Displaying 20 results from an estimated 1000 matches similar to: "correlating irregular time series"
2006 Jan 08
2
wicked wikis for R
>Message: 41
>Date: Sun, 08 Jan 2006 13:52:33 +1100
> From: paul sorenson <sourceforge@metrak.com>
>Subject: Re: [R] Wikis etc.
>To: Frank E Harrell Jr <f.harrell@vanderbilt.edu>, r-help
> <r-help@stat.math.ethz.ch>
>Message-ID: <43C07E71.3040303@metrak.com>
>Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>
>Frank E Harrell Jr
2005 Nov 30
3
calculating IRR (accounting) in R
I am trying to replace a spreadsheet model of a project justification
with an R script.
I can't seem to track down R functions to calculate Internal Rate of
Return and NPV? Am I missing something? NPV doesn't seem so difficult
to calculate (at least for a regular series) but I am struggling to
identify how to solve for IRR in R.
It would be sufficient if it worked for a regular
2011 Jan 07
1
POSIXct issue
Hello I have trouble getting my original datetime back see below. I hope I
am missing something. Please help.
> tt <- as.POSIXct("2011-01-07 07:49:13", tz="EST")
> tt
[1] "2011-01-07 07:49:13 EST"
> ttn <- as.numeric(tt)
> ttn
[1] 1294404553
> tt <- as.POSIXct(ttn,origin='1970-01-01',tz="EST")
> tt
[1] "2011-01-07
2019 Aug 14
0
[PATCH libnbd 3/3] python: Add test for doing asynch copy from one handle to another.
---
python/t/590-aio-copy.py | 122 +++++++++++++++++++++++++++++++++++++++
1 file changed, 122 insertions(+)
diff --git a/python/t/590-aio-copy.py b/python/t/590-aio-copy.py
new file mode 100644
index 0000000..129dde1
--- /dev/null
+++ b/python/t/590-aio-copy.py
@@ -0,0 +1,122 @@
+# libnbd Python bindings
+# Copyright (C) 2010-2019 Red Hat Inc.
+#
+# This program is free software; you can
2019 Aug 11
4
[PATCH libnbd v2 0/3] python: Add test for doing asynch copy.
v1 was here:
https://www.redhat.com/archives/libguestfs/2019-August/msg00103.html
In v2 I've made several changes:
- Fix Python callbacks so if they don't return something
which is int-like, we assume they mean to return 0.
- Add nbd.Buffer free() method. Read commit message in
patch 2 to see what this is about.
- Fixed the asynch copy test to deal with the unbelievably
2008 Sep 04
2
Projecting Survival Curve into the Future
Hello,
I have a survivor curve that shows account cancellations during the past 3.5 months. Fortunately for our business, but unfortunately for my analysis, the survivor curve doesn't yet pass through 50%. Is there a safe way to extend the survivor curve and estimate at what time we'll hit 50%?
We started a new program 3.5 months ago, and I believe that this set of accounts behaves
2019 Aug 14
5
[PATCH libnbd 0/3] Use free callback to hold ref to AIO buffer.
Basically the same as this patch series, but for Python:
https://www.redhat.com/archives/libguestfs/2019-August/msg00235.html
plus adding the 590 asynch test at the end.
Rich.
2005 Sep 23
4
books about MCMC to use MCMC R packages?
Dear list users,
I need to learn about MCMC methods, and since there are several packages in
R that deal with this subject, I want to use them.
I want to buy a book (or more than one, if necessary) that satisfies the
following requirements:
- it teaches well MCMC methods;
- it is easy to implement numerically the ideas of the book, and notation
and concepts are similar to the corresponding R
2005 May 25
3
DOING CLUSTERING WITH THE EM ALGORITHM
Hello,
I am looking for documentation (PDF ?) about doing clustering with the EM Algorithm on R... I'm sorry for this question which may be trivial...
Thanks...
Dominique
2005 Sep 20
1
Xgird, R, parallel computing
Hi, list,
Sorry if I am bothering you.
I am interested in using xgrid with R for distributed computing. I am using
MacOS X and my R 2.1. 1 is already installed and running. The client
computers are all of the same type and the same version of R has been
installed on them.
We have also set up xgrid on my system and client computers as well.
