similar to: cameraa rotation graphics

> the main advantage it has over SPSS-like software is that you do not > need to explicitly create dummy variables. You only need to specify > your dependent variable and independent variables and R will fit it > (and create dummy variables automatically) for you. Does the audience know exactly what the creation of dummy variables in SPSS is and means? If not, they might consider

Dear helpeRs, a colleague of mine would like to give R a try. He uses econometric models which typically involve a large number of variables, esp. time series. Having no experience with handling very large data sets myself I turn to you. 1. Could you please describe your experiences to cope with these situations? 2. What kind of difficulties will he have to face? Are there special

Dear All, I am a long time S user and now a convert to R. As part of my general work in time series I occasionally assist groups of econometricians and others in the finance fraternity. In particular, that community has invested a large amount of time and effort in writing specialised code in Gauss. I am unfamiliar with Gauss (although I have used Matlab which is, I understand, a comparable

Hi all, I am playing with some companies' balance sheets and income statements and want to apply what I've just learned from Stats class to see if I can forecast the companies earnings, sales and gross margin in the short term (3rd and 4th Quarter), mid-term (2009) and long term (2011, etc. ) I pulled up some data from companies' financial statements over the past a few years. The

Sender: r-help-bounces at r-project.org On-Behalf-Of: comtech.usa at gmail.com Subject: Re: [R] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company... Message-Id: <b1f16d9d0810231239k506d582i7ecb908b84bc1642 at mail.gmail.com> Recipient: ngottlieb at marinercapital.com -------------------------------------------------------- This information is being sent at the

Hello everybody My collegue and I noticed a strange behaviour of R on different platforms. It's a simple computation, but results are rather different. On Windows XP: > floor(log(8,2)) [1] 3 which is what one should expect. Here's instead the result with Mac OS X (same version, 2.5.0 (2007-04-23)) > floor(log(8,2)) [1] 2 Is it a "bug" in R or in the operating

Hello, I have just started using R, maybe more like learning it. I am interested in using it for Time Series Analysis and I wanted to know if anyone was familiar with packages other than TS that might be appropriate. Allan

There has been a few questions on the subject lately. Is there any book on the subject, if possible with a computer processing flavor, that you would highly recommend? Many thanks in advance, -- Jean-Luc

How do I rotate 3D plots/surfaces generated by either cloud or wireframe? Thanks. Marc Marc W. Zodet, MS Health Statistician Agency for Healthcare Research and Quality [[alternative HTML version deleted]]

Hi all, I recently started learning about Forex and found this O'Reilly book in Barnes & Nobles about R. I bought it out of pure curiosity. I like what I see. However, I have a question. Has anyone tried to bring these two ideas together in a financial and trading sense? Are there any libraries or modules in R that can aid in this venture? --Yves [[alternative HTML version

NFC: Restructuring LoopRoration.cpp to create Loop Rotation Pass with Loop Rotation Utility Interface ============================================================================= Why this NFC change? ================= The existing LoopRotation.cpp is implemented as one of loop passes instead of being a utility. The user cannot easily perform the loop rotation selectively (or on demand) under

Dear list, I am looking for an implementation of random rotation matrix generation in R to do a rotation test: I want to use the matrices to create random multivariate normal matrices with common covariance structure and mean based on an observed data matrix. The rRotationMatrix-function in the mixAK-package is an option, but as far as I can tell I need to draw rotation matrices with determinant

Dear List, I am using the output of a ML estimation on a random effects model with first-order autocorrelation to make a further conditional test. My model is much like this (which reproduces the method on the famous Grunfeld data, for the econometricians out there it is Table 5.2 in Baltagi): library(Ecdat) library(nlme) data(Grunfeld)

Hello My data contains following columns: 1st column: Posts (GM, Secretary, AM, Office Boy) 2nd Column: Dept (Finance, HR, ...) 3rd column: Tasks (Open the door, Fix an appointment, Fill the register, etc.....) depending on the post 4th column: Average Time required to do the task So the sample data would look like Posts Dept Task Average

Hi eveybody! I've got a suggestion to think about. Although i think that the drawbacks are bigher than the advantages im goong to tell you abou my idea: My idea is another syntax for e m p h a s i z e d words. It uses two spaces before and after the emphasized part and alternating space and letter in between, just like in the sentence before. Pros: ? no symbol needed ? granny compatible

Hi all, I've been using R under WindowsXP. So, where the R stores the graphic archives (don't saved) if I use the option options(graphics.record=T) inside of Rprofile.site file? Regards, -- /////\\\\\/////\\\\\/////\\\\\/////\\\\\ Jose Claudio Faria Brasil/Bahia/UESC/DCET Estatistica Experimental/Prof. Titular joseclaudio.faria em terra.com.br joseclaudio.faria em

Hello I am unable to find a graph for my data, My data contains following columns: 1st column: Posts (GM, Secretary, AM, Office Boy) 2nd Column: Dept (Finance, HR, ...) 3rd column: Tasks (Open the door, Fix an appointment, Fill the register, etc.....) depending on the post 4th column: Average Time required to do the task So the sample data would look like Posts Dept

Many DRM drivers implement an encoder with an empty implementation. This patchset adds drm_simple_encoder_init() and drm_simple_encoder_create(), which can be used by drivers instead. Except for the destroy callback, the simple encoder's implementation is empty. The patchset also converts 4 encoder instances to use the simple-encoder helpers. But there are at least 11 other drivers which can

Dear All, I have come upon an R-mode PCA protocol that uses the following arguments, where "mydata.txt" is an nxm matrix of n objects and m variables: > a <- read.table("mydata.txt") > b <- t(a) > c <- prcomp(b) > c$rotation The user then plots the coordinates given by c$rotation (PC1 and PC2) as the "scores" of their PCA plot. This

Hello again- Thanks to Prof. Ripley for responding to my previous question. I would like to clarify my question using sample code. I will use some sample code taken from ?prcomp Again, I would like to compare the % variance explained by each PC before and after rotation. < code follows > data(USArrests) pca = prcomp(USArrests, scale = TRUE) # proportion variance explained by each