similar to: Repeated regressions

Have you noticed any problems with big dates (>=1/1/2040) in R? Here is the bit of code that I'm having trouble with: > test.date <- strptime("1/1/2040",format="%m/%d/%Y") > > unlist(test.date) sec min hour mday mon year wday yday isdst 0 0 0 1 0 140 0 0 0 > > date.plus.one <- as.POSIXct(test.date) +

On Tue, Jan 3, 2017 at 3:53 PM, Whit Armstrong <armstrong.whit at gmail.com> wrote: > > I maintian the rzmq project. > > love to get it running on windows, but zmq doesn't play nicely with R's > mingw. It's fairly easy to link against the libraries from rwinlib: https://github.com/rwinlib/zeromq. I'll send you a pull request later this week to fix the binary

I will be taking over as maintainer of the its package from Giles Heywood. The code was originally written while he was working at Commerzbank. I have added the header below to the top of the R source file to indicate the changes in the copyrights for the code. The package was originally released under GPL2. I have no experience with copyright issues, and would appreciate it if someone who does

Can someone help me with this simple example? sq <- function() { y <- x^2 y } myfunc <- function() { x <- 10 sq() } myfunc() executing the above in R yields: > myfunc() Error in sq() : Object "x" not found I understand that R's scoping rules cause it to look for "x" in the environment in which "sq" was defined (the global environment in

Folks, I asked a question on this mailing list about the subset support of lm(). In a flash, I got three helpful responses from Rajarshi Guha <rxg218 at psu.edu> <http://jijo.cjb.net> Erin Hodgess <hodgess at gator.uhd.edu> and Peter Dalgaard <p.dalgaard at biostat.ku.dk> :-) and it was just great. The mistake I was making was in not understanding the notion of a

Try this: > ?convolve > x<-rnorm(1000) > y<-rep(1,20) > z<-convolve(x,y,type="filter") > plot(x,type="l") > str(z) num [1:981] 6.31 7.28 8.16 7.39 4.65 ... > lines(c(rep(0,10),z,rep(0,10)),col="yellow",lwd=3) > lines(c(rep(0,10),z,rep(0,10))/length(y),col="red",lwd=3) #running mean You wrote: Does anyone know an easy way

Can someone help me understand the following behavior of "[<-" ? If I define a simple class based on a matrix, the [<- operation only inserts into the first column: > x <- matrix(rnorm(10),nrow=5,ncol=2) > class(x) <- "foo" > "[<-.foo" <- function(x, i, j, value) { + if(missing(i)) i <- 1:nrow(x) + if(missing(j)) j <-

Hello everybody, I've got a matrix called EUROPEDATA and I want to calculate the adf test statistic (part of the tseries package) on a rolling basis for window my.win on each column; i.e. each column of EUROPEDATA represents a particular variable; for the first column I calculate the adf test statistic for window my.win = 60 for example, roll forward one observation, calculate the adf

Hi, While exploring how summary.lm generated its output I came across a section that left me puzzled. at around line 57 R <- chol2inv(Qr$qr[p1, p1, drop = FALSE]) se <- sqrt(diag(R) * resvar) I'm hoping somebody could explain the logic of these to steps or alternatively point me in the direction of a text that will explain these steps. In particular I'm puzzled

Is this a bug, or have I misunderstood the proper use of lm? Thanks, Whit code: x <- rnorm(50) y <- matrix(as.logical(round(runif(100),0)),ncol=2) NROW(x)==NROW(y) lm(x~y) > x <- rnorm(50) > y <- matrix(as.logical(round(runif(100),0)),ncol=2) > NROW(x)==NROW(y) [1] TRUE > lm(x~y) Error in "[[<-.data.frame"(`*tmp*`, nn, value = c(2, 1, 2, 1, 1, 1, 2, :

Hello, I'm trying to write a function that returns the number of weekdays between a vector of start dates and a vector of end dates. Subtracting the 2 times the number of whole weeks is the easy part and works if the number of days is a multiple of 7. However, the number of weekend days in the tail is a little harder. It depends on both the start date of the tail and the number of days in

Hello, Any advice on calling Visual Basic code from R would be helpful. Thanks, Whit Armstrong -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at

I am trying to build a simple dll with Rcmd SHLIB to link into R. The results of the build are below. From my limited knowledge of building DLLs, it looks like it worked (I didn't get any errors). F:\R\dlls> Rcmd SHLIB add.C making add.d from add.C g++ -IC:/PROGRA~1/R/src/include -Wall -O2 -c add.C -o add.o ar cr add.a *.o ranlib add.a g++ --shared -s -o add.dll add.def add.a

# Using Moving/Rolling Windows, here we do an OLS Regression with corrections for #Heteroscedasticity and Autocorrelations (HAC) using Newey West Method. This code is a #extension of Ajay Shah?s code for moving windows simple OLS regression. # The easiest way to adjust for Autocorrelations and Heteroscedasticity in the OLS residuals is to #use the coeftest function that is included in the

Does anyone have an example of calling primitive or internal functions from C code that they would share with me? I am having trouble trying to figure out how to construct the proper arguments to pass to "do_subset_dflt" Here is the prototype: SEXP do_subset_dflt(SEXP call, SEXP op, SEXP args, SEXP rho); The R_FunTab from "names.c" gives some additional information on the

Does anyone have an example of calling primitive or internal functions from C code that they would share with me? I am having trouble trying to figure out how to construct the proper arguments to pass to "do_subset_dflt" Here is the prototype: SEXP do_subset_dflt(SEXP call, SEXP op, SEXP args, SEXP rho); The R_FunTab from "names.c" gives some additional information on the

R developers, The "tzone" attribute is stripped from a POSIXct object when the subscript command is called ("[.POISXct"). This results in dates being printed in the locale specific format after a subscript operation is applied to a POSIXct object which has cause several problems for me in the past. Here is an example of this problem under R 1.9.1: > x <-

Hi everyone, I'm experiencing difficulty getting the results I want when I use a nested for loop. I have a data set to which I perform some calculations, and then try to apply a regression over a rolling window. The code runs, but the regression results I am getting (intercept and slope) are simply the same, repeated again and again in the results matrix. The regression does not seem to be

[whit at linuxsvr R.packages]$ sudo R CMD INSTALL portfolio.construction * Installing to library '/usr/local/lib64/R/library' * Installing *source* package 'portfolio.construction' ... ** R ** preparing package for lazy loading Loading required package: fts Loading required package: quadprog Loading required package: Rexcelpoi terminate called after throwing an instance of

R developers, I have a first attempt to make an aov function. Eventually I want to build in Error() structure, but first I am trying to get this presentable for balanced data with only a single stratum, just using residual error. I am following R. M. Heiberger's Computation for the Analysis of Designed Experiments, Wiley (1989) I a using a wrapper (aov.bal) to call the