similar to: How to Describe R to Finance People

Dear R developers---I just spent half a day debugging an R program, which had two bugs---I selected the wrongly named variable, which turns out to have been a scalar, which then happily multiplied as if it was a matrix; and another wrongly named variable from a data frame, that triggered no error when used as a[["name"]] or a$name . there should be an option to turn on that throws an

every time I read the R release notes for the next release, I see many functions that I had forgotten about and many functions that I never knew existed to begin with. (who knew there were bibtex facilities in R? obviously, everyone except me.) I wonder whether there is a complete list of all R commands (incl the standard packages) somewhere, preferably each with its one-liner AND

Dear R experts--- after many years, I am planning to give in and write my first R package. I want to combine my collection of collected useful utility routines. as my guide, I am planning to use Friedrich Leisch's "Creating R Packages: A Tutorial" from Sep 2009. Is there a newer or better tutorial? this one is 4 years old. I also plan on one change---given that the

dear R wizards: an operation I execute often is the deletion of all observations (in a matrix or data set) that have at least one NA. (I now need this operation for kde2d, because its internal quantile call complains; could this be considered a buglet?) usually, my data sets are small enough for speed not to matter, and there I do not care whether my method is pretty inefficient (ok, I

dear R experts---now I have a case where I want to estimate very large regression models with many fixed effects---not just the mean type, but cross-fixed effects---years, months, locations, firms. Many millions of observations, a few thousand variables (most of these variables are interaction fixed effects). could someone please point me to packages, if any, that would help me estimate such

I see Thomas has already nailed this one, so it becomes a non-issue. Nevertheless I feel moved to say I think the idea would have been a step in the wrong direction in the first place. It comes from a desire to make R behave "a bit more like matlab" and that is ultimately unhelpful. Having tried to teach generations of students how to use the system (S-PLUS, but it could equally well

Hi dear R-users I try to reproduce the steps included in a LDA. Concerning the eigenvectors there is a difference to SPSS. In my textbook (Bortz) it says, that the matrix with the eigenvectors V usually are not normalized to the length of 1, but in the way that the following holds (SPSS does the same thing): t(Vstar)%*%Derror%*%Vstar = I where Vstar are the normalized eigenvectors. Derror

Hello, I am switching from SPSS-Windows to R-Linux. My university is very SPSS-oriented so maybe that's the cause of my problems. I am a beginner in R and my assignments are SPSS-oriented, so I hope I don't annoy anyone with my questions... Right now I've got 2 problems: -I have to evaluate discriminant functions I have calculated with lda(MASS). I can't find a measure that

Hi all I'm trying to complete a textbook example originally designed for SPSS in R, and I therefore need to find out how to compute an unbalanced ANOVA in R. I did a search on the mailinglist archives an found a post by Prof. Ripley saying one should use the lme function for (among other things) unbalanced ANOVAs, but I have not been able to use this object. My code gives me an error.. Why

Hi -- I'm working with a number of finance companies in New York City and Chicago which are looking to develop languages and platforms in order to process extremely large datasets. As such, we are looking for people with experience and / or interest in programming language and compiler design -- hence my posting on the LLVM mailing list. Goldman Sachs most famously developed Slang and

I ran into an interesting oddity of R, if (0) { print(1); } else { print(2); } is a syntax error, while if (0) { print(1); } else { print(2); } or if (0) { print(1); } else { print(2); } is not. I presume it has to do with the duality of the newline functioning as an end of command (;) character, though it still seems a bit odd, and it took me a while to figure out

I was asked by my boss to do an analysis on a large data set, and I am trying to convince him to let me use R rather than SPSS. I think Sweave could make my life much much easier. To get me a little closer to this goal, I ran my analysis through R and SPSS and compared the resulting values. In all but one case, they were the same. Given the matrix [,1] [,2] [1,] 110 358 [2,] 71 312 [3,]

Dear R fans ( and wiki fans), I am just writing a draft to introduce confidence intervals of various "effect sizes" to my students. Surely, I'll recommend the package MBESS in R. Currently, it means I have to recommend R's interface at first. As a statistics teacher in a dept of psychology, I often have to reply why not to teach SPSS. Psychologists and their students hate to

dear readers---I struggled with how to do nice fixed-effects regressions in large economic samples for a while. Eventually, I realized that nlme is not really what I needed (too complex), and all I really wanted is the plm package. so, I thought I would share a quick example. ################ sample code to show fixed-effects models? in R # create a sample panel data set with firms and years

dear R experts---quick question. I need to estimate a model that looks like y = (b*T+d*T^3) + (1-b-3*d*T^2)*x + (3*d*T)*x^2 + (-d)*x^3 I only have three parameters. Is nls() the right tool for the job, or is there something faster/better? /iaw ---- Ivo Welch (ivo.welch@brown.edu, ivo.welch@gmail.com) [[alternative HTML version deleted]]

Dear expeRts, I would like to download a time series of historical data from the ticker with symbol "ROG.VX". Interestingly, I obtain constant values (138.3 for each day in the chosen period) although the yahoo.finance website tells me that the time series is not at all constant. What's wrong? Cheers, Marius require(tseries) hq <- get.hist.quote(instrument="ROG.VX",

Sir, How to get the closing price from this link http://www.google.com/finance/historical?q=NSE:RCOM I installed quantmod getSymbols('NSE:RCOM',src='google') gives me this error********************** Error in download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", : cannot open URL

Hi I am a new R user, so if this question has been raised and answered before, perhaps you can point me that way. I was looking for some package/scripts that can download financial data from yahoo finance (or some other) website. I did check http://cran.r-project.org/web/packages/ but failed to find something like this. However, I am confident this problem has already been solved! Thanks a lot.

Hi, I have a SPSS datafile which is used for my textbook in the statistics (and which is available on http://abacon.com/fox/s6720p2.sav, but it is originally from ICPSR). When I opened it with SPSS 10 and run Frequencies on it I have got 979 valid data a 27 missing. However, see below (unfortunately, I have used R in preparation of my homework, which caused me an error on this): >

Does oneway.test do what you want? Hope this helps, Matt Wiener -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Sven Hartenstein Sent: Monday, June 21, 2004 3:23 PM To: r-help at stat.math.ethz.ch Subject: [R] Welch-JM-Test or Brown-Forsythe-Test in R? Hi, I want to test mean differences of > 2 groups with