Displaying 20 results from an estimated 5000 matches similar to: "R commandline editor question"
2006 Mar 06
3
Interleaving elements of two vectors?
Suppose one has
x <- c(1, 2, 7, 9, 14)
y <- c(71, 72, 77)
How would one write an R function which alternates between elements of
one vector and the next? In other words, one wants
z <- c(x[1], y[1], x[2], y[2], x[3], y[3], x[4], y[4], x[5], y[5])
I couldn't think of a clever and general way to write this. I am aware
of gdata::interleave() but it deals
2005 May 08
2
Need a factor level even though there are no observations
I'm in this situation:
factorlabels <- c("School", "College", "Beyond")
with data for 8 families:
education.man <- c(1,2,1,2,1,2,1,2) # Note : no "3" values
education.wife <- c(1,2,3,1,2,3,1,2) # 1,2,3 are all present.
My goal is to create this table:
School College Beyond
2006 Jan 26
2
Prediction when using orthogonal polynomials in regression
Folks,
I'm doing fine with using orthogonal polynomials in a regression context:
# We will deal with noisy data from the d.g.p. y = sin(x) + e
x <- seq(0, 3.141592654, length.out=20)
y <- sin(x) + 0.1*rnorm(10)
d <- lm(y ~ poly(x, 4))
plot(x, y, type="l"); lines(x, d$fitted.values, col="blue") # Fits great!
all.equal(as.numeric(d$coefficients[1] + m
2005 Aug 19
1
Problem with get.hist.quote() in tseries
When using get.hist.quote(), I find the dates are broken. This is with
R 2.1.1 on Mac OS X `panther'.
> library(tseries)
Loading required package: quadprog
'tseries' version: 0.9-27
'tseries' is a package for time series analysis and computational
finance.
See 'library(help="tseries")' for details.
> x <-
2005 Sep 25
1
Question on lm(): When does R-squared come out as NA?
I have a situation with a large dataset (3000+ observations), where
I'm doing lags as regressors, where I get:
Call:
lm(formula = rj ~ rM + rM.1 + rM.2 + rM.3 + rM.4)
Residuals:
1990-06-04 1994-11-14 1998-08-21 2002-03-13 2005-09-15
-5.64672 -0.59596 -0.04143 0.55412 8.18229
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.003297 0.017603
2006 Jan 22
6
Making a markov transition matrix
Folks,
I am holding a dataset where firms are observed for a fixed (and
small) set of years. The data is in "long" format - one record for one
firm for one point in time. A state variable is observed (a factor).
I wish to make a markov transition matrix about the time-series
evolution of that state variable. The code below does this. But it's
hardcoded to the specific years that I
2005 Oct 01
1
Placing axes label strings closer to the graph?
Folks,
I have placed an example of a self-contained R program later in this
mail. It generates a file inflation.pdf. When I stare at the picture,
I see the "X label string" and "Y label string" sitting lonely and far
away from the axes. How can these distances be adjusted? I read ?par
and didn't find this directly.
I want to hang on to 2.8 x 2.8 inches as the overall size
2005 Jun 07
1
R and MLE
I learned R & MLE in the last few days. It is great! I wrote up my
explorations as
http://www.mayin.org/ajayshah/KB/R/mle/mle.html
I will be most happy if R gurus will look at this and comment on how
it can be improved.
I have a few specific questions:
* Should one use optim() or should one use stats4::mle()?
I felt that mle() wasn't adding much value compared with optim, and
2005 May 24
1
Catching an error with lm()
Folks,
I'm in a situation where I do a few thousand regressions, and some of
them are bad data. How do I get back an error value (return code such
as NULL) from lm(), instead of an error _message_?
Here's an example:
> x <- c(NA, 3, 4)
> y <- c(2, NA, NA)
> d <- lm(y ~ x)
Error in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) :
0 (non-NA) cases
2005 Jun 14
1
Puzzled in utilising summary.lm() to obtain Var(x)
I have a program which is doing a few thousand runs of lm(). Suppose
it is a simple model
y = a + bx1 + cx2 + e
I have the R object "d" where
d <- summary(lm(y ~ x1 + x2))
I would like to obtain Var(x2) out of "d". How might I do it?