I am wondering if any one can give me some clues
2005 May 20
3
constrained optimization
Hello,
I've got to compute a minimization equation under an equality constraint
(Min g(x1,x2,x3) with x1+x2=const). The Constroptim function does not
authorize an equality condition but only inequality conditions. Which
function can I use instead?
Thank you very much for your help.
Gael Robert - +33 1 42 14 27 96
******************************************************************
This
2005 Nov 08
1
Hybrid Monte Carlo algorithm (MCMC)
Hi all,
I'm trying to estimate a nested model (purchase decision, cloglog formula, &
quantity bought given a purchase, truncated Poisson). Some of the parameters
are mixed (6) and 4 are fixed for all the respondent.
The simulated ML (500 simulations) method forwards highly correlated
estimates.
After some research, Hybrid Monte Carlo seems to be a good alternative to
estimate the model. I
2007 Oct 11
5
rearrange data columns
Dear R users,
I need to to the the following. Let a= 1 2 3
4 5 6
and b= -1 -2 -3 be (2x3) matrices.
-4 -5 -6
I need to combine the two matrices into a new (2x6) matrix like this:
ab = ( 1 -1 2 -2 3 -3 )
4 -4 5 -5 6 -6
How can this be done in R?
-----------------------------------------------------------------
?????? ???
2005 May 26
3
Buidling R on Linux (Itanium) fails (PR#7897)
Full_Name: Reinhold Bader
Version: 2.1.0
OS: SLES 9
Submission from: (NULL) (129.187.48.1)
I tried to build R using the Intel compilers (icc, ifort) and the Math Kernel
Libraries
for BLAS/LAPACK
Optimizations used were -O3, and the
FPICFLAGS="-fpic"
was exported.
The build failed with the following error message:
...
dumping R code in package 'methods'
Saving namespace image
2005 Oct 07
3
Converting PROC NLMIXED code to NLME
Hi,
I am trying to convert the following NLMIXED code to NLME, but am
running into problems concerning 'Singularity in backsolve'. As I am new
to R/S-Plus, I thought I may be missing something in the NLME code.
NLMIXED
***********
proc nlmixed data=kidney.kidney;
parms delta=0.03 gamma=1.1 b1=-0.003 b2=-1.2 b3=0.09 b4=0.35 b5=-1.43
varu=0.5;
eta=b1*age+b2*sex+b3*gn+b4*an+b5*pkn+u;
2010 Mar 17
1
How to read a file of the following format?
Hi all
I have a data set of the following format.
0 0.7087872E+06
5 0.7087872E+06
10 0.7087872E+06
15 0.7087872E+06
20 0.7087872E+06
25 0.7087872E+06
30 0.7087872E+06
35 0.7087872E+06
I was trying to read in this file and plot it.
leg16<-read.csv("wwleg16.ttn",sep=" ", dec=".", header =F)
But leg16 holds all
2004 Nov 23
6
Weibull survival regression
Dear R users,
Please can you help me with a relatively straightforward problem that I
am struggling with? I am simply trying to plot a baseline survivor and
hazard function for a simple data set of lung cancer survival where
`futime' is follow up time in months and status is 1=dead and 0=alive.
Using the survival package:
lung.wbs <- survreg( Surv(futime, status)~ 1, data=lung,
2010 Oct 22
2
Interpolate irregular time series
Hi all,
Issue:
I have two datasets, one is a regular time series (rain gauge) with resolution of 10 minutes. The other one is an irregular time series (link). Now I want to analyze the correlation between these two datasets with linear regression. The regular time series is a data.frame and the irregular time series is a zoo object.
Problem:
For the irregular time series (link) I want also a 10
2008 Aug 20
1
Time Series w/irregular frequency, how to construct a time series object?
Hello,
I am having trouble constructing a time series object for my data. This is
because the frequency is irregular: one year, there may be only 100
individuals, another 200. There are 100 measurements for every individual. I
have the observations in a data frame with the year that they were taken from
as a factor.
I would like to plot the top 10 mean measurements for each year and connect them
2007 Oct 13
2
a question on impulse responses
Dear R users,
I am using the vars package to calculate the impulse response functions and the forecast error variance decomposition of a VAR model. Unfortunately I do not know whether these functions assume unit or one standard deviation shocks. I tried to look into the code of these functions, but in vain: neither irf, nor vars::irf, nor vars:::irf output the code of the functions. Does someone