similar to: large object disorientation

I've had a play with this and, due to my own short-comings, remain none the wiser. In particular, I'm not sure what value of 'spar' is consistent with the magic lambda=1/1600 for quarterly data. I initially interpreted spar as lambda and tried setting spar=1/1600. This results in almost no smoothing while spar=1600 causes an error. The smooth.spline function seems to want

We've recently "upgraded" a server to solaris 8, and in reinstalling R I've encountered a problem in getting it to recognize the readline library. I have installed readline in what I believe to be the "usual" place: /usr/local/lib with include files in /usr/local/include/readline. But ./configure produces: ragnar.econ.uiuc.edu# grep readline hout checking for

I've been playing with a quincunx animation in R 1.2.2 and would like to have finer control over the speed of the animation. I know that I can use system("sleep 1") on unix systems at least, but it would be nice to have something like pause(.01). Any suggestions? url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox:

About 2 percent of the time I use fix() to edit a function that is sitting in .RData I get the response: > fix(qss) Error in edit(name, file, editor) : problem with running editor vi when I try to close the editing session. I used to think that these were always cases where there was some syntactical error with the edited file, but this is not the case. I realize that one surefire way to

In ancient times, circa 1980, S data directories were called swork and sdata not .Data, and "New-S" as described in the already medieval "Blue Book" discusses a function DBCONVERT that converted swork data into .Data data. It is embarrassing to admit it, but I still have data archives from a BTL machine called alice in the swork format and would like to convert a dataset to

I am trying to make R-1.5.0 from source on a new G4 system with the apple developer tools and X11 installed and with ATLAS. Running ./configure appears to end normally, but running make yields: gcc -no-cpp-precomp -I. -I../../src/include -I../../src/include -I/usr/local/include -DHAVE_CONFIG_H -g -O2 -c Rdynload.c -o Rdynload.o Rdynload.c: In function `R_FindSymbol': Rdynload.c:942:

In the time honored spirit of wishing to do nothing well, could I suggest that the Splus (versions 5 and 6) response to: > rbind(NULL,NULL) NULL is preferable to the R response: > rbind(NULL,NULL) Error in rbind(NULL, NULL) : attempt to set an attribute on NULL This is on: platform sparc-sun-solaris2.8 arch sparc os solaris2.8 system sparc, solaris2.8 status major 1

I'm plotting matrices with image() and would like the axes to reflect the conventional view that the upper left corner of the plot is (1,1). But image seems to think that the lower left corner is (1,1). Can someone suggest a way of persuading it to think otherwise. In effect, I just want the y axis to run from from 1 to n downwards, not upwards. I thought that something like axes=FALSE in

Was there ever a convenient method provided to add boxplots to the current plot at specified x values? There was a question by Martin Maechler some time ago here, but I could seem to find any satisfactory resolution of it. I see that there is an add=T option to boxplot and bxp, but I don't see how to set the x-values. url: http://www.econ.uiuc.edu Roger Koenker email roger at

I'm trying to port some routines from S to R. The code includes some fortran stuff that calls lapack. In the past in similar situations, but without any lapack calls, I've had success using simply, as in the V&R R-complements, R SHLIB -o rq.so *.f then in R dyn.load("rq.so") But now when the code is called from R, R crashes and I get a message

I've been writing some matrix-type methods for a new class of sparse matrices and for most methods this has been straightforward. However, there are examples, like %*% and chol, that (apparently) R doesn't automatically recognize as generic. What to do in these cases? At this point, I've been writing new generic methods with slightly perturbed names %m% and cholesky for example in

Hi, I have been trying to dyn.load a library (rq.obj), which will allow me to run a quantile regression function, but so far unsuccessfully. I have tried under windows 98 and R 6.24: 1) dyn.load("d:\\...\\rq.obj") 2) dyn.load("d:\...\rq.obj") 3) 1 and 2 accounting for case sensitivity. 4) dyn.load("d:/.../rq.obj") 5) Place the files in the directory where from I

A new version of the quantile regression package (quantreg 3.09) is now available on CRAN. The new features include: 1. a new fitting method "fnc" for rq() which allow the call to specify linear inequality constraints on the coefficients. 2. an anova() function for rq objects that implements several F-like tests for quantile regression models at a given quantile, and other F-like

We have a solaris/sparc machine that has been running an old version of R-devel: Version 2.2.0 Under development (unstable) (2005-06-04 r34577) which was built as m64 from sources. Attempting to upgrade to 2.4.0 the configure step goes ok, but I'm getting early on from make: > gcc -m64 -L/opt/sfw/lib/sparcv9 -L/usr/lib/sparcv9 > -L/usr/openwin/lib/sparcv9 -L/usr/local/lib -o

We have recently upgraded to Solaris 10 on a couple of sparc machines with the usual mildly mysterious consequences for library locations, etc, etc. I've managed to configure R 2.1.0 for a 64 bit version with: R is now configured for sparc-sun-solaris2.10 Source directory: . Installation directory: /usr/local C compiler: gcc -m64 -g -O2 C++

Greetings, I'm organizing summer econometrics lunch meetings to discuss thesis work. The first meeting will be this friday July 18 12-1pm in the conference room on the third floor of Wohlers. The first talk will be by Lingjie Ma Control Variate Estimation of Structural Quantile Regression Models url: www.econ.uiuc.edu/~roger/my.html Roger Koenker email rkoenker@uiuc.edu Department of

An extremely modest proposal: It would be nice if packages could have a FAQ and if faq(package.name) would produce this faq. And if, by default faq() FAQ() would produce the admirable R faq... Apologies in advance if there is already a mechanism like this, but help.search() didn't reveal anything. url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at

I have a vector of logLik values that I'd like to return and it would be nice if the the print method didn't run them together. Could I make a plea for using sep = " ", rather than sep = "" in print.logLik? url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558

My apologies, the data can now be found at: url <- "http://www.econ.uiuc.edu/~roger/research/ebayes/velo.d" x <- scan(url,skip = 1) If I could get each of the histograms to mimic what is produced by hist(x, 100, freq = FALSE) I?ve experimented with xlim, ylim, without success so far... url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu

Motivated by Deepayan's recent inquiries about the efficiency of the R 'quantile' function: http://tolstoy.newcastle.edu.au/R/devel/05/11/3305.html http://tolstoy.newcastle.edu.au/R/devel/06/03/4358.html I decided to try to revive an old project to implement a version of the Floyd and Rivest (1975) algorithm for finding quantiles with O(n) comparisons. I used