As I understand it, the POSIX classes have a resolution i n terms of seconds, and will not process fractional seconds from a string. Is this correct. I realize that this may be a little unclear. Here is what I am trying to do: A data frame with a time series

Full_Name: Thomas Waterhouse Version: 2.9.1 OS: OS X 10.5.7 Submission from: (NULL) (216.239.45.4) ks.test uses a biased approximation to the p-value in the case of the two-sample test with ties in the pooled data. This has been justified in R in the past by the argument that the KS test assumes a continuous distribution. But the two-sample test can be extended to arbitrary distributions by a

Hi useRs, I have a set of fortran code that was passed down from previous students, and I am converting its algorithm into R codes. I encounter this function in Fortran (D)QDAWO, which numerically integrates a function f with a user-specified cosine or sine weight. It is used because the original function that I want to integrate is f(x)*cos(x). I tried in R to directly integrate by

Hi, Over the past several days I have been trying to get the shadow to work with samba but haven't been successful. Can someone check below config and let me know if I am missing something? We are using Equallogic SAN and iSCSI LUNS to mount volumes. I can cleanly access samba shares on Windows 7 clients but just not shadow copy. I have referred the official how-to but couldn't get it to

The note to 1004 says "fixed for 1.3.1" Uh. No. It ain't. The problem was more serious than guessed as even the simplest testing would show. For example, Example 5.4 in Hollander and Wolfe (Nonparametric Statistical, Methods, 2nd ed., Wiley, 1999, pp. 180-181) R Version 1.3.1 (SuSE Linux 7.1) > X <-