similar to: vector argument to rnorm

Hello, I am trying to collect several global measures or statistics for time-series as well as packages of R that can compute them. I have found several of them in papers and books, but the literature is so big i am sure i am missing several of them. skewness kurtosis min max mean SD trend seasonality periodicity chaos (Lyapunov Exponent) / Largest Lyapunov Exponent (i think is the same

Hi all, I caught a passing reference to PMML on the WEKA list (I think) .. an XML way of communicating 'data mining models'. I am of the opinion that XML is a 'good thing' and I would for instance like to see a standard XML way of communicating the content and context of datasets (eg of timeseries) but it has been a long day and my internet connection is slow and so I have

It is very useful to have svn version number encoded in llvm-gcc's -- version output. Here is one approach. Anyone has a better patch ? - Devang Index: Makefile.in =================================================================== --- Makefile.in (revision 53385) +++ Makefile.in (working copy) @@ -802,6 +802,9 @@ DEVPHASE_s := "\"$(if $(DEVPHASE_c),

On Wednesday 09 July 2008 20:13, Tanya M. Lattner wrote: > Why not set the VERSUFFIX to be " (Based on Apple Inc. build 5555) (LLVM > rXXXX)" Not everyone is at Apple. :) -Dave

Why not set the VERSUFFIX to be " (Based on Apple Inc. build 5555) (LLVM rXXXX)" Where you set the revision number? We currently use LLVM_VERSION_INFO to set this sort of information and to me it makes more sense to have the svn rev number there instead of just saying LLVM build like it does now. -Tanya On Wed, 9 Jul 2008, Devang Patel wrote: > It is very useful to have svn

On Jul 9, 2008, at 6:13 PM, Tanya M. Lattner wrote: > > Why not set the VERSUFFIX to be " (Based on Apple Inc. build 5555) > (LLVM > rXXXX)" > > Where you set the revision number? I do not want to set the revision number in a source file every time I do 'svn update' :) > We currently use LLVM_VERSION_INFO to set this sort of information > and to

I'm analizing the Argentina stock market (merv) I download the data from yahoo library(tseries) Argentina <- get.hist.quote(instrument="^MERV","1996-10-08","2003-11-03", quote="Close") merv <- na.remove(log(Argentina)) I made the Augmented Dickey-Fuller test to analyse if merv have unit root: adf.test(merv,k=13) Dickey-Fuller = -1.4645,

On Jul 9, 2008, at 7:16 PM, David Greene wrote: > On Wednesday 09 July 2008 20:13, Tanya M. Lattner wrote: >> Why not set the VERSUFFIX to be " (Based on Apple Inc. build 5555) >> (LLVM >> rXXXX)" > > Not everyone is at Apple. :) > What is your point? You can always set LLVM_VERSION_INFO to be whatever you want. I'm talking about the case where it

Dear all, First thanks for the good job! Samba allowed me to switch from M$ slavery to Freedom of Free Softwares I like so much :-)) Here is a precision on the bug number 26128 I've posted by 9th of December 2002. The EXCEL 97 file has become corrupted _by Samba_.. I don't understand how this could happen but it seems samba logger just logged in the Excel file directly. Here is what I

Hello, I was interested in trying to write an R script to calculate a UCL for a lognormal distribution using the Chebyshev Inequality — MVUE Approach (based on EPA’s guidance found in http://www.epa.gov/oswer/riskassessment/pdf/ucl.pdf). This looks like it should be straight forward, but I am need to calculate an MVUE for the population mean and an MVUE for the population variance, which requires

Is there an implementation of the SOM ('Self Organizing Map') procedure in R ? I am aware of the implementations of Sammon mapping, multidimensional scaling and, somewhat peripherally, principal curves and projection pursuit .. but not SOM per se as far as I can see. Am I missing something? --------------------- for anyone interesed in SOM I found Samuel Kaski's thesis

Fritz just put the updated tseries package to CRAN. I mainly removed (and corrected) code such that tseries fits together with package ts. New code is White's and Teraesvirta's tests for neglected non-linearity (also for the regression case). From the INDEX file: NelPlo Nelson-Plosser Macroeconomic Time Series adf.test Augmented Dickey-Fuller Test amif

Fritz just put the updated tseries package to CRAN. I mainly removed (and corrected) code such that tseries fits together with package ts. New code is White's and Teraesvirta's tests for neglected non-linearity (also for the regression case). From the INDEX file: NelPlo Nelson-Plosser Macroeconomic Time Series adf.test Augmented Dickey-Fuller Test amif

The (slow) SOM code can be found on my web page (towards the bottom) http://peabody.vanderbilt.edu/depts/psych_and_hd/faculty/wallern/ On Thu, 1 Mar 2001, John Aitchison wrote: > > Is there an implementation of the SOM ('Self Organizing Map') procedure in > R ? > > I am aware of the implementations of Sammon mapping, multidimensional > scaling and, somewhat

Hi I'd like to be able to write a simple 'increment' function (like inc in pascal or ++ in C++) that takes the argument and increments it 'permanently' ie so that z<-1; inc(z) # no assignment; z #2 I can see how to do it with a global variable but that is not what I want - I want to modify the object that is the actual argument.. I have looked at assign(), <<

On Jul 9, 2008, at 6:13 PM, Devang Patel wrote: > > On Jul 9, 2008, at 6:13 PM, Tanya M. Lattner wrote: > >> >> Why not set the VERSUFFIX to be " (Based on Apple Inc. build 5555) >> (LLVM >> rXXXX)" >> >> Where you set the revision number? > > I do not want to set the revision number in a source file every time I > do 'svn

gcc does this with contrib/gcc_update which updates the file every update: revision=`svn info | awk '/Revision:/ { print $2 }'` branch=`svn info | sed -ne "/URL:/ { s,.*/trunk,trunk, s,.*/branches/,, s,.*/tags/,, p }"` where you now have revision and branch information. -eric

Hi all .. there is no doubt a simple answer to this, but it eludes me. In the first session below ( with jarque.bera.test) you will see that p.value prints with a name of X-squared . This is easily fixed by changing the source to assign a more appropriate name - no name is assigned in the source listing below (the original source code of jarque.bera.test() from tseries).. but what I

Hi, ggplot/qplot is great - it has really helped me do some nice things. However, simple boxplot of different columns/variables is a bit tricky, because of (i think) qplot's generic Y conditional on X input form. Se below. # Some data: a <- rnorm(100) b <- rnorm(100,1,2) c <- rnorm(100,2,0.5) # normal boxplot of a,b,c boxplot(a,b,c) # Looks good library(ggplot2) # loads qqplot2 #

Hi List, I'm trying to get a density estimate for a point of interest from an npudens object created for a sample of points. I'm working with 4 variables in total (3 continuous and 1 unordered discrete - the discrete variable is the character column in training.csv). When I try to evaluate the density for a point that was not used in the training dataset, and when I extract the fitted