similar to: block statistics with POSIX classes

Full_Name: Brian K. Boonstra Version: 2.2.1 OS: WinXP, OSX Submission from: (NULL) (63.172.178.137) The maxdrawdown function in tseries defines the maximum drawdown in terms of absolute dollars (or whatever units the input is in). Industry convention is to do this in percentage terms. I have written the code below as maximumdrawdown(), which retains backward compatibility with the current

Dear list, I have a problem with freq from prettyR. Please have a look at my syntax with a litte example: library(prettyR) #Version 1 test.df<-data.frame(q1=sample(1:4,8,TRUE), gender=sample(c("f","m"),8,TRUE)) test.df freq(test.df) #No error message #Version 2 test.df<-data.frame(gender=sample(c("f","m"),8,TRUE), q1=sample(1:4,8,TRUE)) test.df

Consider the following scrap of code: > x<- ts(1:50,start=c(1,11),freq=12) > y <- aggregate(x,nfreq=4) > c(y) [1] 6 15 24 33 42 51 60 69 78 87 96 105 114 123 132 141 > y Error in rep.int("", start.pad) : invalid number of copies in rep.int() > tsp(y) [1] 1.833333 5.583333 4.000000 So we can aggregate into quarters, but we cannot print it using

Consider the following scrap of code: > x<- ts(1:50,start=c(1,11),freq=12) > y <- aggregate(x,nfreq=4) > c(y) [1] 6 15 24 33 42 51 60 69 78 87 96 105 114 123 132 141 > y Error in rep.int("", start.pad) : invalid number of copies in rep.int() > tsp(y) [1] 1.833333 5.583333 4.000000 So we can aggregate into quarters, but we cannot print it using

Hello: would you please help me with the following glm question? for the R function glm, what I understand is: once you specify the "family", then the link function is fixed. My question is: is it possible I use, for example, "log" link function, but the estimation approach for the guassian family? Thanks, Shuangge Ma, Ph.D. ******************************************** *

I'm having some problems with aggregate.ts, e.g. R> x <- ts(1:20) R> frequency(x) [1] 1 R> aggregate(x, nfreq=1/3) Error in aggregate.ts(x, nfreq = 1/3) : cannot change frequency from 1 to 0.333333333333333 In fact aggregate.ts only accepts a new frequency that is a negative power of two in this example. The problem with the current test for compatible frequencies if

I have R-0.62.3 and RedHat 5.0 with fort77. At the office R is running but when I install a package, eg. 'akima' I get a message make: f77: Command not found 'R INSTALL library' does not accept fort77, but R installation checks f77/g77/fort77. Is there an easy way to edit some file and replace f77/g77 with fort77? At home I have the same R and Linux versions, but when

Hello All, I would like to optimize a (log-)likelihood function subject to a number of linear constraints between parameters. These constraints are equality constraints of the form A%*%theta=c, ie (1,1) %*% 0.8,0.2)^t = 1 meaning that these parameters should sum to one. Moreover, there are bounds on the individual parameters, in most cases that I am considering parameters are bound between zero

Hi, I am trying to maximize a utility function using optim. I have a problem with optim, since some of the values in the caw, mom, me and btm matrixes in the code bellow are missing. Is there a handy way just to skip the missing values in the loop? g <- 5 retp <- NULL object <- function (x) { b1 <- x[1] b2 <- x[2] b3 <- x[3] for(i in 1:nrow(ret)){ for(j

Hi, when using a laptop and trying to install packages for R for Windows 2.2.1 I get the following error > utils:::menuInstallPkgs() --- Please select a CRAN mirror for use in this session --- Warning: unable to access index for repository http://cran.dk.r-project.org/bin/windows/contrib/2.2 Warning: unable to access index for repository

hi i'm looking for a gibbs sampling algorithm for R for the case of mixture of K normals, and in particular for the case of bivariate normals. i'd be grateful if anyone could send its own R-routine, at least for the univariate case. thank you in advance matteo

Hi, I have a graph with seven parallel horizontal lines. Is it possible to shade the area between two adjacent lines? Thank you in advance, Hannu

Dear all Currently, I'm implementing the generalized hyperbolic distribution into Splus. Unfortunately the Bessel function is not implemented in Splus. In R the Bessel function does exist but it is an internal function and I'm not able to look at the code. Is there any possibility to see the code of the Bessel function in R or does anybody has an implementation of the Bessel function in

Hi, I have adviced my students to install R and an editor on a USB drive for working in the computer class. With R everything works fine following these instructions: http://personal.bgsu.edu/~mrizzo/Rmisc/usbR.htm. But several editors (e.g., Tinn-R and WinEdt) require administrator rights. I have found out that Emacs (Vincent Goulet's Emacs for Windows Modified

Full_Name: Hannu Kahra Version: 1.0.0 OS: Windows Submission from: (NULL) (153.1.50.127) x1 <- lag(x, k=1) returns the original series x. The time series is not shiftet at all. Only the time is shiftet: for x1 new start = old start -1 and new end = old end -1. When I run, e.g. lm(x~x1) the result is not what I expect. Both x and x1 are time series. Is this a bug or am I forgetting something?

Error in file(file, "r") : unable to open connection In addition: Warning message: cannot open file 'a:/project.txt' please help --------------------------------- [[alternative HTML version deleted]]

Hello, I also try to fit a skewed distribution (like skewed student t) to data points. Do you have an idee howto do this??? thank you fabrice dusonchet *********************************************************************************** This email and any files transmitted with it are confidentia...{{dropped}}

Hi, I just found out that Tinn-R_2.3.6.0 is now available on http://sourceforge.net/projects/tinn-r/. When configuring Tinn-R: R > Configure > Permanent (Rprofile.site) I get error C:\Program Files\R\R-2.12.0\bin\etc\RProfile.site The above file was not found. Please try to repeat the procedure! The correct path for RProfile.site is C:\Program Files\R\R-2.12.0\etc\Rprofile.site I was

Hi, Can you tell me if there are an R package or code for STAR model estimation and test misspecification. If no, how i could do this. Thanks in advance Best regards AJMI Noomen Phd student TUNISIA --------------------------------- [[alternative HTML version deleted]]

Dear all, in the coming Winter Semester, I will be a teaching assistant for a course in Survival Analysis. My job will be to do the lab sessions. The software used for these lab sessions will be R. Most of the students have a background in social sciences and the only stats package they used so far is most likely SPSS. So I assume they might be quite surprised the first time they see R