similar to: [Bug 100860] New: Dual Monitor display problem, after switching screen positions, with 4.10 Kernels

I am trying to define a large number of variables through a loop construct. I have my loop variable i being cycled through 1:100 and I would like the variables produced by this to be called vi (i.e. v1 v2 v3 etc) so, for example I'm going: for(i in 1:100) { <blank> <- a[i:N] # or whatever else you want to put on the right side } where N is previously defined. What goes in

Hi! Sorry for asking a trivial questions, but I can't seem to figure this out. I have a dataframe called master containing 30-odd variables. In this dataframe, I have observations across these 30 variables from 1930 to 2003 (I've made a "year" variable). How can I drop all rows for which the year is less than 1960? I'm assuming something with ifelse() but I can't

Is it possible to simultaneously estimate mean and GARCH parameters in R? In other words, I would like to estimate the normal regression equation Y = b X + u and simultaneously do a garch process on the u's to correct the standard errors. I was thinking maybe something with systemfit(), but I can't quite come up with it. Thanks, Tobias --

Hi! I need to run ols regressions with Huber-White sandwich estimators and the correponding standard errors, without an intercept. What I'm trying to do is create an ols object and then use the robcov() function, on the order of: f <- ols(depvar ~ ind1 + ind2, x=TRUE) robcov(f) However, when I go f <- ols(depvar ~ ind1 + ind2 -1, x=TRUE) I get the following error: Error in

Hi, all! Anyone know an easy way to specify the following model. Panel dataset, with stock through time, by firm. I want to run a model of y on a bunch of explanatory variables, and one dummy for each firm, which is 1 for observations that come from firm i, and 0 everywhere else. I have over 200 firms (and a factor variable that contains a firm identifier). Any easy way of going about

Hi! I'm trying to do the following. I have monthly a dataset with, among other things, "marketcap", and "return". I want to multiply return by the marketcap of the previous month. How do I do this? In STATA (which I have used frequently in the past) I would simply use an expression of the form return[_n]*marketcap[_n-1] I believe they call this relative

Hi, everyone! Is there a function to do single-variable GARCH in R? If yes, what library is it in? Thanks! Toby -- ************************************************************************** When Thomas Edison invented the light bulb he tried over 2000 experiments before he got it to work. A young reporter asked him how it felt to have failed so many times. He said "I never failed once. I

Dear listeRs, I'm finding that apply() behaves strangely when used on a 3-d array. For example: > at <- array(1:27,dim=c(3,3,3)) > at , , 1 [,1] [,2] [,3] [1,] 1 4 7 [2,] 2 5 8 [3,] 3 6 9 , , 2 [,1] [,2] [,3] [1,] 10 13 16 [2,] 11 14 17 [3,] 12 15 18 , , 3 [,1] [,2] [,3] [1,] 19 22 25 [2,] 20 23 26

Hi! I have a dataset of properties that are owned by different firms, each firm owning multiple properties. I am running a regression of holding period (how long a property was held in a firm's portfolio) on the left, and a bunch of factors on the right. When calculating standard errors, I would like to cluster my disturbance terms by firm. Any ideas on how to do this? I'm guessing

Dear helpers, does anyone know a function to fit a model with: - y mean that is regressed on a set of explanatory variables - y variace behaving as a garch or as a garch in mean Thank you so much for your help, Carlo

Hello! I need to purchase a new box, which I would like to optimize for good R performance. For the record, I will run Fedora Core 5 as and OS, and I wanted to know if anyone has experience with how the following affects R performance: - Is there a big advantage to having a 64-bit CPU over having a 32-bit? - Does an Opteron offer any advantages over an Athlon, and if yes, does it justify an

Very interesting topic. "What I want to know is *WHY* people are doing this?" Here goes my view - I've used many for loops, and each time I realize how stupid that is... AFTER I learned how to avoid it. But it's difficult to avoid them without knowing how to do it. (Monsieur de LaPalice wouldn't have puted it better...) For loops are conceptually very easy to understand.

Dear all: There seems to be a problem with scoping, for irf() in vars, when called within a function. Try the following: ----------------------- testfun <- function(lags){ data(Canada) var.2c <- VAR(Canada, p = lags, type = "const") print(var.2c) } testfun(lags=3) ## Everything OK. Now this: testfun2 <- function(lags){ data(Canada) var.2c <- VAR(Canada, p = lags, type =

Full_Name: Toby Muhlhofer Version: 2.2.0, 2.1.1 OS: Solaris 2.9 Submission from: (NULL) (128.83.62.46) I'm trying to compile R on a Solaris machine. The default C compiler is cc (although gcc is available) and the default Fortran compiler is f95 (although g77 is available). Without defining the F77 environment variable, configure defaults to f95 as a Fortran compiler and eventually fails

Looking for a build in function which returns a vector of the positions of _ALL_ matches. -- Witold Eryk Wolski

IndustryNext, a software development shop based in New York City, is looking for strong Ruby on Rails developers. We have multiple openings for Rails programmers and are looking to hire immediately. We''re a talented team with concrete skills and tangible results. Some of the software IndustryNext has developed in the past year is currently running on upwards of 50 million PCs.

Could anyone direct me to a way to easily (without writing my own JavaScript, if possible) track the X and Y positions of Draggable objects moved/placed on a web page? I''d like for users to be able to reposition elements on a page, which I''ll then store the locations of so that I can redisplay them in the correct positions later. Thanks.

Hi list, sorry to post this here, but I figured I''d throw out a hook and see if I get any nibbles. My usual network channels are turning up dry, and I''d rather offer this directly to the Rails community before I start hitting up Monster/Dice and headhunters. Our work base has been growing and I really need to hire someone on a contract basis to fulfill some

Hi all, after having many images plots on my window, I want to have one single legend plot. For that I use image.plot where the position is defined within smallplot: image.plot(legend.only=T,zlim=c(0,400), col=rainbow(50),horizontal=T,smallplot=c(.05,.45, .03,.06)) This works fine, but I found that the labels of the x axis are too much far away from the axis. Therefore I wanted to use

Finmetrics (in S-PLUS) has teh functions "positions" (return the positions of an ordered data object). Is there an equivalent to it in Remtrics? I am applying it to teh data of a time series.