similar to: R annoyances

Dear R Folks, I know that Enrique Bengoechea ( Credit Suisse ) had posted some code snippets for importing Bloomberg historical data into R. I found them to be very useful. Has anyone succeeded in getting the below items from Bloomberg to R? (a) historical economic release data, (b) tick/intra-day data (c) bulk data such as Index membership info, etc. If someone is willing to share their code

Hi All, I have a Quantum scalar i40 tape library. I need to configure it to TWO tape partition libraries, e.g., library_a and library_b, so that each library has its own tape drive. Then connect this physical tape library to two different CentOS servers so that each server can see its own media changer and tape drive. I once had a successful configuration on one host but NOT on the other. One

Can someone please explain to me why the dates get shifted by one day when I create an its ( irregular time-series ) object from a matrix for which I've assigned row names. E.g. in the example run below, why does the its object have dates one-shifted from my original dates? > install.packages('its') > install.packages('Hmisc') > require(its) > m <-

Hello R-users, I have a symmetric matrix of numerical values and I want to obtain those values in the upper or lower triangle of the matrix in a vector. I tried to do the job by using two for-loops but it doens't seem to be a clever way, and I'd like to know a more efficient code for a large matrix of thousands of rows and columns. Below is my code for your reference. Thanks a lot.

Hi, I'm still not quite there with my H-F (G-G) correction code. I have it working for the main effects, but I just can't figure out how to do it for the effect interactions. The thing I really don't know (and can't find anything about) is how to calculate the covariance matrix for the interaction between the two (or even n) main factors. I've looked through some books

Hi, I'm still not quite there with my H-F (G-G) correction code. I have it working for the main effects, but I just can't figure out how to do it for the effect interactions. The thing I really don't know (and can't find anything about) is how to calculate the covariance matrix for the interaction between the two (or even n) main factors. I've looked through some books

I have the following xyplot figure: http://img577.imageshack.us/img577/686/filesizeresults12000000.png The data are organized in a matrix file as follows: Type Elements Chromosome Time bedGz 12000000 chr1 14.240 bedGz 12000000 chr2 7.949 bedGz 12000000 chr3 5.103 bedGz 12000000 chr4 5.290 bedGz 12000000 chr5 5.161 ... The x-axis labels in the Chromosome column are ordered

Dear all, I would like to compute power of a square non symmetric matrix. This is a part of a simulation study. Matrices are quite large (e.g., 900 by 900), and contains many 0 (more than 99 %). I have try the function mtx.exp of the Biodem package: library(Biodem) m <- matrix(0, 900, 900) i <- sample(1:900, 3000, replace = T) j <- sample(1:900, 3000, replace = T) for(x in 1:3000)

My unit's firmware: library 05.03, tape d22h, shows the device as set to random mode. But mtx -f /dev/st0 status gives an error that google says the device is in sequential mode. dmesg|grep -i hp does reflect CentOS thinks the device is a sequential unit. I've tried this with Fedora 8, too, and both show the same, so it is either an issue with CentOS/Fedora RPMs, or the version of

Has anyone managed to get this working? Here's what I did: I got the binary build for R2.0.1 from the Omegahat download page, and made a small change to the registerClassID function ( to make it use the right path to RDCOMServer.dll). Then I tried to replicate the simple TTest example from the same web site. The COM class definition and registration worked fine for me. To test this, I

Hello all, To calculate the power of a matrix, I used the command "mtx.exp(X, n)", but there is an error saying "Error: couldn't find function "mtx.exp"". How can I deal with this problem? Jing

Hi, I'm currently working on porting some SAS scripts to R, and hence need to do the same calculation (and get the same results) as SAS in order to make the transition easier for users of the script. In the script, I'm dealing with a two-factorial repeated-measures anova. I'll try to give you a short overview of the setup: - two between-cell factors: facBetweenROI (numbering

Hi folks, I want to sort a matrix row-by-row and create a new matrix that contains the corresponding colnames of the original matrix. E.g. > set.seed(123) > a <- matrix(rnorm(20), ncol=4); colnames(a) <- c("A","B","C","D") > a A B C D [1,] -0.56047565 1.7150650 1.2240818 1.7869131 [2,]

How to use the package generalized hyperbolic distribution in order to estimate the four parameters in the NIG-distribution? I have a data material with stock returns that I want to fit the parameters to. -- View this message in context: http://r.789695.n4.nabble.com/Generalized-Hyperbolic-distribution-tp3504369p3504369.html Sent from the R help mailing list archive at Nabble.com.

Dear colleagues, I have really heavy problems in sorting the results of a table according to certain features of the levels in the table. Prerequisites: It all starts with a fairly simple data set, which stores observations of 21 observers (horizontally from 1 to 21; 21 is reference/goldstandard) who diagnosed 42 videos (vertically from 1 to 42). See dump of R-object "input" below in

Dear R-Helpers, I have a n*m data matrix (n is the number of observations) and I want to estimate its covariance matrix as a sum of a diagonal matrix and a low-rank matrix F'F, where F is p*m matrix (sometimes called "factors"), p<<m, and F' is F transpose. My questions are: 1. Given the number of factors p is there an R function that finds the best F? 2. How to select

I have a new Polycom Spectralink 8002 and am having trouble with the configuration or the unit but I can't see what's wrong. The unit does not seem to even attempt to register with the Asterisk proxy but I can make calls to it. I have viewed the syslog from the device which it will actually write to the asterisk server so I know it can be reached. I have also run a sip debug and

Full_Name: Rod Montgomery Version: 1.1.0 OS: Windows-95 Submission from: (NULL) (38.26.56.3) File R-1.1.0/src/appl/lbfgsb.c -- Comment in code says two papers describing underlying math are in ftp://ece.nwu.edu/pub/lbfgs/lbfgs_bcm/ but that directory seems not to exist. (Actually, the comment does not give a URL - it just says to look in that directory on that FTP server.) Paper [1] does

Hi all, I am a huge fan of Sangoma cards after having many problems with digium cards and then switching to sangoma cards and them giving me excellent support with excellent results. That being said, they are also alot more money than the Rhino cards and my friend currently has 1 digium 4 fxo card in their system and they need to add another phone line, plus they have echo problems and quality

Hi, Can anyone tell me what might cause this error message? Error in .Fortran("swallocate", as.double(mtx), as.double(wt), as.integer(n), : C/Fortran function name not in load table This occurs when I copied the Splus stepwise() function into R. I can source into R fine, but when I need to call that function on some dataset, I got the above error message. Platform