similar to: A Few Suggestions to help out newbies

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I have a stock market trading values time series. What's the best way to extract the "last day of month" values. I looked at function window() but doesn't appear suitable for this since it expects regular dates. Thank you. lukas - -- Lukas Kubin lukas.kubin at permonik.com phone: 00420603836180 -----BEGIN PGP SIGNATURE-----

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I need to count the covariance of two time series. Both of them contain the dates' vector and vector of values. But the dates are not the same. It means some dates of first ts are not in the second respectively. And I need the covariance of same dates, of course. Could anyone help me, please? Thank you. lukas - -- Lukas Kubin lukas.kubin at

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I would like to code a script which processess all possible combinations of matrix columns. The purpose of such operation is to automatically find best combination of factors (not those factors in mean of R, but explaining factors -- independent variables) received from lm(). The independent variables are present in columns of the matrix. I am not a

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Is it possible to create a time series from existing data frame? One column of that frame contains dates (like "01/01/01") and the second one the values. The period is non-regular (it is not strictly daily nor working-days-daily). Thank you. lukas - -- Lukas Kubin lukas.kubin at permonik.com phone: 00420603836180 -----BEGIN PGP

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 What are the best tools (models within R) for use in predicting stock market trading values? Currently I'm using the smooth.spline but are there any others used in practice? Do I find the mathematical formulations of R-functions somewhere (I now I could deduct it from the source code algorithms but ...)? Of the smooth.spline() for example? Thank

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I need to read in a dataframe stored in a cvs file. The problem is I don't know how to tell R the first column (in format like "7-Jan-80") is a vector of dates. Could you help me, please? Thanks. lukas - -- Lukas Kubin lukas.kubin at permonik.com phone: 00420603836180 -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.0.5 (GNU/Linux)

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I got the report Coefficients: (1 not defined because of singularities) while trying to get my model's coefficients from lm() What shall I do to avoid it and get the one missing coefficient? Thank you. lukas - -- Lukas Kubin lukas.kubin at permonik.com phone: 00420603836180 -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.0.5 (GNU/Linux)

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I wish to use rsync to synchronize a whole fat32 (MSWindows) partition mounted into a linux system. I run rsync from linux. The problem is rsync synchronizes most of the data even if the data hasn't changed since the original image was made. I used the -avz parameters to do the backup and the same for restoration. Also I've tried just -rvz. It

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I'm getting the rsync error "partial transfer (code 23) at main.c(925)" when restoring a 'rsync-ed' Windows partition from a Linux system. I feel the problem might be caused by the characterset (win-1250) which the files on Windows partition are stored in. Is there any solution to this? Thank you lukas - -- Lukas Kubin phone:

Hi, excuse me if my problem is something obvious, but I'm lost and couldn't find any useful information (is there a search function for the list archive?). Im new to Wine (and only recently switched to Linux). Problem: I'm trying to run the Britannica Encyclopedia 2000 (BCD2000), but when I start it I get the error message (in a popup window) "Unable to start the application

Hi, This might be related to the bug reported earlier about parsing URLs with parens, but the following looks like a bug to me: [ZIP archives](http://en.wikipedia.org/wiki/ZIP_(file_format) "ZIP (file format) - Wikipedia, the free encyclopedia") gets rendered by Markdown 1.01 as: <p><a href="http://en.wikipedia.org/wiki/ZIP_(file_format">ZIP

Can we expect to see an R package on Statistical Quality Control in the future like SPLUS? I can't understand why nobody made this package before. ______________________ Indrajit SenGupta Department Of Statistics St. Xavier's College Calcutta University indra_calisto at yahoo.com indrajitsg at vsnl.net ______________________ EC- 195 Salt Lake City, Sector -1 Calcutta 700064 West Bengal

Can we expect to see an R package on Statistical Quality Control in the future like SPLUS? I can't understand why nobody made this package before. ______________________ Indrajit SenGupta Department Of Statistics St. Xavier's College Calcutta University indra_calisto at yahoo.com indrajitsg at vsnl.net ______________________ EC- 195 Salt Lake City, Sector -1 Calcutta 700064 West Bengal

About two years ago there was a thread about this which suggested that at that time nobody had these coefficients ready to go. (a) has anyone in the meanwhile programmed them? (b) I think I can see how to do the tetrachoric one with mvtnorm on similar lines to an example on the help page so will try that if nobody else already has (c) looking at the polychoric one makes me realise yet again

> From: Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk> > Date: 01 Sep 2000 09:54:59 +0200 > > Prof Brian D Ripley <ripley at stats.ox.ac.uk> writes: Important omission: specification from Murray Jorgensen The test that I was thinking of basically does an anova on a modified response variable that is the absolute value of the difference between an observation

Hi Roger, As we know that The Oja median has (finite) breakdown point 2/n, i.e., is not robust in any reasonable sense, and is quite expensive to compute, so do we have some better methodology to compute multivariate median Rahul Agarwal Analyst Equities Quantitative Research UBS_ISC, Hyderabad On Net: 19 533 6363 [[alternative HTML version deleted]]

Hi, Fitting all possible models (GLM) with 10 predictors will result in loads of (2^10 - 1) models. I want to do that in order to get the importance of variables (having an unbalanced variable design) by summing the up the AIC-weights of models including the same variable, for every variable separately. It's time consuming and annoying to define all possible models by hand. Is there a

On Mon, Oct 5, 2015 at 9:23 AM, Lukas Wunner <lukas at wunner.de> wrote: > Hi, > > I've also pushed this series to GitHub now to ease reviewing: > https://github.com/l1k/linux/commits/mbp_switcheroo_v3 So to test this all someone has to do is pull this and try it? No patching required? > Thanks, > > Lukas > _______________________________________________ >

Hi Ville, Thank you for the patch! Perhaps something to improve: url: https://github.com/0day-ci/linux/commits/Ville-Syrjala/drm-Third-attempt-at-fixing-the-fb-helper-best_encoder-mess/20180629-014202 base: git://people.freedesktop.org/~airlied/linux.git drm-next smatch warnings: drivers/gpu/drm/nouveau/nouveau_connector.c:461 nouveau_connector_ddc_detect() error: uninitialized symbol

I am looking to create an intranet document management solution that would take advantage of Ruby/Rails/Subversion etc. I want to get away from document management using MS Word, Excel etc. Can anyone recommend a direction I should investigate? I am currently gathering information on Docbook, Latex, ODF,ODT,ODG,ODP, TinyMCE and others as I find them. Ideally I would like to convert manuals