I can, of course, always do sd(x2). But it would be much more
convenient if I could snoop around the contents of summary.lm and
2005 Aug 16
1
Extracting some rows from a data frame - lapses into a vector
I have a data frame with one column "x":
> str(data)
`data.frame': 20 obs. of 1 variable:
$ x: num 0.0495 0.0986 0.9662 0.7501 0.8621 ...
Normally, I know that the notation dataframe[indexes,] gives you a new
data frame which is the specified set of rows. But I find:
> str(data[1:10,])
num [1:10] 0.0495 0.0986 0.9662 0.7501 0.8621 ...
Here, it looks like the operation
2004 Mar 01
6
Find out the day of week for a chron object?
I know that this is correct:
library(chron)
x = dates("01-03-04", format="d-m-y", out.format="day mon year")
print(x)
It gives me the string "01 Mar 2004" which is correct.
I also know that I can say:
print(day.of.week(3,1,2004))
in which case he says 1, for today is monday.
My question is: How do I combine these two!? :-) I have a
2004 May 27
3
Date parsing question
How do I parse a date "yyyymmdd"? I tried asking chron(s, "ymd") but
that didn't work. Would the date parsing routines of the Date class of
1.9 grok this?
--
Ajay Shah Consultant
ajayshah at mayin.org Department of Economic Affairs
http://www.mayin.org/ajayshah Ministry of Finance, New Delhi
2004 Jun 21
2
Elementary sapply question
I am discovering sapply! :-) Could you please help me with a very
elementary question?
Here is what I know. The following two programs generate the same answer.
--------------------------------+----------------------------------------
Loops version | sapply version
--------------------------------+----------------------------------------
2004 Jul 05
2
More difficulties in getting data into R
In order to get around the problems of my posting a few minutes ago, I
thought:
$ awk -F\| '(NR > 2) {print $2}' cmie_firm_data.text > col2
$ awk -F\| '(NR > 2) {print $4}' cmie_firm_data.text > col4
$ paste col2 col4 | head -2
-510.45 -510.27
60700 101900
$ paste col2 col4 | tail -2
28648.12 31617.02
491014.77 494308.52
$ wc -l col2 col4
89323 col2
2006 Jan 19
2
Tobit estimation?
Folks,
Based on
http://www.biostat.wustl.edu/archives/html/s-news/1999-06/msg00125.html
I thought I should experiment with using survreg() to estimate tobit
models.
I start by simulating a data frame with 100 observations from a tobit model
> x1 <- runif(100)
> x2 <- runif(100)*3
> ystar <- 2 + 3*x1 - 4*x2 + rnorm(100)*2
> y <- ystar
> censored <- ystar <= 0
2005 Jun 06
1
A performance anomaly
I wrote a simple log likelihood (for the ordinary least squares (OLS)
model), in two ways. The first works out the likelihood. The second
merely calls the first, but after transforming the variance parameter,
so as to allow an unconstrained maximisation. So the second suffers a
slight cost for one exp() and then it pays the cost of calling the first.
I did performance measurement. One would
2008 Mar 17
4
How does one do simple string concatenation?
How does one convert objects c("a","b","c") and "d" into "abcd"?
> paste(c("a","b","c"), "d")
of course yields
[1] "a d" "b d" "c d"
--
Ajay Shah http://www.mayin.org/ajayshah
ajayshah at mayin.org
2004 Apr 21
2
Question on CAR appendix on NLS
The PDF file on the web, which is an appendix on nonlinear regression
associated with the CAR book, is very nice.
When I ran through the code presented there, I found something
odd. The code does a certain model in 3 ways: Vanilla NLS (using
numerical differentation), Analytical derivatives (where the user
supplies the derivatives) and analytical derivatives (using automatic
differentiation). The
2006 Aug 14
1
Presentation of multiple models in one table using xtable
Consider this situation:
> x1 <- runif(100); x2 <- runif(100); y <- 2 + 3*x1 - 4*x2 + rnorm(100)
> m1 <- summary(lm(y ~ x1))
> m2 <- summary(lm(y ~ x2))
> m3 <- summary(lm(y ~ x1 + x2))
Now you have estimated 3 different "competing" models, and suppose you
want to present the set of models in one table. xtable(m1) is cool,
but doing that thrice would give